lme syntax for P&B examples
On Thu, 9 Feb 2006, Paul Cossens wrote:
Hi Harold, Thanks for your reply. I had already looked at all the reading material you suggested but updated to the latest Matrix as recommneded then spent all day trying to figure out what is happening. I worked through the problems and give my workings below that others may find useful. (My notation is to use lme> to show lme commands and lmer> to show lmer commands. I worked on two sessions in parallel. My comments are preceded by double hashes '##' and questions '##??'. I haven't included the datasets.) I have a couple of comments and outstanding issues: 1. In the Pixel data set and formulas I think the formulas are printed incorrectly in the book as some use 'I(day^2)' while others use just 'day^2'. I have used 'I(day^2)'. I'm not sure why the I() function is used. In the fm4Pixel example below the answers don't match up exactly but are close.
That is an R/S difference (documented in the FAQ). In R day^2 is the same as day in a formula. The book is about S, not R (as its title tells you).
The lme example is fm1Pixel<-lme(pixel~day+I(day^2),data=Pixel,random = list(Dog=~day ,Side=~1)) fm5Pixel <- update(fm1Pixel,pixel ~ day + I(day^2) + Side) which I have converted to lmer: fm4Pixel <- lmer(pixel ~ day + I(day^2) +Side +(day|Dog), data = Pixel) The t-values for Side are close (sse below) but different enough to wonder if I am still doing something wrong? 2. To me the specification description in the R-News article is confusing as it seems to suggest that nesting does not need to be completely specified if the groupings and nestings are clear in data set. Prof Bates article in R news vol 5/1 P 30 states "It happens in this case that the grouping factors 'id' and 'sch' are not nested but if they were nested there would be no change in the model specification" If the lme formula is fm1Oxide<-lme(Thickness~1,Oxide) I have found the formula lmer parlance should be: 'fm1Oxide<-lmer(Thickness~ (1|Lot)+(1|Lot:Wafer),data=Oxide)' not 'fm1Oxide<-lmer(Thickness~ (1|Lot)+(1|Wafer),data=Oxide)' as the article reads to me. In other words you always need to explicitly specify nesting levels.
You cannot deduce `always' from one example. It depends if (in your case) the Wafers are numbered uniquely or the same in each Lot. This comes up frequently with muiti-stratum aov and lme. Notice that Dr Bates carefully said `It happens in this case', so he did not generalize from a single example. [...]
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595