Crossed random effects
On Tue, Mar 13, 2007 at 02:31:56PM -0500, Douglas Bates wrote:
On 3/13/07, Kevin Wright <kw.statr at gmail.com> wrote:
I am confused by some apparent contradictions about fitting crossed random effects in software. Consider this quote from http://www.mpi.nl/world/persons/private/baayen/publications/baayenDavidsonBates.pdf "To our knowledge, the only software currently available for fitting mixed-effects models with crossed random effects is the lme4 package"
That statement should have been more carefully worded. It is in reference to the types of experimental situations described in that paper where random effects are associated with subject and item, subjects are crossed with item and the numbers of both the subjects and the items can be very large.
Yet, nlme and GLIMMIX appear to claim that crossed-random effects can be fit by those respective tools: In Mixed Effects Models in S and S-Plus: "The crossed random-effects structure is represented in lme by a combination of pdBlocke3d and pdIdent objects" (page 163)
It is possible to fit a model with crossed random effects with lme provided that the number of levels of both of the crossed factors is small. Otherwise you end up with huge, sparse model matrices that are being treated as dense matrices and you quickly run out of memory or time or both. Really, doesn't a random effects specification like pdBlocked(list(pdIdent(~ rows - 1), pdIdent(~ columns - 1))) smell like a kludge to you?
You must have one of those fancy new monitors. Cheers, Andrew
Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/