Skip to content

Specifying and fitting LME model with unstructured error correlation within subject

3 messages · Thierry Onkelinx, Clark Kogan, Ben Bolker

#
Dear Kogan,

Add (1|id) as random effect. This will induce a correlation among the
observations from the same individual.

Best regards,

ir. Thierry Onkelinx
Statisticus / Statistician

Vlaamse Overheid / Government of Flanders
INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE AND
FOREST
Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance
thierry.onkelinx at inbo.be
Havenlaan 88 bus 73, 1000 Brussel
www.inbo.be

///////////////////////////////////////////////////////////////////////////////////////////
To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey
///////////////////////////////////////////////////////////////////////////////////////////

<https://www.inbo.be>


Op vr 30 nov. 2018 om 18:20 schreef Kogan, Clark <clark.kogan at wsu.edu>:

  
  
#
Thierry,

I believe this will induce a compound symmetric covariance structure rather
than an unstructured covariance structure. I would like to allow for unique
correlations between different subtests.

Thanks,
Clark


On Sun, Dec 2, 2018 at 11:58 AM Thierry Onkelinx via R-sig-mixed-models <
r-sig-mixed-models at r-project.org> wrote:

            

  
  
#
I'd suggest using control=lmerControl(...) to override the error
(something like check.nobs.vs.nRE="ignore", but you can look it up in
the help page ...). Your residual variance and random-effects
variances will indeed be confounded, and I can't say for sure how it
will affect the Kenward-Roger [sic] degrees of freedom calculation,
but the estimates of the fixed effects and their standard errors
should still be correct.

  Actually, if you want Kenward-Roger, that may be the only option I
can think of (other than switching to SAS or something ...) For
various technical reasons previously described on this list (and in
the lme4 paper), it's not possible to force the residual variance to
zero and remove the confounding (or, in fact, to any specified value).
You _can_ fix the residual variance to a very small value (but not
exactly zero) by setting a prior in blme::blmer(), or you can fit a
model without a residual variance in glmmTMB (using dispformula ~ 0),
but ... these models won't work with lmerTest to give you
degrees-of-freedom calculations, as far as I know.
On Sun, Dec 2, 2018 at 6:22 PM Clark Kogan <kogan.clark at gmail.com> wrote: