From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>

Date: Wed 16 Aug 2006 - 22:45:40 EST

Date: Wed 16 Aug 2006 - 22:45:40 EST

"Simon Pickett" <S.Pickett@exeter.ac.uk> writes:

What is the order of magnitude of newwt? If it is large and with a small variance, then the -1 correlation might be an artifact of extrapolating the individual lines to zero. Try centering newwt by subtracting its mean.

> > summary(m2)

*> Linear mixed-effects model fit by REML
**> Formula: change.wt ~ newwt + (newwt | id)
**> Data: grow
**> AIC BIC logLik MLdeviance REMLdeviance
**> -6203.178 -6164.462 3107.589 -6239.374 -6215.178
**> Random effects:
**> Groups Name Variance Std.Dev. Corr
**> id (Intercept) 1.0868e-02 0.1042482
**> newwt 4.7069e-05 0.0068606 -1.000
**> Residual 1.4236e-02 0.1193136
**> # of obs: 4688, groups: id, 485
**>
**> Fixed effects:
**> Estimate Std. Error DF t value Pr(>|t|)
**> (Intercept) 5.5692e-01 6.4189e-03 4686 86.761 < 2.2e-16 ***
**> newwt -3.2382e-02 4.5962e-04 4686 -70.455 < 2.2e-16 ***
**> ---
**> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
**>
**> Correlation of Fixed Effects:
**> (Intr)
**> newwt -0.954
**>
**> > Can you provide the summary(m2) results?
**> >
**> >> -----Original Message-----
**> >> From: Simon Pickett [mailto:S.Pickett@exeter.ac.uk]
**> >> Sent: Wednesday, August 16, 2006 7:14 AM
**> >> To: Doran, Harold
**> >> Cc: r-help@stat.math.ethz.ch
**> >> Subject: [SPAM] - RE: [R] REML with random slopes and random
**> >> intercepts giving strange results - Bayesian Filter detected spam
**> >>
**> >> Hi again,
**> >> Even stranger is the fact that the coefficeints (the slope)
**> >> and the intercepts are not independent, in fact they are
**> >> directly inversely proportional (r squared = 1).
**> >> This means that that there isnt a random slope and intercept
**> >> for each individual (which is what I wanted), but straight
**> >> line that pivots in the middle and will change from
**> >> individual to individual. Is there a problem with the way I
**> >> have structured the random model or a deeper problem with lmer()?
**> >> here is the code I used
**> >> m2 <- lmer(changewt ~ newwt+(newwt|id), data = grow)
**> >> coef(m2)
**> >> Any suggestions very much appreciated,
**> >> Simon
**> >>
**> >>
**> >> > I don't this is because you are using REML. The BLUPs from a mixed
**> >> > model experience some shrinkage whereas the OLS estimates would not.
**> >> >
**> >> >> -----Original Message-----
**> >> >> From: r-help-bounces@stat.math.ethz.ch
**> >> >> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of
**> >> Simon Pickett
**> >> >> Sent: Tuesday, August 15, 2006 11:34 AM
**> >> >> To: r-help@stat.math.ethz.ch
**> >> >> Subject: [R] REML with random slopes and random intercepts giving
**> >> >> strange results
**> >> >>
**> >> >> Hi everyone,
**> >> >> I have been using REML to derive intercepts and
**> >> coeficients for each
**> >> >> individual in a growth study. So the code is
**> >> >> m2 <- lmer(change.wt ~ newwt+(newwt|id), data = grow)
**> >> >>
**> >> >> Calling coef(model.lmer) gives a matrix with this
**> >> information which
**> >> >> is what I want. However, as a test I looked at each
**> >> individual on its
**> >> >> own and used a simple linear regression to obtain the same
**> >> >> information, then I compared the results. It looks like the REML
**> >> >> method doesnt seem to approximate the two parameters as
**> >> well as using
**> >> >> the simple linear regression on each individual
**> >> separately, as judged
**> >> >> by looking at graphs.
**> >> >> Indeed, why do the results differ at all?
**> >> >> Excuse my naivety if this is a silly question.
**> >> >> Thanks to everyone for replying to my previous questions,
**> >> very much
**> >> >> appreciated.
**> >> >> Simon Pickett
**> >> >> PhD student
**> >> >> Centre For Ecology and Conservation
**> >> >> Tremough Campus
**> >> >> University of Exeter in Cornwall
**> >> >> TR109EZ
**> >> >> Tel 01326371852
**> >> >>
**> >> >> ______________________________________________
**> >> >> 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
**> >> >> and provide commented, minimal, self-contained, reproducible code.
**> >> >>
**> >> >
**> >>
**> >>
**> >> Simon Pickett
**> >> PhD student
**> >> Centre For Ecology and Conservation
**> >> Tremough Campus
**> >> University of Exeter in Cornwall
**> >> TR109EZ
**> >> Tel 01326371852
**> >>
**> >>
**> >
**>
**>
**> Simon Pickett
**> PhD student
**> Centre For Ecology and Conservation
**> Tremough Campus
**> University of Exeter in Cornwall
**> TR109EZ
**> Tel 01326371852
**>
**> ______________________________________________
**> 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
**> and provide commented, minimal, self-contained, reproducible code.
**>
*

-- O__ ---- Peter Dalgaard ุster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk) FAX: (+45) 35327907 ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.Received on Wed Aug 16 22:52:05 2006

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Thu 17 Aug 2006 - 00:21:12 EST.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*