[R-sig-ME] Cannot grok the newdata argument in simulate.merMod(), package lme4

Rolf Turner r@turner @end|ng |rom @uck|@nd@@c@nz
Fri Aug 5 08:10:19 CEST 2022

I wish to assess, via simulation, the impact of certain aspects
of the experimental design on the precision of the estimates of
a rather intricate parameter, the details of which I won't go into.

To this end I need to fit a model (generalised linear mixed model,
binomial family) to a data set, and then simulate other data sets,
reflecting a number of different experimental designs, from the given
fit.  I thought that the "newdata" argument of the simulate.merMod()
method would provide me with the means to accomplish my goal, but I
cannot get it to work.  I cannot properly comprehend the documentation
of the "newdata" argument in the help file.

To start with, to make sure (???) that I understood what was going on
I just simulated a data set from a model fitted to the cbpp data,
using a "roll-your-own" procedure, and then re-did the simulation
using simulate.merMod().  I set seeds appropriately so that I would get
the same results, given that my roll-your-own procedure was correct.
After many false starts and excursions down blind alleys, I got the two
procedures to agree.  The details of what I did are to be found in the
attached sourceable script "demo.txt".

I then attempted to effect simulations using a different data set "X"
(just including predictors, no responses) constructed according to
a different experimental design.

I tried two different approaches.  The first approach:

s.mer1 <- simulate(fit,newdata=X,allow.new.levels=TRUE)

This produced an ominous warning:
> In wts - Y :
>   longer object length is not a multiple of shorter object length

The second approach:

newpar <- list(theta=getME(fit,"theta"),beta=getME(fit,"beta"))
s.mer2 <- simulate(~0+period +(1|herd),newdata=X,newparams=newpar)

This produced warnings:

> beta parameter vector not named: assuming same order as internal
> vector
> Warning message:
> In setParams(object, newparams) :
>   some parameters not specified in setParams()

The first bit ("beta parameter vector not named ...") also happens if I
try to reproduce exactly an example given in the help, so perhaps I
should not be too worried by it.  The second bit is ominous (and to
me mysterious).

The result of the first approach is incomprehensible to me, and bears
no relationship that I can discern to the results of a roll-your-own
approach that I also tried.  The result of the second approach is all
NAs, so something is clearly wrong.

The details of what I did are given in the attached file

I would be ever-so-humbly grateful if someone could explain to me what
I am doing wrong in my attempts to use the "newdata" argument of


Rolf Turner

Honorary Research Fellow
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276

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