[R-sig-ME] Random-effects variance-covariance matrix in lmer?

Mollie Brooks mo|||eebrook@ @end|ng |rom gm@||@com
Wed Oct 2 16:39:43 CEST 2019


There are additional random effect variance-covariance structures available in glmmTMB, including compound symmetry. 
They’re documented here
https://cran.r-project.org/web/packages/glmmTMB/vignettes/covstruct.html <https://cran.r-project.org/web/packages/glmmTMB/vignettes/covstruct.html>

cheers,
Mollie


> On 2Oct 2019, at 16:29, Phillip Alday <phillip.alday using mpi.nl> wrote:
> 
> This is a frequent question for lme4 and MixedModels.jl and the answer
> is....
> 
> it's not going to be supported in any mainstream release of either
> package in the foreseeable future.
> 
> You can however still get some of these structures by clever
> specification of the random effects.
> 
> For example:
> 
> data(Machines,package="nlme")
> library("lme4")
> 
> m <- lmer(score ~ 1 + Machine + (0+Machine|Worker), Machines)
> 
> # with compound symmetry
> m_cs <- lmer(score ~ 1 + Machine + (1|Worker) + (1|Worker:Machine),
> Machines)
> 
> # pdDiag -- for continuous variables, you could just use the || syntax
> 
> m_diag <- lmer(score ~ 1 + Machine + (0+dummy(Machine,"A")|Worker) +
> (0+dummy(Machine,"B")|Worker) + (0+dummy(Machine,"C")|Worker), Machines)
> 
> I'll leave pdIdent as an exercise for the OP. ;)
> 
> Best,
> Phillip
> 
> On 02/10/2019 15:50, matthias.suter using agroscope.admin.ch wrote:
>> Hi all
>> 
>> I'm looking for a way to specify a more complex variance-covariance matrix for the random effects in lmer(). For example, in lme() (nlme package), there are the pdMat classes to specify e.g. a compound symmetry (pdCompSym) or a multiple of an identity (pdIdent) structure for the variance-covariance matrix of random effects. Is there a possibility to code an equivalent for lmer()? I'm specifically interested in "compound symmetry" and "multiple of an identity".
>> 
>> I assume that Douglas Bates or Ben Bolker have a distinct answer on that.
>> 
>> Thanks in advance,
>> Matthias
>> 
>> 
>> ---------------------------------------------------------
>> Matthias Suter, Dr.sc.nat.
>> Forage Production and Grassland Systems
>> 
>> Agroscope
>> Reckenholzstrasse 191, CH-8046 Z�rich
>> 
>> Phone +41 58 468 75 90
>> Fax      +41 58 468 72 01
>> matthias.suter using agroscope.admin.ch
>> www.agroscope.ch
>> ---------------------------------------------------------
>> 
>> 
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