Dear STeve,

many thanks for your reply. I think I found the source of the problem: I
specified x1 and x2 as factors. When I make them numeric, I get the
anticipated results.

Thomas


2014-06-04 14:09 GMT+02:00 Steve Walker <steve.walker@utoronto.ca>:

> Odd.  I get no problems on the current version of lme4 on CRAN.  Can you
> reproduce your problem with the example below?  If so, is it possible to
> update?
>
> Steve
>
>
> library(lme4)
> set.seed(1)
> m <- 50
> n <- m^2
> form <- y~ x1 + x2+(1|studyid) + ( x1 -1|studyid)+( x2 -1|studyid)
>
> dat <- data.frame(studyid = gl(m, m),
>                   x1 = rbinom(n, 1, 0.5), x2 = rbinom(n, 1, 0.5),
>                   y = rep(0:1, length = n))
>
> pars <- list(beta = setNames(1:3, c("(Intercept)", "x1", "x2")),
>              theta = setNames(rep(1, 3), c("studyid.(Intercept)",
> "studyid.x1", "studyid.x2")))
>
> dat$y <- unlist(simulate(form, newdata = dat, newparams = pars, family =
> binomial))
>
> glmer(form, dat, binomial)
>
> Generalized linear mixed model fit by maximum likelihood (Laplace
>   Approximation) [glmerMod]
>  Family: binomial ( logit )
> Formula: y ~ x1 + x2 + (1 | studyid) + (x1 - 1 | studyid) + (x2 - 1 |
>     studyid)
>    Data: dat
>       AIC       BIC    logLik  deviance  df.resid
> 1499.5705 1534.5148 -743.7852 1487.5705      2494
>
> Random effects:
>  Groups    Name        Std.Dev.
>  studyid   (Intercept) 0.8685
>  studyid.1 x1          0.7900
>  studyid.2 x2          0.6559
> Number of obs: 2500, groups: studyid, 50
> Fixed Effects:
> (Intercept)           x1           x2
>      0.6693       1.8733       2.8996
>
> sessionInfo()
>
> R Under development (unstable) (2014-03-08 r65144)
> Platform: x86_64-apple-darwin10.8.0 (64-bit)
>
> locale:
> [1] en_CA.UTF-8/en_CA.UTF-8/en_CA.UTF-8/C/en_CA.UTF-8/en_CA.UTF-8
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> other attached packages:
> [1] lme4_1.1-6   Rcpp_0.11.1  Matrix_1.1-3 mysys_1.0
>
> loaded via a namespace (and not attached):
> [1] compiler_3.1.0      grid_3.1.0          lattice_0.20-27
> [4] MASS_7.3-29         minqa_1.2.2         nlme_3.1-113
> [7] RcppEigen_0.3.2.1.2 splines_3.1.0       tools_3.1.0
>
>
>
> On 2014-06-04, 7:34 AM, Thomas Debray wrote:
>
>> Dear userlist,
>>
>> I recently updated the lme4 package to version 1.0-6 and have the
>> impression formulas are not interpreted exactly the same way as before.
>>
>> I am trying to fit a mixed effect model with independent random effects
>> for
>> the covariates, that is:
>>
>> logit(y_ij) = b_0i + b_1i x1_ij + b_2i x2_ij
>> where
>> b_0i ~ N(beta0, tau0)
>> b_1i ~ N(beta1, tau1)
>> b_2i ~N(beta2, tau2)
>>
>> i indicates the subject, j indicates an index of different study IDs.
>>
>> In want to specify random slopes for b1 and b2, and a random intercept for
>> b0. The variables x0 and x1 are binary, and take values 0 or 1. I have
>> constructed the following formula:
>>
>> "y~ x1 + x2+(1|studyid) + ( x1 -1|studyid)+( x2 -1|studyid)"
>>
>>
>> In one of the earlier versions of lme4, I would have gotten something
>> like this:
>>
>>
>> Random effects:
>>   Groups    Name        Std.Dev.
>>   studyid   (Intercept) 2.217e-04
>>   studyid.1 x1        2.518e-05
>>   studyid.2 x2     8.891e-05
>>
>>
>> where tau0, tau1 and tau2 are indicated by the Std.Dev. Now, in the latest
>> version of lme4 I get:
>>
>>
>> Random effects:
>>   Groups    Name        Std.Dev.  Corr
>>   studyid   (Intercept) 2.217e-04
>>   studyid.1 x10        2.518e-05
>>             x11        4.480e-04 0.08
>>   studyid.2 x20     8.891e-05
>>
>>             x21     1.108e-04 0.79
>>
>>
>>
>> Can someone tell me whether I am doing something wrong, or how I
>> should adjust my formula to estimate the specified model?
>>
>>
>> Thanks in advance!
>>
>>
>> Thomas
>>
>>         [[alternative HTML version deleted]]
>>
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>>
>>
>>
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