[R-sig-ME] next question about random effects (and where to post)
Don Cohen
don-|me4 @end|ng |rom |@|@@c@3-|nc@com
Thu Oct 29 02:20:29 CET 2020
Ben Bolker writes:
> This is one of the advantages of forums like StackOverflow or
> CrossValidated that (1) are much easier to search for old questions; (2)
> allow people to offer 'brownie points' for solutions to interesting
> questions. (I think a sufficient interval has gone by that it would be
> reasonable to cross-post it to CrossValidated ...)
I've now posted a few things to CrossValidated and seen no responses:
https://stats.stackexchange.com/questions/242821/how-will-random-effects-with-only-1-observation-affect-a-generalized-linear-mixe/493597
https://stats.stackexchange.com/questions/493601/random-effect-with-one-observation-per-group-improves-aic-drastically-explain
So that's one reason to send the next one back here.
This is related to the first link above, but it may actually
be specific to glmmTMB. In fact it didn't work in lmer, I
gather precisely because it has as many groups as obervations.
Here I have a random effect with one group per observation,
which I claimed made sense in cases like the second link above,
but not in THIS case. And yet I get no complaints, and a
separate variance for the residual and the group.
I don't understand how these can be separated.
Wouldn't any combination of the two with the same sum of
variances give the same loglik ? Or perhaps this solution
is being returned since it's as good as any other, even though
others are equally good? (But without warning?)
> md2 <- glmmTMB( Y ~ (1|Id), data = d2 )
> summary(md2)
Family: gaussian ( identity )
Formula: Y ~ (1 | Id)
Data: d2
AIC BIC logLik deviance df.resid
18.4 16.5 -6.2 12.4 1
Random effects:
Conditional model:
Groups Name Variance Std.Dev.
Id (Intercept) 0.4248 0.6518
Residual 0.8606 0.9277
Number of obs: 4, groups: Id, 4
Dispersion estimate for gaussian family (sigma^2): 0.861
Conditional model:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 10.0478 0.5669 17.73 <2e-16 ***
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