[R-sig-ME] lmer confint() bootstrap doesn't match fitted values when weighted

[Ben Bolker]

  I'm guessing this is a bug.  Weights have to be specially handled and
we probably missed a step here.  Posted as
https://github.com/lme4/lme4/issues/386 ...

  thanks
    Ben Bolker

On 16-06-29 09:13 PM, Rodrigo Travitzki wrote:
> Dear masters,
> I found a strange behaviour in confint() bootstrap methods, maybe
> something with my data, I don't know.
> 
> My data is weighted and is something related to it, as you can see in
> code below.
> 
> Best,
> Rodrigo
> 
> 
> ## run
> ## strange behaviour of confint()
> #
> # R version: 3.3.1
> # lme4 version: 1.1-12
> 
> require(lme4)
> 
> dd=read.csv2(file("http://topicostropicais.net/bau/data.csv"))
> 
> m1<-lmer(NOTA~(1|ID_ESCOLA)+(1|ID_TURMA),data=dd,weights=PESO)
> 
> ## pre conditions seems to be OK
> plot(m1)
> qqnorm(scale(resid(m1)),ylab="Residual quantiles",col="orange")
> qqline(scale(resid(m1)),col="blue")
> 
> ## reproducing error
> VarCorr(m1) # Residual = 46.5197
> # with "boot", sigma intervals doesn't match the estimated value 46.5197
> confint(m1,method="boot",boot.type="norm")
> confint(m1,method="boot",boot.type="basic")
> confint(m1,method="boot",boot.type="perc")
> 
> ## cause seems to be 'weigths'
> m2<-lmer(NOTA~(1|ID_ESCOLA)+(1|ID_TURMA),data=dd)
> VarCorr(m2)
> confint(m2,method="boot")
> confint(m2,method="profile")
> 
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