[R] identical results with PQL and Laplace options in lmer function (package lme4)

From: Emmanuel Tillard <tillard_at_cirad.fr>
Date: Thu 16 Jun 2005 - 18:31:25 EST


Dear R users

I encounter a problem when i perform a generalized linear mixed model (binary data) with the lmer function (package lme4) with R 2.1.0 on windows XP and the latest version of package "lme4" (0.96-1) and "matrix" (0.96-2) both options "PQL" and "Laplace" for the method argument in lmer function gave me the same results (random and fixed effects estimates, standard error and p.values). However, Loglikelihood and deviance are different.

here is an example reproduced with the bacteria data set available in the MASS package:

library(lme4)
library(MASS)

data(bacteria)
bacteria$week2 <- as.factor(ifelse(bacteria$week <=2, 0, 1)) model.PQL <- lmer(y ~ trt + week2 + (1 | ID), family = binomial, data = bacteria, method ="PQL") model.Laplace <- lmer(y ~ trt + week2 + (1 | ID), family = binomial, data = bacteria, method ="Laplace")

model.PQL
model.Laplace

> model.PQL

Generalized linear mixed model fit using PQL

Formula: y ~ trt + week2 + (1 | ID) 
   Data: bacteria 
 Family: binomial(logit link)
     AIC      BIC   logLik deviance

 152.443 138.8685 -80.2215 160.443
Random effects:
     Groups        Name    Variance    Std.Dev. 
         ID (Intercept)      3.2721      1.8089 
# of obs: 220, groups: ID, 50

Estimated scale (compare to 1) 0.7800484

Fixed effects:

            Estimate Std. Error z value Pr(>|z|)

(Intercept)  3.41227    0.65884  5.1792 2.228e-07 ***
trtdrug     -1.24743    0.81841 -1.5242 0.1274555    
trtdrug+    -0.75440    0.82009 -0.9199 0.3576229    
week21      -1.60737    0.45527 -3.5306 0.0004146 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 


> model.Laplace
Generalized linear mixed model fit using Laplace Formula: y ~ trt + week2 + (1 | ID) Data: bacteria Family: binomial(logit link) AIC BIC logLik deviance 304.9488 291.3743 -156.4744 312.9488 Random effects: Groups Name Variance Std.Dev. ID (Intercept) 3.2721 1.8089 # of obs: 220, groups: ID, 50 Estimated scale (compare to 1) 0.7800484 Fixed effects: Estimate Std. Error z value Pr(>|z|) (Intercept) 3.41227 0.65884 5.1792 2.228e-07 *** trtdrug -1.24743 0.81841 -1.5242 0.1274555 trtdrug+ -0.75440 0.82009 -0.9199 0.3576229 week21 -1.60737 0.45527 -3.5306 0.0004146 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 is anybody else aware of this? or did I forget something important ? Many thanks for your help. -- Emmanuel Tillard Veterinaire CIRAD-EMVT Unite de recherche 18 UMR868 Elevage des Ruminants en Regions Chaudes (ERRC) Campus ENSA-INRA 2 place Viala 34060 Montpellier cedex 1
tel: 0499612265 (fixe) 0633850598 (gsm) fax: 0467545694 e-mail: tillard@cirad.fr ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Received on Thu Jun 16 18:42:59 2005

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