Binomial problem for lme4_0.999375-1: 0,1 vs xbar n

Thanks for the report, Van.  I have entered it in the bug tracker list.

I had thought that I had checked such results for consistency but
apparently I didn't.


On Jan 23, 2008 2:14 PM, Parsons, Van L. (CDC/CCHIS/NCHS) <vlp1 at cdc.gov> wrote:

Hello,
  The lme4_0.999375-1 lmer run on a  full response (0,1) dataset
  is not consistent with the run on an equivalent, but condensed,
  (pbar,n) dataset for the binomial.

  For lme4_0.99875-9, the outputs appear to be order-of-magnitude
  consistent, so the alpha version seems to have the problem.
  ( I am focusing on the random and fixed effects output )

  Here are some sample code and outputs generated from sleepstudy
  in lme4 using 2 datasets and both new and old lme4.

  Thanks,
  Van

#=======================================================
# R code
library(lme4)
library(doBy)
sessionInfo()


 sleep1 = sleepstudy   # from lme4 pkg

     # add binary variable
 sleep1$p1 = ifelse(sleep1$Reaction < mean(sleep1$Reaction),0,1)

   # condense binary to mean and count within Subject
   # use doBy package
sleep1c= summaryBy(p1~Subject, data = sleep1,FUN = c(mean,length) )
   names(sleep1c)[ c(2,3)] = c("p1", "n1")



 #--------------------------------------------
  # simple model

mod1  =p1~ 1 + (1| Subject)

# lmer run   on full   data
mfull   =  lmer(mod1, data=sleep1,  family=binomial )
summary(mfull)

# lmer run   on   condensed data
mcond   =  lmer(mod1, data=sleep1c, weights= n1,family=binomial )
summary(mcond)

#--------------------------------------------
#====================================================================



## 4  partial outputs

#====================================================================

lme4_0.999375-1  full data
mfull   =  lmer(mod1, data=sleep1,  family=binomial )
   Data: sleep1
   AIC   BIC logLik deviance
 238.5 244.9 -117.2    234.5
Random effects:
 Groups  Name        Variance Std.Dev.
 Subject (Intercept) 1.0231   1.0115
Number of obs: 180, groups: Subject, 18

Fixed effects:
            Estimate Std. Error z value Pr(>|z|)
(Intercept)  -0.3213     0.2887  -1.113    0.266
#====================================================================
# this next  run is not consistent with the other 3

lme4_0.999375-1  condensed  data

mcond   =  lmer(mod1, data=sleep1c, weights= n1,family=binomial )
   Data: sleep1c
   AIC   BIC logLik deviance
 9.622 11.40 -2.811    5.622
Random effects:
 Groups  Name        Variance Std.Dev.
 Subject (Intercept)  0        0
Number of obs: 18, groups: Subject, 18

Fixed effects:
            Estimate Std. Error z value Pr(>|z|)
(Intercept)  -0.2457     0.4750 -0.5173    0.605
#====================================================================
lme4_0.99875-9 full

mfull   =  lmer(mod1, data=sleep1,  family=binomial )

   AIC   BIC logLik deviance
 238.5 244.9 -117.2    234.5
Random effects:
 Groups  Name        Variance Std.Dev.
 Subject (Intercept) 1.0420   1.0208
number of obs: 180, groups: Subject, 18

Estimated scale (compare to  1 )  0.9369863

Fixed effects:
            Estimate Std. Error z value Pr(>|z|)
(Intercept)  -0.3309     0.2906  -1.139    0.255



#====================================================================
lme4_0.99875-9 condensed
 mcond   =  lmer(mod1, data=sleep1c, weights= n1,family=binomial )

   AIC   BIC logLik deviance
 47.88 49.66 -21.94    43.88
Random effects:
 Groups  Name        Variance Std.Dev.
 Subject (Intercept) 1.0241   1.012
number of obs: 18, groups: Subject, 18

Estimated scale (compare to  1 )  1.012022

Fixed effects:
            Estimate Std. Error z value Pr(>|z|)
(Intercept)  -0.3183     0.2888  -1.102    0.270



#====================================================================

sessionInfo()

R version 2.6.1 (2007-11-26)
i386-pc-mingw32

locale:
LC_COLLATE=English_United States.1252;
LC_CTYPE=English_United States.1252;
LC_MONETARY=English_United States.1252;
LC_NUMERIC=C;LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils   datasets  methods   base

other attached packages:
[1] doBy_2.1    lme4_0.999375-1   Matrix_0.999375-4 lattice_0.17-4

loaded via a namespace (and not attached):
[1] cluster_1.11.9 grid_2.6.1     Hmisc_3.4-3