Random effects correlations and factor reference levels
Hi Chris, do you really need the treatment contrast? I think the results based on the treatment contrasts for the random effects are more difficult to interpret than what you suggested (I can't interpret them either). If you simply remove the intercept: "random = ~Machine-1|Worker" your interpretations of the worker-score correlations between machine levels hold and you get the actual variance estimates for each level of machine. Best, Paul On Tue, 13 Oct 2015 16:57:32 +0300, Christopher Knight
<Chris.Knight at manchester.ac.uk> wrote:
I am fitting mixed effects models where there is a random effect which acts differently on each level of a factor, much as in the Machines example from the nlme package: library(nlme)
M1 <- lme(fixed = score ~ Machine, random = ~Machine|Worker, data=Machines) VarCorr(M1)
Worker = pdLogChol(Machine)
Variance StdDev Corr
(Intercept) 16.6405306 4.0792806 (Intr) MachnB
MachineB 34.5466908 5.8776433 0.484
MachineC 13.6150244 3.6898543 -0.365 0.297
Residual 0.9246296 0.9615766
I was interpreting these correlations to mean that the estimate of
workers? scores on Machine B (or more precisely their BLUPS, interpreted
as something like their residuals from the average on Machine B) are
weakly positively correlated with their scores on Machine C (r=0.297).
Because Machine A is the reference level of the factor ?Machine? (with
treatment contrasts), I was also interpreting the ?(Intercept)? to
represent Machine A, i.e. that the scores of the workers on Machine A
are somewhat positively correlated with their scores on Machine B
(r=0.484), but negatively with their scores on Machine C (r=-0.365).
If this were true, I would expect these conclusions to be robust to
exactly which machine is the reference level in the contrasts for the
Machine factor, but apparently they are not:
Machines$Machine <- relevel(Machines$Machine, ref = "B") M2 <- update(M1) VarCorr(M2)
Worker = pdLogChol(Machine)
Variance StdDev Corr
(Intercept) 74.3956398 8.6252907 (Intr) MachnA
MachineA 34.5466902 5.8776433 -0.910
MachineC 35.2950235 5.9409615 -0.882 0.805
Residual 0.9246296 0.9615766
What is going on here/what am I misinterpreting?
As expected, these two models appear to be equivalent by anova(M1,M2),
yet the correlation among workers between machines A and B appears to be
strongly negative in the second case (r = -0.91), where it seems
moderately positive in the first case (r=0.484) and intervals() on the
two models suggests no overlap of (admittedly pretty broad) confidence
intervals in this case. Add to that the differences in the estimated
variance components/standard deviations ? each model has an identical
residual, but very different individual values (that for Machine C going
from 13.6 to 35) and totals; at the same time the estimate for the
variance among workers on Machine B in model M1 (34.5466908) is
suspiciously similar (albeit not quite identical) to the estimate for
variance among workers on Machine A in model M2 (34.5466902).
The values are pretty much the same fitting with lmer (though in
practice I need the correlation and weights arguments available with
lme), which makes it feel like a problem with my interpretation. Or is
it really just a case of too little data to resolve such ?subtle
parameters clearly?
Dropping the fixed effect doesn?t make things much better and, on the
models I am running in anger, there is more data and the differences are
even more pronounced. It looks a bit like this issue:
http://stats.stackexchange.com/questions/82102/changing-reference-level-for-contrasts-changes-results-in-r-3-0-2-lme4-1-1-2-vs
which was framed in terms of versions but, given that I get very similar
issues using nlme and lme4, it doesn?t seem likely to be a version issue
here (albeit I don?t have old versions immediately to hand to test this
on).
Any insights much appreciated,
Chris
running nlme_3.1-122 in R 3.2.2 on OS X 10.10.5
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