[R-sig-ME] Why || doesn't zero out the correlations in lmer

Simon Harmel @|m@h@rme| @end|ng |rom gm@||@com
Sat Oct 9 05:48:53 CEST 2021


Thank you all for the informative comments.

Simon

On Fri, Oct 8, 2021 at 10:46 PM Phillip Alday <me using phillipalday.com> wrote:
>
>
> On 10/8/21 17:07, Simon Harmel wrote:
> > Thank you, this is extremely helpful to know. You mentioned it's well
> > documented, any possible links to share?
>
> The lme4 documentation, e.g.
>
> https://www.rdocumentation.org/packages/lme4/versions/1.1-27.1/topics/lmer
>
> > (Because of the way it is implemented, the ||||-syntax /works only for
> > design matrices containing numeric (continuous) predictors/; to fit
> > models with independent categorical effects, see |dummy
> > <https://www.rdocumentation.org/link/dummy?package=lme4&version=1.1-27.1>|
> > or the |lmer_alt| function from the afex package.)
>
> > Also, does nlme::lme() behave in the same manner in this regard?
>
> I am unaware of nlme supporting the double-bar syntax at all, but
> specifing the correlation structure to be diagonal (pdDiagonal? it's
> been a while) will force all correlations to zero.
>
>
> >
> > On Fri, Oct 8, 2021 at 4:46 PM Phillip Alday <me using phillipalday.com> wrote:
> >> This is a well-documented issue: || doesn't zero correlations between a
> >> categorical variable's levels. As far as I know, there are
> >> software-development/technical reasons for this, not statistical ones.
> >>
> >> The afex package has an implementation that zeroes everything out.
> >>
> >> On 8/10/21 4:32 pm, Simon Harmel wrote:
> >>> Dear Colleagues,
> >>>
> >>> I have a 'factor' predictor called 'type' (with 4 levels). In the
> >>> random part, I have used `||` so the levels of 'type' can't correlate
> >>> with each other.
> >>>
> >>> But I wonder why still correlations are reported in the output?
> >>> Thanks, Simon
> >>>
> >>> lmer(y~type + (type || ID), data = data)
> >>>
> >>> Random effects:
> >>>  Groups   Name  Std.Dev. Corr
> >>>  ID     type0 0.4276
> >>>           type1 0.7012   0.81
> >>>           type2 0.7115   0.72 0.97
> >>>           type3 0.7655   0.83 1.00 0.98
> >>>
> >>> _______________________________________________
> >>> R-sig-mixed-models using r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> >>>



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