Group-level predictors which impact the random intercept
Thank you very much for your response and explanation. Regards, Yashree
On Mon, Jun 11, 2018 at 6:11 PM, Douglas Bates <bates at stat.wisc.edu> wrote:
Thank you for transferring the discussion over to the R-SIG-Mixed-Models group. As I mentioned in the email discussion, the issue of covariates in the fixed-effects terms and whether or not they vary within the levels of a grouping factor for random-effects terms is a consequence of the way the model is described in the multilevel modeling literature. In other words, there is no inherent problem with defining a mixed-effects model involving a fixed-effect for Age even though Age does not change within Household_ID. When multilevel models were being formulated many years ago an approach to how one would estimate the parameters leaked over into the model definition. It became important to formulate models within models within ... but that approach is unnecessary and led to many misconceptions. Furthermore, the approach is too restrictive. A multilevel model cannot accommodate crossed random effects, such as subject and item, or partially crossed random effects such as child, teacher and school in longitudinal data. To me one of the most important innovations in the lme4 package was to reformulate the evaluation of the deviance for a linear mixed-effects model as a penalized least squares problem and to employ a sparse Cholesky factorization to solve a modified version of Henderson's mixed-model equations. This is described in our 2015 J. of Statistical Software paper. It is not important for every user of the lme4 package to understand the mathematics of the derivation but it helps to know that the model can be formulated and the parameters can be estimated as described there. The fact that other and, I think it is fair to say, inferior formulations and estimation methods exist is not relevant. On Sun, Jun 10, 2018 at 12:00 PM Yashree Mehta <yashree19 at gmail.com> wrote:
Hello,
I had recently posted the following for understanding the syntax for
adding
group-level predictors in a random intercept model:
"""""
Hi,
I am working with a random intercept model. I have the usual "X" vector of
covariates and one id variable which will make up the random intercept.
Now
I wish to add group-level predictors (which are NOT in the X vector) such
that the random intercept depends on these predictors.
For example,
Response variable: Production of maize
Covariate: Size of plot
Group-level predictor: Age of farmer
ID variable: Household_ID
I wish to confirm the syntax for including the group-level "Age of farmer"
variable.
fit<-lmer(Production~ Size+ Age+ (1|Household_ID), data=data)
Is this correct or is there another way of declaring the group-level
predictor in the formula?
"""""
This syntax had been confirmed as correct. Now I am wondering how does
lmer
really distinguish between the usual X covariates and group-level
predictors? We have not really differentiated them in the formula. How
does
lmer construe Age to only impact the random intercept?
Thank you very much,
Regards,
Yashree
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