cloglog and lmer
Hmmm. Can you remind me what didn't work?
Examples below give at least vaguely plausible answers ...
cheers
Ben Bolker
set.seed(1001)
N <- 20
n <- 100
x <- runif(N*n)
f <- factor(rep(LETTERS[1:N],each=n))
dat <- data.frame(x,f)
beta <- c(1,3)
alpha <- rnorm(N,sd=0.5)
mm <- cbind(model.matrix(~x,data=dat),
model.matrix(~f-1,data=dat))
eta <- mm %*% c(beta,alpha)
y <- rbinom(N*n,prob=1-exp(-exp(eta)),size=1)
dat <- data.frame(dat,y)
library(lme4)
(g1 <- glmer(y~x+(1|f),data=dat,
family=binomial(link="cloglog")))
fixef(g1) ## matches (1,3) reasonably well
VarCorr(g1) ## matches sd=0.5 reasonably well
## now try crossed random effects
set.seed(1001) ## reset
N1 <- 10
N2 <- 10
n <- 20
ntot <- n*N1*N2
dat <- expand.grid(f1=LETTERS[1:N1],f2=letters[1:N2],rep=1:n)
dat <- data.frame(dat,x=runif(ntot))
alpha1 <- rnorm(N1,sd=0.5)
alpha2 <- rnorm(N2,sd=1)
mm <- cbind(model.matrix(~x,data=dat),
model.matrix(~f1-1,data=dat),
model.matrix(~f2-1,data=dat))
eta <- mm %*% c(beta,alpha1,alpha2)
y <- rbinom(ntot,prob=1-exp(-exp(eta)),size=1)
(g2 <- glmer(y~x+(1|f1)+(1|f2),data=dat,
family=binomial(link="cloglog")))
## warning about false convergence
fixef(g2) ## still OK.
VarCorr(g2) ## reasonable but ??
Sasha Goodman wrote:
Bump. So what was your solution to the cloglog issue? Has it been fixed
in lme4?
Other people keep asking me about this issue.
On Tue, Nov 3, 2009 at 4:48 PM, Sasha Goodman <sashag at stanford.edu
<mailto:sashag at stanford.edu>> wrote:
So, I want to use the cloglog link. Is your solution working now?
Does it worked with crossed random effects?
On Thu, Oct 1, 2009 at 1:46 PM, Sasha Goodman <sashag at stanford.edu
<mailto:sashag at stanford.edu>> wrote:
Very interested! Never came up with a solution. Even retried
with a recent version of lme4 recently.
On Thu, Oct 1, 2009 at 2:29 PM, Ben Bolker <bolker at ufl.edu
<mailto:bolker at ufl.edu>> wrote:
I came across your post to the r-sig-mixed list from May.
Did you ever resolve your problem? I may have a solution
(of sorts)
if you're still interested.
Ben Bolker
--
Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu <mailto:bolker at ufl.edu> /
www.zoology.ufl.edu/bolker <http://www.zoology.ufl.edu/bolker>
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc
<http://www.zoology.ufl.edu/bolker/benbolker-publickey.asc>
--
Sasha Goodman
Doctoral Candidate, Organizational Behavior
--
Sasha Goodman
Doctoral Candidate, Organizational Behavior
--
Sasha Goodman
Doctoral Candidate, Organizational Behavior
Ben Bolker Associate professor, Biology Dep't, Univ. of Florida bolker at ufl.edu / people.biology.ufl.edu/bolker GPG key: people.biology.ufl.edu/bolker/benbolker-publickey.asc