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[ADMB Users] negative binomial mixed model with crossed and random effects
2 messages · Sharif S. Aly, Ben Bolker
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On 11-11-23 01:17 PM, Sharif S. Aly wrote:
Thanks Ben, Appreciate your prompt response. Thanks for alerting me this should be on the r-sig-mixed-models list. I am including my earlier post below. If you allow me, may I follow with these questions: /On 11/23/2011 5:09 AM, Ben Bolker wrote:/
/On Tue, Nov 22, 2011 at 11:17 PM, Sharif S. Aly<saly at ucdavis.edu> wrote: /
/Greetings,
I am interested in RE variance estimates from a negative binomial mixed
model. My model has a random intercept, no fixed effects, 4 random
effects:
time, collector, location, facility. RE location is nested in
facility. Also
RE location is crossed with time and collector. After studying several
examples I came up with this syntax, is it correct:
glmmadmb(formula = Counts ~ 1 + (1 | time) + (1 | collector) + (1 |
facility) + (1 | facility:location), data = Data, family = "nbinom",
link = "log")
Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) 1.952 0.356 5.49 4.1e-08 ***
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Number of observations: total=180, =3, =2, =4, =44
/
/
These numbers of levels (there is a bug in the assignment of names
here, which I'm
working on fixing) indicate that it's probably a little bit dicey to
fit random effects to
the time, collector, facility levels (fewer than 5 or 6 levels is
usually problematic:
see http://glmm.wikidot.com/faq )
/
I am not sure I follow your comment, is it the (1|facility:location) that may be problematic? I did check the wiki you forwarded, perhaps it should be (1|facility/location)?
No, the problem is that fitting random effects with fewer than 5 or 6 observations (levels) is dicey. Not impossible, but dicey.
/ /
/Random effect variance(s):
$time
(Intercept)
(Intercept) 2.9696e-09
/
/ Note that this variance is effectively zero /
/
$collector
(Intercept)
(Intercept) 0.00047214
/
/ This one is four orders of magnitude less than the next largest (so the sd is two orders of magnitude less) /
/
$facility
(Intercept)
(Intercept) 0.26907
$`facility:location`
(Intercept)
(Intercept) 1.352
Negative binomial dispersion parameter: 1.379 (std. err.: 0.19336)
Log-likelihood: -570.014
If we think of r and p as the negative binomial parameters, how can I
estimate "r" for such a complex dataset?
/
/
What do mean by r? The overdispersion parameter? Recent versions of
glmmADMB (at least) describe the parameterization of the NB in ?glmmadmb;
see above where it says "negative binomial dispersion parameter"
/
I guess I interpreted the over-dispersion parameter as exposure. I can see that also being number of failures, so my guess would be that r is the over dispersion parameter then.
Yes.
I am interested in r as I need to calculate the variance of the expectation of Y, which includes p and r.
/ /
/ I would also like to estimate P, would you agree that it can be estimated as: P =exponentiation of (intercept+RE_facility+RE_location+RE_collector+RE_time) Sharif /
/
Yes, more or less. That should be RE_facility:location, shouldn't
it?/
Correct, RE_facility:location
/ Questions about glmmADMB should really go to the r-sig-mixed-models at r-project.org mailing list, because they are generally a little bit more R-specific ... Ben Bolker/
Many thanks for your and any others comments. Sharif
If you are interpreting this as a discrete-time survival process (less typical in ecological situations than interpreting it as count process with latent heterogeneity), you will have to work backward from the estimate of mu (which is your exponentiated value of the random effects above) to p: since the mean is mu=p*r/(1-p) and you know mu and r you can easily do the algebra. Ben Bolker
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