Re: [R] Odd diagnostic plots in mixed-effects models

From: Andrew Robinson <andrewr_at_uidaho.edu>
Date: Wed 20 Apr 2005 - 05:52:59 EST


John,

thanks for your response. The fixed effect is estimated at the innermost level.

Andrew

--
Andrew Robinson                      Ph: 208 885 7115
Department of Forest Resources       Fa: 208 885 6226
University of Idaho                  E : andrewr@uidaho.edu
PO Box 441133                        W : http://www.uidaho.edu/~andrewr
Moscow ID 83843                      Or: http://www.biometrics.uidaho.edu
No statement above necessarily represents my employer's opinion.



----- Original Message -----
From: John Maindonald <john.maindonald@anu.edu.au>
Date: Tuesday, April 19, 2005 4:32 am
Subject: [R] Odd diagnostic plots in mixed-effects models


> Is the fixed effect estimated at the innermost level? If not,
> plots of residuals at that level are surely of limited interest.
> qqplots, to be relevant, surely need to assess normality of
> effects (rather than residuals) at the level that matters for
> the intended inferences.
>
> If the fixed effect is estimated at the level of the random
> effect, then of course there are just 12 effects that should
> appear in any qq or suchlike plot.
>
> John Maindonald email: john.maindonald@anu.edu.au
> phone : +61 2 (6125)3473 fax : +61 2(6125)5549
> Centre for Bioinformation Science, Room 1194,
> John Dedman Mathematical Sciences Building (Building 27)
> Australian National University, Canberra ACT 0200.
>
> On 19 Apr 2005, at 8:03 PM, r-help-request@stat.math.ethz.ch wrote:
>
> > From: Andrew Robinson <andrewr@uidaho.edu>
> > Date: 19 April 2005 12:41:24 PM
> > To: r-help@stat.math.ethz.ch
> > Subject: [R] Odd diagnostic plots in mixed-effects models
> >
> > Dear R community,
> >
> > In the excellent nlme package the default diagnostic plot graphs
> the
> > innermost residuals against innermost fitted values. I recently
> fit a
> > mixed-effects model in which there was a very clear positive
> linear
> > trend in this plot.
> >
> > I inferred that this trend occurred because my fixed effect was
> a
> > two-level factor, and my random effect was a 12-level factor.
> The
> > negative residuals were associated with negative random effects
> > (because of shrinkage, I assume), and the positive with
> positive. The
> > fixed effects explained little varaition. Therefore plotting the
> > innermost residuals against the innermost fitted values had the
> > negative residuals to the left and the positive residuals to the
> > right, occasioning a trend.
> >
> > My questions are: is it (as I suspect) harmless, or does it
> suggest
> > that the model is lacking? And, is this effect likely to
> compromise
> > the interpretation of any of the other standard diagnostic plots
> (eg
> > qqnorm)?
> >
> > Thanks much for any thoughts,
> >
> > Andrew
> > --
> > Andrew Robinson Ph: 208 885 7115
> > Department of Forest Resources Fa: 208 885 6226
> > University of Idaho E : andrewr@uidaho.edu
> > PO Box 441133 W :
> http://www.uidaho.edu/~andrewr> Moscow ID 83843
> Or:
> > http://www.biometrics.uidaho.edu
>
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Received on Wed Apr 20 05:57:27 2005

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