[R-sig-ME] Large variance and SD for random effects

Thierry Onkelinx thierry.onkelinx at inbo.be
Mon Mar 5 21:57:49 CET 2018


Dear Paul,

Your random effect structure looks quite complicated. Maybe too complex for
the data. Your model is very likely suffering from (quasi) complete
separation.

Besides the large variances, you should also be alarmed by the near perfect
correlations among some random effects.

Best regards,



ir. Thierry Onkelinx
Statisticus / Statistician

Vlaamse Overheid / Government of Flanders
INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND
FOREST
Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance
thierry.onkelinx at inbo.be
Havenlaan 88 bus 73, 1000 Brussel
www.inbo.be

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2018-03-05 20:24 GMT+01:00 cumuluss <cumuluss at gmx.de>:

> Hello,
> the result of my GLMM with binomial error structure revealed for one of
> the random intercepts and slopes variances and Sd's larger then 1
>
> > Generalized linear mixed model fit by maximum likelihood (Laplace
> Approximation) ['glmerMod']
> >  Family: binomial  ( logit )
> > Formula: obs.yn ~ z.lengthxyz + z.obsX + Spe_tr_subspecie + (1 | commu) +
> >     (1 + z.lengthxyz + z.obsX | Siteun) + (1 + z.lengthxyz +
> >     z.obsX + Spe_tr_subspecie_a.c + Spe_tr_subspecie_b.c +
> >     Spe_tr_subspecie_c.c | behavior)
>
> > Random effects:
> >  Groups   Name                  Variance Std.Dev. Corr
> >  commu    (Intercept)           0.614004 0.78358
> >  Siteun   (Intercept)           0.521198 0.72194
> >           z.lengthxyz           0.001016 0.03188   1.00
> >           z.obsX                0.306931 0.55401  -0.17 -0.19
> >  behavior (Intercept)           2.966139 1.72225
> >           z.lengthxyz           0.030171 0.17370   0.77
> >           z.obsX                0.412169 0.64200   0.20 -0.36
> >           Spe_tr_subspecie_a.c  1.853903 1.36158   0.58  0.62  0.11
> >           Spe_tr_subspecie_b.c  3.973439 1.99335   0.51  0.23  0.25  0.65
> >           Spe_tr_subspecie_c.c  7.401343 2.72054   0.39  0.30  0.47
> 0.79  0.60
> > Number of obs: 4413, groups:  commu, 144; Siteun, 108; behavior, 31
>
> Now I wonder, whether that is a reason to worry, that the result could
> be not valid?
> Thanks in advance for any comments!
> Paul
>
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