zero variance and standard deviation in random effects
Thank you for the clarification. I was recommending the assumption check as an independent step that I'd recommend to do in the course of trouble-shooting with mixed models. That was however not related to the aspect of small numbers of factor levels for random effects. Sorry if that was misguiding. Best regards, Carola -----Urspr?ngliche Nachricht----- Von: R-sig-mixed-models <r-sig-mixed-models-bounces at r-project.org> Im Auftrag von Ben Bolker Gesendet: Dienstag, 2. November 2021 16:20 An: r-sig-mixed-models at r-project.org Betreff: Re: [R-sig-ME] zero variance and standard deviation in random effects I agree. There is more discussion at http://bbolker.github.io/mixedmodels-misc/glmmFAQ.html#singular-models-random-effect-variances-estimated-as-zero-or-correlations-estimated-as---1 While I appreciate Carola Bloch's input, I think it's a little misguided. Having only three levels of the random effect is indeed problematic, but it doesn't actually violate any assumptions of the model, and there isn't necessarily anything else wrong with the model -- it's just hard to estimate variance reliably from a sample of three. (See https://rpubs.com/bbolker/4187 for some simulated examples.) One standard approach to this problem is to treat province as a *fixed* effect.
On 11/2/21 10:57 AM, Viechtbauer, Wolfgang (SP) wrote:
When the variance is estimated to be zero, then this is identical to removing the random effect altogether. So whether you remove it or not will not make any difference. I would leave it in and just report the results you obtained. One can also use confint() then to obtain a CI for this variance component. While the estimate (and hence lower bound) are 0, the upper bound is likely to indicate that there could be (substantial) variance associated with this random effect. Best, Wolfgang
-----Original Message----- From: R-sig-mixed-models [mailto:r-sig-mixed-models-bounces at r-project.org] On Behalf Of Tahsin Ferdous Sent: Tuesday, 02 November, 2021 14:57 To: Carola Bloch; r-sig-mixed-models at r-project.org Subject: Re: [R-sig-ME] zero variance and standard deviation in random effects Thanks a lot. My model is a random intercept model. But from the "coef(m2)" command, I have found the following results: Prov Intercept AB. 0.07346574 MB. 0.07346574 SK. 0.07346574 That means intercepts are identical for all three provinces. In this model, Prov is the random effect that has three-level (AB, MB and SK). In this case, what should I do? If I remove province, the model will not be then mixed model. But my data is repeated measures. I have also attached the plot by running the command ( performance::check_model()). On Tue, Nov 2, 2021 at 12:11 AM Carola Bloch <carola.bloch at uk-koeln.de> wrote:
Hi,
thanks for sharing your problem. Concerning your first question, I
would not recommend running a regular regression, as the data points
in your sample are not independent and this would inflate the type 1 error rate.
In order to find out why the residual variance shows strange values,
I would try some trouble shooting. You could run coef(m2) and check
whether there are actually different intercepts for Prof. Second I
would check the model assumptions, possibly there is a violation of
the assumptions that affects model fit (I'd recommend performance::check_model()).
Furthermore, how many factor levels does Prof have, I assume 3
according to your output? A small number of levels might be
problematic, see Singman & Kellen, 2019*.
*Singmann, H., & Kellen, D. (2019). An introduction to mixed models
for experimental psychology. In *New methods in cognitive psychology* (pp.
4-31). Routledge.
Hope this helps!
------------------------------
*Von:* R-sig-mixed-models <r-sig-mixed-models-bounces at r-project.org>
im Auftrag von Tahsin Ferdous <tahsinferdousuofc at gmail.com>
*Gesendet:* Dienstag, 2. November 2021 05:57:26
*An:* r-sig-mixed-models at r-project.org
*Betreff:* [R-sig-ME] zero variance and standard deviation in random
effects
Hi,
I am running a mixed model using lmer like this:
m2<-lmer( logSeverity~ Incidence+Year+ (1|Prov), data = prov1,REML
=
FALSE)
Here, prov is my random effect. But I have the result, where the
random intercept of random effect is zero.
Random effects:
Groups Name Variance Std.Dev.
Prov (Intercept) 0.00000 0.0000
Residual 0.01149 0.1072
Number of obs: 54, groups: Prov, 3
Should I still run a mixed model using Prov as a random effect, or I
run regression model here instead of mixed model by removing "Prov".
My data structure is like this:
Prov Year Incidence Severity
MB 2020 31.5 0.29
MB 2019 21.8 0.36
MB 2018 20.4 0.23
MB 2017 31.1 0.31
MB 2016 90.1 1.34
MB 2015 63.4 0.5
MB 2014 57.5 0.7
MB 2013 44.1 0.45
MB 2012 42.9 0.8
MB 2011 15.6 0.92
MB 2010 50.9 1.23
MB 2009 32.1 1.56
MB 2008 52.4 1.71
MB 2007 15.1 0.83
MB 2006 4.3 0.65
MB 2005 47.7 1.4
MB 2004 16.4 1.58
MB 2003 39.3 0.33
SK 2020 25.7 0.33
SK 2019 37.3 0.54
SK 2018 14.2 0.32
SK 2017 4.8 0.51
SK 2016 85.2 1.53
SK 2015 53.2 0.57
SK 2014 68.1 1.45
SK 2013 23.2 0.39
SK 2012 49.8 1.14
SK 2011 10.6 0.79
SK 2010 13.5 1.5
SK 2009 6.9 0.56
SK 2008 7.6 0.92
SK 2007 2.4 0.75
SK 2006 0.7 0.58
SK 2005 4.1 0.71
SK 2004 1.7 0.4
SK 2003 1.9 0.09
AB 2020 8 0.34
AB 2019 28.3 0.52
AB 2018 2.8 0.37
AB 2017 3.7 0.49
AB 2016 32.8 0.59
AB 2015 9.2 0.29
AB 2014 24.6 0.25
AB 2013 17.6 0.4
AB 2012 10.3 0.63
AB 2011 5.2 0.87
AB 2010 3.9 1.68
AB 2009 3.2 1.13
AB 2008 0.4 0.78
AB 2007 0.1 0.45
AB 2006 0.1 0.78
AB 2005 1.1 1.09
AB 2004 1.2 0.82
AB 2003 1.2 0.08
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