[R-sig-ME] same model runs in nlme but not lme4

Ben Bolker bbo|ker @end|ng |rom gm@||@com
Sat May 23 00:41:28 CEST 2020


    Profile plots expressed in terms of the signed square root are 
straight lines if the log-likelihood surface is quadratic (in which case 
the Wald confidence intervals will be reliable). (I know that's very 
terse but I'm composing in haste.)

   vignette("lmer", package="lme4") has a little bit.  More generally 
you can read in any advanced stats book about likelihood profiles and 
what they are/mean (section 4 of 
https://ms.mcmaster.ca/~bolker/emdbook/chap6A.pdf gives one such 
introduction).

On 5/22/20 6:35 PM, Simon Harmel wrote:
> Many thanks, Ben. Just curious, what information do the plots at the 
> end of your exactly convey?
>
> I also appreciate it if there if you could point me to a 
> documentation in lme4 where I can learn more about `profile()` and its 
> output.
>
> Many thanks, Simon
>
> On Fri, May 22, 2020 at 5:25 PM Ben Bolker <bbolker using gmail.com 
> <mailto:bbolker using gmail.com>> wrote:
>
>     Because lme4 is fussier than lme.  lme will fit models where the
>     variance components are jointly unidentifiable; lmer tries to detect
>     these problems and complains about them.  It's possible that this
>     is a
>     false positive.  You can make it run by specifying
>
>     m1 <- lmer(y~ group*year + (year|stid), data = dat,
>     control=lmerControl(check.nobs.vs.nRE="ignore"))
>
>        but I strongly recommend that you think about whether this
>     might be
>     exposing problems.
>
>       calculating the profile suggests a little bit of weirdness.
>
>     pp <- profile(m1,signames=FALSE)
>
>     dd <- as.data.frame(pp)
>
>     library(ggplot2)
>     ggplot(dd,aes(.focal,.zeta)) + geom_point() + geom_line() +
>     facet_wrap(~.par,scale="free_x")
>
>     You can compare confint(pp) to intervals(m2); they're mostly
>     consistent,
>     but some caution is suggested for the CIs on the correlation and
>     the year SD
>
>
>     On 5/22/20 5:57 PM, Simon Harmel wrote:
>     > Hi All,
>     >
>     > I was wondering why my model runs ok when I use `nlme` package
>     but it fails
>     > when I use the `lme4` package, am I missing something?
>     >
>     > Thanks, Simon
>     >
>     > #===================================
>     > library(lme4)
>     > library(nlme)
>     >
>     > dat <-
>     read.csv('https://raw.githubusercontent.com/hkil/m/master/z.csv')
>     >
>     > m1 <- lmer(y~ group*year + (year|stid), data = dat)    ## Fails ###
>     >
>     > m2 <- lme(y~ group*year, random = ~year|stid, data = dat) ##
>     Runs ###
>     >
>     >       [[alternative HTML version deleted]]
>     >
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