[R-sig-ME] Unidentifiable model in lmer

Thierry Onkelinx thierry.onkelinx at inbo.be
Fri Sep 18 16:41:49 CEST 2015


Dear Takahiro,

Please send the output of dput(dataset). That's a lot easier to
copy-paste into an R session.

Best regards,
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature
and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium

To call in the statistician after the experiment is done may be no
more than asking him to perform a post-mortem examination: he may be
able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does
not ensure that a reasonable answer can be extracted from a given body
of data. ~ John Tukey


2015-09-18 16:40 GMT+02:00 Takahiro Fushimi <taka.6765 op gmail.com>:
> The data set is as follows:
>> dataset
>            y A B  ID
> 1   60625.19 0 1  72
> 2   51088.38 0 1  73
> 3   67283.03 0 1  74
> 4   56550.54 0 1  75
> 5         NA 0 1  76
> 6         NA 0 1  78
> 7   58720.44 0 1  79
> 8   63939.01 0 1  86
> 9   66298.32 0 1  88
> 10  62662.15 0 1  89
> 11  53604.41 0 1  90
> 12  88338.55 0 1  91
> 13  62818.78 0 1  92
> 14  68696.71 0 1  93
> 15  57433.98 0 1  94
> 16  59105.99 0 1  95
> 17  44801.97 0 1  96
> 18  68655.48 0 1 121
> 19  62645.16 0 1 122
> 20  69409.15 0 1 123
> 21  43568.70 0 1 124
> 22  55693.21 1 1  77
> 23  57322.63 1 1  80
> 24  51095.55 1 1  81
> 25  57660.41 1 1  82
> 26  64128.63 1 1  83
> 27  55216.42 1 1  84
> 28  59945.17 1 1  98
> 29  67284.31 1 1 116
> 30  55401.13 1 1 117
> 31  60471.59 1 1 118
> 32        NA 1 1 119
> 33  63633.07 1 1 120
> 34  65939.14 1 1 125
> 35        NA 1 1 128
> 36  69488.38 2 1 100
> 37  43950.50 2 1 101
> 38  52782.99 2 1 102
> 39  55674.94 2 1 103
> 40  70130.25 2 1 104
> 41  72560.25 2 1 105
> 42  69297.95 2 1 106
> 43  53188.98 2 1 107
> 44  75687.53 2 1 108
> 45  68242.23 2 1 109
> 46  60696.15 2 1 110
> 47  65087.04 2 1 112
> 48  59377.71 2 1 113
> 49  55055.45 2 1 114
> 50  66673.40 2 1 115
> 51  65933.37 2 1 126
> 52  62636.56 2 1 127
> 53  49606.80 0 0  72
> 54  58668.13 0 0  73
> 55  56694.13 0 0  74
> 56        NA 0 0  75
> 57        NA 0 0  76
> 58  61928.95 0 0  78
> 59  63208.84 0 0  79
> 60  83786.71 0 0  86
> 61  72727.53 0 0  88
> 62  78873.45 0 0  89
> 63  47482.32 0 0  90
> 64  65967.84 0 0  91
> 65  53228.25 0 0  92
> 66  65699.59 0 0  93
> 67  61792.81 0 0  94
> 68  44816.72 0 0  95
> 69  71048.06 0 0  96
> 70  59671.84 0 0 121
> 71  89513.43 0 0 122
> 72  56972.30 0 0 123
> 73  45439.25 0 0 124
> 74  51357.83 1 0  77
> 75        NA 1 0  80
> 76  60146.86 1 0  81
> 77  56845.88 1 0  82
> 78  63181.13 1 0  83
> 79  63704.80 1 0  84
> 80  49140.22 1 0  98
> 81  54538.14 1 0 116
> 82  49411.32 1 0 117
> 83  66059.73 1 0 118
> 84  73147.55 1 0 119
> 85  55665.96 1 0 120
> 86  66821.27 1 0 125
> 87  66935.12 1 0 128
> 88  54350.63 2 0 100
> 89  48116.25 2 0 101
> 90  67664.66 2 0 102
> 91  64278.54 2 0 103
> 92  64555.03 2 0 104
> 93  62463.60 2 0 105
> 94  55831.53 2 0 106
> 95  57392.61 2 0 107
> 96  75727.00 2 0 108
> 97  64839.50 2 0 109
> 98  51009.78 2 0 110
> 99  65274.59 2 0 112
> 100 63339.91 2 0 113
> 101 62276.49 2 0 114
> 102 66159.42 2 0 115
> 103 58333.76 2 0 126
> 104 60275.09 2 0 127
>
> Best regards,
> Takahiro
>
>
> On 9/18/15 3:23 AM, Thierry Onkelinx wrote:
>>
>> The formula shouldn't be the problem. model.matrix() is clever enough
>> to handle this. Have a look at the examples below.
>>
>> model.matrix(~ A + B + A * B, data= data.frame(A = 1, B = 1))
>> model.matrix(~ A + B + A * B + B + A:B + B:A, data= data.frame(A = 1, B =
>> 1))
>>
>> I suggest to give use a reproducible example of the problem so that we
>> can invesigate what when wrong.
>> ir. Thierry Onkelinx
>> Instituut voor natuur- en bosonderzoek / Research Institute for Nature
>> and Forest
>> team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
>> Kliniekstraat 25
>> 1070 Anderlecht
>> Belgium
>>
>> To call in the statistician after the experiment is done may be no
>> more than asking him to perform a post-mortem examination: he may be
>> able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher
>> The plural of anecdote is not data. ~ Roger Brinner
>> The combination of some data and an aching desire for an answer does
>> not ensure that a reasonable answer can be extracted from a given body
>> of data. ~ John Tukey
>>
>>
>> 2015-09-18 7:23 GMT+02:00 Ché Lucero <chelucero op uchicago.edu>:
>>>
>>> I don't know if this is causing the problem you're seeing, but A*B
>>> expands
>>> to A + B + A:B, so your model right now is R ~ A + B + A + B + A:B +
>>> (1|S).
>>>
>>> On Thu, Sep 17, 2015 at 5:53 PM Takahiro Fushimi <taka.6765 op gmail.com>
>>> wrote:
>>>
>>>> Hi everyone,
>>>>
>>>> I have been working on a linear mixed effect model by using lmer()
>>>> function, but I got an error saying that the fitted model is not
>>>> identifiable.
>>>>
>>>> The data set includes the following variables:
>>>> y = a numeric variable
>>>> factorA = a 3-level categorical variable
>>>> factorB = a 2-level categorical variable
>>>> subjectID = subject id number. 2 measurements of y for each subject
>>>>
>>>> R code and output are as follows:
>>>>   > (result <- lmer(y ~ factorA + factorB + factorA*factorB +
>>>> (1|subjectID)))
>>>> Linear mixed model fit by REML ['merModLmerTest']
>>>> Formula: y ~ factorA + factorB + factorA * factorB + (1 | subjectID)
>>>> REML criterion at convergence: 1928.966
>>>> Random effects:
>>>>    Groups    Name        Std.Dev.
>>>>    subjectID (Intercept) 4711
>>>>    Residual              7688
>>>> Number of obs: 97, groups:  subjectID, 51
>>>> Fixed Effects:
>>>>         (Intercept)           factorA1           factorA2 factorB1
>>>> factorA1:factorB1  factorA2:factorB1
>>>>               62411              -2700              -1124
>>>> -1037               1279               2482
>>>>   > summary(result)
>>>> Model is not identifiable...
>>>> summary from lme4 is returned
>>>> some computational error has occurred in lmerTest
>>>> Linear mixed model fit by REML ['lmerMod']
>>>> Formula: y ~ factorA + factorB + factorA * factorB + (1 | subjectID)
>>>>
>>>> REML criterion at convergence: 1929
>>>>
>>>> Scaled residuals:
>>>>        Min       1Q   Median       3Q      Max
>>>> -1.93423 -0.62611  0.01837  0.48887  2.73380
>>>>
>>>> Random effects:
>>>>    Groups    Name        Variance Std.Dev.
>>>>    subjectID (Intercept) 22194074 4711
>>>>    Residual              59108495 7688
>>>> Number of obs: 97, groups:  subjectID, 51
>>>>
>>>> Fixed effects:
>>>>                     Estimate Std. Error t value
>>>> (Intercept)          62411       2065  30.227
>>>> factorA1             -2700       3238  -0.834
>>>> factorA2             -1124       3008  -0.374
>>>> factorB1             -1037       2512  -0.413
>>>> factorA1:factorB1     1279       4013   0.319
>>>> factorA2:factorB1     2482       3642   0.681
>>>>
>>>> Correlation of Fixed Effects:
>>>>               (Intr) fctrA1 fctrA2 fctrB1 fA1:B1
>>>> factorA1    -0.638
>>>> factorA2    -0.687  0.438
>>>> factorB1    -0.608  0.388  0.418
>>>> fctrA1:fcB1  0.381 -0.601 -0.262 -0.626
>>>> fctrA2:fcB1  0.420 -0.268 -0.606 -0.690  0.432
>>>>   >
>>>>
>>>> Could anyone give me some idea of why this unidentifiability problem
>>>> happens and how to fix it?
>>>> Any help would be appreciated.
>>>>
>>>> Best regards,
>>>> Takahiro
>>>>
>>>> _______________________________________________
>>>> R-sig-mixed-models op r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>>>
>>>          [[alternative HTML version deleted]]
>>>
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>
>
> --
> Takahiro Fushimi
> Columbia University in the City of New York
> Master of Arts in Statistics
>



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