[R-sig-ME] separate variance-covariance matrix for each level of grouping variable

Thomas MERKLING thom@@merk||ng00 @end|ng |rom gm@||@com
Fri Aug 23 13:44:51 CEST 2019


Thanks Ben for your reply,

I used:

glmmTMB(count ~ Trt + (0 + dummy(Trt, "0") + dummy(Trt, "0"):zAge |
patient) + (0 + dummy(Trt, "1") + dummy(Trt, "1"):zAge | patient), data =
epilepsy)

which gave me similar SDs for the random intercepts and slopes as the brms
output but the correlations were 1 and -1 (see below) which is quite
different from the brms output (0.56 and -0.84).
Given that the correlations were exactly 1 and -1, I'm wondering if it is
the exact same fit as brms (count ~ Trt + (zAge|gr(patient, by = Trt)),
data = epilepsy), or if something differs in how the covariances are
estimated ?

Thomas

Conditional model:
 Groups    Name                     Variance   Std.Dev.   Corr
 patient   dummy(Trt, "0")         57.57        7.588
           dummy(Trt, "0"):zAge    11.60        3.405   1.00
 patient.1 dummy(Trt, "1")        103.60     10.178
           dummy(Trt, "1"):zAge    38.37        6.194   -1.00
 Residual                                   32.21    5.676


>
> count ~ Trt + (0 + dummy(Trt, "Trt0"):zAge | patient) +
>               (0 + dummy(Trt, "Trt1"):zAge | patient)
>
> might work in either glmmTMB or lme4.  The dummy() function (which is in
> the lme4 package, you may need to load it even if you're using glmmTMB)
> is 'sugar' for creating a numeric dummy variable.  An interaction with a
> numeric variable corresponds to multiplying the interacting term by the
> variable, so (for example) the first term is zero except for
> observations in Trt0.
>
>   This hack gets awkward if you have lots of groups (although you can
> always construct the formula programmatically).
>
>    In lme4 you may have to use lmerControl() to override some of the
> checks that there aren't too many random-effects levels.
>
>   Ben Bolker
>
>

	[[alternative HTML version deleted]]



More information about the R-sig-mixed-models mailing list