Interpretation of lmer's sigma for binomial data
I would like to second the request for enlightenment on this issue. In particular, how does this fit with the recent posting from Jarrod Hadfield:
Over-dispersion does not occur with a binary response variable so you don't need to test for it. This does not mean that between-datum heterogeneity in the probability of success is absent, only that it cannot be observed. For example, take 1000 random draws from a binomial distribution with constant probability (0.5): table(rbinom(1000, 1, 0.5)) and compare the frequency of outcomes with a 1000 draws from 1000 binomial distributions with different probabilities of success (but with mean = 0.5) table(rbinom(1000, 1, runif(1000))) The data look the same, and so the between-datum heterogeneity (residual variance if you like) although it may exist cannot be estimated from the data.
Hadfield's posting makes perfectly good sense to me. I have done simulation experiments similar to that which he suggested, and have found what he said I would find. Also I did some simple theoretical manipulations which further confirmed his assertions. So what is the quasibinomial family ***doing***, then? cheers, Rolf Turner
On 2/08/2010, at 10:27 AM, Rafael Laboissiere wrote:
Dear colleagues,
First of all, I apologize if this is not the appropriate forum for my
question.
I am trying to understand the meaning of the sigma slot in the
summary.mer class of the lme4 package (version 0.999375-34). From what I
read in this mailing list's archive and elsewhere, sigma gives an
indication of under- or over-dispersed data.
So, I ran the following code:
# Generate 20 repetitions of binary responses for size of 40
# and a theoretical probability of 0.5
repetitions <- 20
size <- 40
set.seed (1)
success <- rbinom (repetitions, size, 0.5)
# Compute the failure rate
failure <- size - success
# Add a dummy random effect variable, otherwise lmer barks
block <- c (rep ("A", 10), rep ("B", 10))
# Fit a binomial model using the actual counts
library (lme4)
m.binom <- lmer (cbind (success, failure) ~ 1 + (1 | block), family = binomial)
# Fit a quasibinomial model using the proportions
m.quasi <- lmer (success / (success + failure) ~ 1 + (1 | block), family = quasibinomial)
As expected, the value of summary(m.binom)@sigma is 1. Since the data is
generated with rbinom and no under- or over-dispersion has been
explicitly introduced in it, I would expect that sigma for m.quasi is
also close to 1. However, I see:
summary(m.quasi)@sigma
[1] 0.07716662 I am sure I am terribly failing to understand something here. What is it? Thanks in advance for your help. Best regards, Rafael Laboissiere
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