question about lmer versus lme and evaluation of estimates of random parameters
Greetings! I'm back for my once-a-semester adventure in mixed model user support. I'm asked to help a student with a problem involving surveys done in about 50 countries. The dependent variable is a 7 category ordinal scale, and I've searched the archives on this (and other lists) and see many of you recommend we try to use the linear/gaussian model (with diagnostics after). That's the only feasible option in R, as far as I can tell. There are some commercial packages that claim to support mixed model fitting for ordinal outputs (HLM), but I don't have them and don't know if they are good. We need to estimate a random intercept at the country level and the researcher also supposes that there are variations across countries in the slopes for 3 input variables. I've estimated that with the newest version of lmer in lme4. However, I noticed when I tried to run the mcmcsamp routines to study the distributions of estimates I noticed that the help page for mcmsamp does not offer quite so much detail about how it is supposed to be used. Backtracking into this list again, I find that mcmcsamp is "not yet ready" for non-gaussian models. Maybe it never will be, I can't tell from the commentary. But it is still supposed to be useful for linear models, right? I can still run mcmcsamp, but don't understand how to interact with the result--the old stuff we were using last year with coda and the HPDinterval function don't work any more. Anyway, while searching in this list, I see some of you pointing people in my situation to use routines from nlme, rather than lme4. Is that right? Should I push for use of lme (nlme) rather than lmer (lme4)? I gather one advantage of using lmer is that it would allow correlated random effects. However, if we just stay with a vanilla specification--country level random intercepts and uncorrelated random country level slopes, is there any advantage to lmer compared to lme? Is lme expected to be faster because its random effects structure is simpler? In either of these models, how do we gauge the accuracy of estimated standard deviations for random parameters? Can you tell me how to use mcmcsamp in current lme4 or show me how people make that assessment in nlme ?
Paul E. Johnson Professor, Political Science 1541 Lilac Lane, Room 504 University of Kansas