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

[Thierry Onkelinx]

Dear Joshua,

I wrote a blog post on a similar issue a few months ago. You can read
it here: https://www.muscardinus.be/2018/02/highly-correlated-random-effects/

In case you have one observation per time point per individual, then
the random effects structure and correlation structure is probably too
complex for the data.

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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2018-04-01 14:55 GMT+02:00 Joshua Rosenberg <jrosen at msu.edu>:
> Hi R-sig-mixed-models, I am using the nlme package (and lme() function) to
> estimate a longitudinal model for ~ 270 individuals over five time points.
> Descriptively, the data seems to take a quadratic form, so I fit a model
> like the following:
>
> 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):
>
> Random effects:
>  Formula: ~time + I(time^2) | individual_ID
>  Structure: General positive-definite, Log-Cholesky parametrization
>             StdDev    Corr
> (Intercept) 34.836512 (Intr) time
> time        39.803783 -0.959
> I(time^2)    8.342256  0.969 -0.995
> Residual    28.920368
>
> Is this a concern in terms of interpreting the model? Is this a concern
> technically in terms of how the model is specified?
>
> Thank you for pointing me in the right direction. Happy to answer any
> follow-up questions or to share additional details and information.
>
>
> Josh
>
> --
> Joshua Rosenberg, Ph.D. Candidate
> Educational Psychology & Educational Technology
> Michigan State University
> http://jmichaelrosenberg.com
>
>         [[alternative HTML version deleted]]
>
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