[R-sig-ME] Is crossed random-effect the only choice?

Jack Solomon kj@j@o|omon @end|ng |rom gm@||@com
Mon Jul 19 16:31:59 CEST 2021


Dear Thierry,

Thank you for your interesting comment (H being nested in X). I read your
informative webpage as well which was in large part in line with this
comment: (https://stats.stackexchange.com/a/228814/140365).

I think a little context can help. Think of H as a group of studies (each
with one or more rows). And think of X as scientific formulas each of which
a study has used (for all its rows) to measure the same construct.

Given this context and the data below, do you think there is a "nesting" or
a "crossing" (full or partial) relationship between studies (H) and the
formulas (X) they used, why?

Thanks, Jack
H  X
1   2
1   2
2   1
2   1
2   1
3   2
4   1

On Mon, Jul 19, 2021 at 1:58 AM Thierry Onkelinx <thierry.onkelinx using inbo.be>
wrote:

> Dear Jack,
>
> In your example H is implicitly nested in X. See
> https://www.muscardinus.be/2017/07/lme4-random-effects/ for
> more information on nested vs crossed effects.
>
> 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 using inbo.be
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> www.inbo.be
>
>
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> than asking him to perform a post-mortem examination: he may be able to say
> what the experiment died of. ~ Sir Ronald Aylmer Fisher
> The plural of anecdote is not data. ~ Roger Brinner
> The combination of some data and an aching desire for an answer does not
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>
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>
> Op vr 16 jul. 2021 om 01:09 schreef Jack Solomon <kj.jsolomon using gmail.com>:
>
>> Dear Ben,
>>
>> Just to make sure, the structure of my data is below. With this data
>> structure, I wonder why ~ (1|H) + (1|X) would indicate that H and X are
>> crossed random-effects?
>>
>> Because theoretically every value of X is capable of meeting every value
>> of
>> H (Or because each value of X means the same thing across any given value
>> of H)?
>>
>> Does this also mean each unique cluster (separately for H & X) is
>> considered correlated with another cluster?
>>
>> Thank you, Jack
>>
>> H  X
>> 1   2
>> 1   2
>> 2   1
>> 2   1
>> 2   1
>> 3   2
>> 4   1
>>
>> On Thu, Jul 15, 2021 at 8:46 AM Ben Bolker <bbolker using gmail.com> wrote:
>>
>> >
>> >
>> > On 7/15/21 9:44 AM, Jack Solomon wrote:
>> > > Dear Ben,
>> > >
>> > > In the case of #3 in your response, if the researcher intends to
>> > > generalize beyond the 3 levels of the categorical factor/ predictor X,
>> > > then can s/he use: ~ (1|H) + (1|X)?
>> > >
>> > > If yes, then H and X will be crossed?
>> > >
>> > > Thanks,
>> > > Jack
>> >
>> >    Yes, and yes.
>> > >
>> > >
>> > > On Sat, Jul 10, 2021, 10:36 PM Jack Solomon <kj.jsolomon using gmail.com
>> > > <mailto:kj.jsolomon using gmail.com>> wrote:
>> > >
>> > >     Dear Ben,
>> > >
>> > >     Thank you for your informative response. I think # 4 is what
>> matches
>> > >     my situation.
>> > >
>> > >     Thanks again, Jack
>> > >
>> > >     On Sat, Jul 10, 2021 at 8:30 PM Ben Bolker <bbolker using gmail.com
>> > >     <mailto:bbolker using gmail.com>> wrote:
>> > >
>> > >             The "crossed vs random" terminology is only relevant in
>> > >         models with
>> > >         more than one grouping variable.  I would call (1|X) " a
>> random
>> > >         effect
>> > >         of X" or more precisely "a random-intercept model with
>> grouping
>> > >         variable X"
>> > >
>> > >             However, your question is a little unclear to me.  Is X a
>> > >         grouping
>> > >         variable or a predictor variable (numeric or categorical) that
>> > >         varies
>> > >         across groups?
>> > >
>> > >             I can think of four possibilities.
>> > >
>> > >            1. X is the grouping variable (e.g. "hospital"). Then ~
>> (1|X)
>> > >         is a
>> > >         model that describes variation in the model intercept /
>> baseline
>> > >         value,
>> > >         across hospitals.
>> > >
>> > >            2. X is a continuous covariate (e.g. annual hospital
>> > >         budget).  Then if
>> > >         H is the factor designating hospitals, we want  ~ X + (1|H)
>> > >         (plus any
>> > >         other fixed effects of interest. (It doesn't make sense /
>> isn't
>> > >         identifiable to fit a random-slopes model ~ (H | X) because
>> > budgets
>> > >         don't vary within hospitals.
>> > >
>> > >         3. X is a categorical / factor predictor (e.g. hospital size
>> > class
>> > >         {small, medium, large} with multiple hospitals measured in
>> each
>> > >         size
>> > >         class:  ~ X + (1|H) (the same as #2).
>> > >
>> > >         4. X is a categorical predictor with unique values for each
>> > >         hospital
>> > >         (e.g. postal code).  Then X is redundant with H, you shouldn't
>> > >         try to
>> > >         include them both in the same model.
>> > >
>> > >         On 7/10/21 4:55 PM, Jack Solomon wrote:
>> > >          > Hello Allo,
>> > >          >
>> > >          > In my two-level data structure, I have a cluster-level
>> > >         variable (called
>> > >          > "X"; one that doesn't vary in any cluster). If I intend to
>> > >         generalize
>> > >          > beyond X's current possible levels, then, I should take X
>> as
>> > >         a random
>> > >          > effect.
>> > >          >
>> > >          > However, because "X" doesn't vary in any cluster,
>> therefore,
>> > >         such a random
>> > >          > effect necessarily must be a crossed random effect (e.g.,
>> "~
>> > >         1 | X"),
>> > >          > correct?
>> > >          >
>> > >          > If yes, then what is "X" crossed with?
>> > >          >
>> > >          > Thank you,
>> > >          > Jack
>> > >          >
>> > >          >       [[alternative HTML version deleted]]
>> > >          >
>> > >          > _______________________________________________
>> > >          > R-sig-mixed-models using r-project.org
>> > >         <mailto:R-sig-mixed-models using r-project.org> mailing list
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>> > >         <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
>> > >          >
>> > >
>> > >         --
>> > >         Dr. Benjamin Bolker
>> > >         Professor, Mathematics & Statistics and Biology, McMaster
>> > University
>> > >         Director, School of Computational Science and Engineering
>> > >         Graduate chair, Mathematics & Statistics
>> > >
>> > >         _______________________________________________
>> > >         R-sig-mixed-models using r-project.org
>> > >         <mailto:R-sig-mixed-models using r-project.org> mailing list
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>> > >         <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
>> > >
>> >
>> > --
>> > Dr. Benjamin Bolker
>> > Professor, Mathematics & Statistics and Biology, McMaster University
>> > Director, School of Computational Science and Engineering
>> > Graduate chair, Mathematics & Statistics
>> >
>>
>>         [[alternative HTML version deleted]]
>>
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