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

[Ben Bolker]

On Sun, Apr 1, 2018 at 12:20 PM, Stuart Luppescu <lupp at uchicago.edu> wrote:
> 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}.
>

  Agreed.  This is closely related, but not identical to, the
phenomenon where the
*fixed effects* are highly correlated.

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