High correlation among random effects for longitudinal model
Dear Stuart and Ben,
Thank you, this worked to significantly reduce the correlations between the
intercept and the linear and quadratic terms (though still quite high
between the linear and quadratic term):
Random effects:
Formula: ~time + I(time^2) | student_ID
Structure: General positive-definite, Log-Cholesky parametrization
StdDev Corr
(Intercept) 18.671959 (Intr) time
time 11.029842 -0.262
I(time^2) 8.359834 -0.506 0.959
Residual 29.006598
Could I ask if that correlation between the linear (time) and quadratic
I(time^2) terms is cause for concern - and if so, how to think about
(potentially) addressing this?
Josh
On Sun, Apr 1, 2018 at 12:34 PM Ben Bolker <bbolker at gmail.com> wrote:
On Sun, Apr 1, 2018 at 12:20 PM, Stuart Luppescu <lupp at uchicago.edu> wrote:
On Sun, 2018-04-01 at 12:55 +0000, Joshua Rosenberg wrote:
lme(outcome ~ time + I(time^2),
random = ~ time + I(time^2),
correlation = corAR1(form = ~ time | individual_ID),
data = d_grouped)
I have a question / concerns about the random effects, as they are
highly
correlated (intercept and linear term = -.95; intercept and quadratic
term
= .96; linear term and quadratic term = -.995):
I think this is an ordinary occurrence for the intercept and time trend
to be negatively correlated. The way to avoid this is to center the
time variable at a point in the middle of the series, so, instead of
setting the values of time to {0, 1, 2, 3, 4} use {-2, -1, 0, 1, 2}.
Agreed. This is closely related, but not identical to, the phenomenon where the *fixed effects* are highly correlated.
-- Stuart Luppescu Chief Psychometrician (ret.) UChicago Consortium on School Research http://consortium.uchicago.edu
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
Joshua Rosenberg, Ph.D. Candidate Educational Psychology ?&? Educational Technology Michigan State University http://jmichaelrosenberg.com [[alternative HTML version deleted]]