Re: [R] lmm WITHOUT random factor (lme4)

From: ONKELINX, Thierry <Thierry.ONKELINX_at_inbo.be>
Date: Fri, 18 Mar 2011 08:55:30 +0000

Dear Mark,

I'm cc'ing this to the mixed models list to get some input from other experts. For them a link to the entire thread: http://r.789695.n4.nabble.com/lmm-WITHOUT-random-factor-lme4-tp3384054p3384823.html

My comment was based on what I have read in Zuur et al. (2009).

What worries me is that the loglikelihood of a lm() model and the equivalent gls() model is different. Although both models should be mathematically identical. Assuming that the loglikelihood is calculated on the same way within a package, I therefore have more confidence in comparing two models from the same package, thus gls() versus lme(). Furthermore, I get an error when doing an anova between a lm() and a lme() model.

Best regards,

Thierry

> library(nlme)
> data("sleepstudy", package = "lme4")
> fm <- lm(Reaction ~ Days, sleepstudy)
> fm0 <- gls(Reaction ~ Days, sleepstudy)
> logLik(fm)
'log Lik.' -950.1465 (df=3)
> logLik(fm0)

'log Lik.' -946.8318 (df=3)
>
> fm1 <- lme(Reaction ~ Days, random= ~1|Subject, sleepstudy)
> anova(fm, fm1)

Error in anova.lmlist(object, ...) :
  models were not all fitted to the same size of dataset
> anova(fm0, fm1)

    Model df      AIC      BIC    logLik   Test  L.Ratio p-value
fm0     1  3 1899.664 1909.209 -946.8318                        
fm1     2  4 1794.465 1807.192 -893.2325 1 vs 2 107.1986  <.0001

>
> sessionInfo()

R version 2.12.2 (2011-02-25)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:

[1] LC_COLLATE=Dutch_Belgium.1252  LC_CTYPE=Dutch_Belgium.1252   
[3] LC_MONETARY=Dutch_Belgium.1252 LC_NUMERIC=C                  
[5] LC_TIME=Dutch_Belgium.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] nlme_3.1-98

loaded via a namespace (and not attached): [1] grid_2.12.2 lattice_0.19-19 tools_2.12.2



ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
Thierry.Onkelinx_at_inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more 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 ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey   



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