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

From: Douglas Bates <dmbates_at_gmail.com>
Date: Fri 17 Jun 2005 - 00:21:27 EST

It's a dumb mistake in the code. I missed a factor of 2 when converting from deviance to log-likelihood in one place. I'll upload a new version of the Matrix package. (It happens that all of the code for lmer is in the Matrix package now so there is no need to update the lme4 package.)

On 6/16/05, ronggui <0034058@fudan.edu.cn> wrote:
> i am aware of this but i don't know why.
>
> On Thu, 16 Jun 2005 10:31:25 +0200
> Emmanuel Tillard <tillard@cirad.fr> wrote:
>
> > 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
> >
> > ______________________________________________
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>
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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 Fri Jun 17 01:14:00 2005

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