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Order of terms for random slopes

4 messages · Stefan Th. Gries, Ben Bolker, Thierry Onkelinx

#
Hi all

I have a question about how the ordering of variable names in the
random effects structure of an lmer model leads to different results.
These are the data:

###############
x <- structure(list(OVERLAParcsine = c(0.232077682862713, 0.656060590924923,
0.546850950695944, 0.668742703202372, 0.631058840778021, 0.433445320069886,
0.315193032440724, 0.656060590924923, 0.389796296474261, 0.455598673395823,
0.500654712404588, 0.477995198518952, 0.304692654015398, 0.631058840778021,
0.489290778014116, 0.694498265626556, 0.656060590924923, 0.466765339047296,
0.411516846067488, 0.582364237868743, 0.33630357515398, 0.36826789343664,
0.489290778014116, 0.582364237868743, 0.283794109208328, 0.631058840778021,
0.33630357515398, 0.606505855213087, 0.512089752934148, 0.150568272776686,
0.273393031467473, 0.466765339047296, 0.160690652951911, 0.120289882394788,
0.558600565342801, 0.400631592701372, 0.273393031467473, 0.72081876087009,
0.444492776935819, 0.681553211563117, 0.546850950695944, 0.523598775598299,
0.273393031467473, 0.694498265626556, 0.294226837748982, 0.500654712404588,
0.411516846067488, 0.618728690672251), NAME = structure(c(1L,
2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L,
5L, 6L, 7L, 8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L,
8L, 9L, 10L, 11L, 12L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L,
11L, 12L), .Label = c("Anne", "Aran", "Becky", "Carl", "Dominic",
"Gail", "Joel", "John", "Liz", "Nicole", "Ruth", "Warren"), class = "factor"),
    PERSON = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
    1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
    2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
    2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L), .Label = c("caretaker",
    "child"), class = "factor"), PHASE = c(1L, 1L, 1L, 1L, 1L,
    1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
    2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L)), class =
"data.frame", row.names = c(NA, -48L))
###############

With the following order of variables in the random-effects structure,
I get convergence warnings,

###############
summary(m1a <- lme4::lmer(OVERLAParcsine ~ 1+PERSON*PHASE +
(1+PERSON+PHASE|NAME), data=x), correlation=F) # warning
   logLik(m1a) # 31.89056
###############

but not with this order:

###############
summary(m1b <- lme4::lmer(OVERLAParcsine ~ 1+PERSON*PHASE +
(1+PHASE+PERSON|NAME), data=x), correlation=F) # fine
   logLik(m1b) # 31.89128
###############

Why does the order of the random effects matter when PHASE is still
considered numeric? Thanks for any input you may have,
STG
#
Thanks. This is a known issue: https://github.com/lme4/lme4/issues/449

  At the risk of sounding like a stuffy old statistical fart:

  - yes, lme4 *should* give an identical fit either way
  - it's not terribly surprising that a model with 11 parameters fitted
to 48 observations is numerically unstable ...
  - there don't seem to be any _substantive_ differences in the estimate ...

  cheers
   Ben Bolker

https://github.com/lme4/lme4/issues/449
On 2018-08-29 12:31 PM, Stefan Th. Gries wrote:
#
Ohh, ok, I had googled a bit on 'order of terms', 'random effects'
etc. but hadn't come across this, sorry.
Absolutely, the example is from a workshop and was used only for
didactic purposes, and ...
... yes, we only wanted to make sure there wasn't something
superobvious but important we had missed.

Thanks for the quick feedback!
#
Dear Stefan,

IMHO you shouldn't use an overfitted model for didatic purposes. Teach
students that you need a sufficiently large data set depending on the
complexity of the model.

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

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2018-08-29 20:51 GMT+02:00 Stefan Th. Gries <stgries at gmail.com>: