Bug in weights in lmer
Hello, in case this if of any interest, I obtained apparently the same results as Nick using:
sessionInfo()
R version 2.6.2 (2008-02-08) i386-pc-mingw32 locale: LC_COLLATE=English_United Kingdom.1252;LC_CTYPE=English_United Kingdom.1252;LC_MONETARY=English_United Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] lme4_0.999375-13 Matrix_0.999375-9 lattice_0.17-6 loaded via a namespace (and not attached): [1] grid_2.6.2 tools_2.6.2
### Results:
w<-rep(1,nrow(sleepstudy))
(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) )
Linear mixed model fit by REML
Formula: Reaction ~ Days + (Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
1756 1775 -871.8 1752 1744
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 612.095 24.7405
Days 35.071 5.9221 0.065
Residual 654.944 25.5919
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 251.405 6.825 36.84
Days 10.467 1.546 6.77
Correlation of Fixed Effects:
(Intr)
Days -0.138
(fm2 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy, weights =w))
Linear mixed model fit by REML
Formula: Reaction ~ Days + (Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
1756 1775 -871.8 1752 1744
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 6640265 2576.87
Days 380465 616.82 0.065
Residual 7105115 2665.54
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 975.9 710.8 1.373
Days 173.3 161.0 1.076
Correlation of Fixed Effects:
(Intr)
Days -0.138
(fm3 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy, weights =w/sum(w)) )
Linear mixed model fit by REML
Formula: Reaction ~ Days + (Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
820.9 840 -404.4 817.3 808.9
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 169992420 13038.1
Days 9740118 3120.9 0.065
Residual 1010516 1005.2
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 72.74 3596.51 0.02022
Days 12.92 814.62 0.01586
Correlation of Fixed Effects:
(Intr)
Days -0.138
Cheers, Luca --------------------------- Luca B?rger, PhD Postdoctoral Research Fellow Department of Integrative Biology University of Guelph Guelph, Ontario, Canada N1G 2W1 phone: +1 519 824 4120 ext. 54554 fax: +1 519 767 1656 ----- Original Message ----- From: "Nick Isaac" <njbisaac at googlemail.com> To: "Doran, Harold" <HDoran at air.org> Cc: <R-sig-mixed-models at r-project.org> Sent: Wednesday, April 23, 2008 12:00 PM Subject: Re: [R-sig-ME] Bug in weights in lmer
Thanks Harold - very curious. See my results below. This sounds like a versioning issue, in which case it would be good to get as many folk as possible to replicate it. cheers, Nick
w<-rep(1,nrow(sleepstudy)) (fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) )
Linear mixed model fit by REML
Formula: Reaction ~ Days + (Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
1756 1775 -871.8 1752 1744
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 612.095 24.7405
Days 35.071 5.9221 0.065
Residual 654.944 25.5919
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 251.405 6.825 36.84
Days 10.467 1.546 6.77
Correlation of Fixed Effects:
(Intr)
Days -0.138
(fm2 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy, weights =
+ w) )
Linear mixed model fit by REML
Formula: Reaction ~ Days + (Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
1756 1775 -871.8 1752 1744
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 6640265 2576.87
Days 380465 616.82 0.065
Residual 7105115 2665.54
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 975.9 710.8 1.373
Days 173.3 161.0 1.076
Correlation of Fixed Effects:
(Intr)
Days -0.138
(fm3 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy, weights =
+ w/sum(w)) )
Linear mixed model fit by REML
Formula: Reaction ~ Days + (Days | Subject)
Data: sleepstudy
AIC BIC logLik deviance REMLdev
820.9 840 -404.4 817.3 808.9
Random effects:
Groups Name Variance Std.Dev. Corr
Subject (Intercept) 169988830 13038.0
Days 9739898 3120.9 0.065
Residual 1010497 1005.2
Number of obs: 180, groups: Subject, 18
Fixed effects:
Estimate Std. Error t value
(Intercept) 72.74 3596.47 0.02022
Days 12.92 814.61 0.01586
Correlation of Fixed Effects:
(Intr)
Days -0.138
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