[R-sig-ME] High correlation among random effects for longitudinal model

[Stuart Luppescu]

On Sun, 2018-04-01 at 12:55 +0000, Joshua Rosenberg wrote:
> lme(outcome ~ time + I(time^2),
>     random = ~ time + I(time^2),
>     correlation = corAR1(form = ~ time | individual_ID),
>     data = d_grouped)
> 
> I have a question / concerns about the random effects, as they are
> highly
> correlated (intercept and linear term = -.95; intercept and quadratic
> term
> = .96; linear term and quadratic term = -.995):

I think this is an ordinary occurrence for the intercept and time trend
to be negatively correlated. The way to avoid this is to center the
time variable at a point in the middle of the series, so, instead of
setting the values of time to {0, 1, 2, 3, 4} use {-2, -1, 0, 1, 2}.

-- 
Stuart Luppescu
Chief Psychometrician (ret.)
UChicago Consortium on School Research
http://consortium.uchicago.edu