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LRT tests in lmer

10 messages · Ben Bolker, Chris Mcowen, Jarrod Hadfield

#
On 10-08-11 10:21 AM, Chris Mcowen wrote:
If you want to do population-level predictions from a GLMM (i.e. 
setting all random effects to zero), the basic recipe is to (1) 
construct a model (design) matrix for the desired sets of predictor 
variables (if you want to the predict the observed data rather than some 
other set, you can just extract the model matrix from the fitted 
object); (2) multiply it by the vector of fixed effect coefficients; (3) 
transform it back to the scale of the observations with the inverse link 
function.  There's an example on p. 6 of 
http://glmm.wdfiles.com/local--files/examples/Owls.pdf ...
#
Thats great thanks,

But will this work where you have a binary response variable or will the residuals clump around 1 and 0?

Chris
On 11 Aug 2010, at 15:31, Ben Bolker wrote:

        
On 10-08-11 10:21 AM, Chris Mcowen wrote:
If you want to do population-level predictions from a GLMM (i.e. setting all random effects to zero), the basic recipe is to (1) construct a model (design) matrix for the desired sets of predictor variables (if you want to the predict the observed data rather than some other set, you can just extract the model matrix from the fitted object); (2) multiply it by the vector of fixed effect coefficients; (3) transform it back to the scale of the observations with the inverse link function.  There's an example on p. 6 of http://glmm.wdfiles.com/local--files/examples/Owls.pdf ...

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#
Thats great thanks,

But will this work where you have a binary response variable or will the residuals clump around 1 and 0?

Chris
On 11 Aug 2010, at 15:31, Ben Bolker wrote:

        
On 10-08-11 10:21 AM, Chris Mcowen wrote:
If you want to do population-level predictions from a GLMM (i.e. setting all random effects to zero), the basic recipe is to (1) construct a model (design) matrix for the desired sets of predictor variables (if you want to the predict the observed data rather than some other set, you can just extract the model matrix from the fitted object); (2) multiply it by the vector of fixed effect coefficients; (3) transform it back to the scale of the observations with the inverse link function.  There's an example on p. 6 of http://glmm.wdfiles.com/local--files/examples/Owls.pdf ...

_______________________________________________
R-sig-mixed-models at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
#
Hi,

In general I don't think transforming the fixed effect predictions by  
the inverse link  function works if you want to get the predicted  
expectation.  In this case you have to take into account the magnitude  
of the variance components.  The new predict function in MCMCglmm will  
do this for a MCMCglmm fit. By default the predictions will be on the  
data scale and all random effects marginalised, but you can also get  
predictions that include the random effects if you save their  
posterior distribution (i.e pr=TRUE)

Cheers,

Jarrod
On 11 Aug 2010, at 15:31, Ben Bolker wrote:

            

  
    
#
Hi Chris,

It is hard to say as it will depend on the fixed effects. In addition  
its not clear whether such a situation is diagnostic of a problem.   
Imagine you just have an intercept which is estimated to be exactly  
zero. The residuals on the data scale will be either 0.5 or -0.5, but  
this does not imply the model is wrong.

Cheers,

Jarrod
On 11 Aug 2010, at 15:41, Chris Mcowen wrote:

            

  
    
#
Hi Jarrord,

I have tried using MCMCglmm, however the posterior distributions of the majority of the fixed factors straddle 0, which i have read is a problem, likely with the priors.

HPDintervals - https://files.me.com/chrismcowen/wqq1lu

prior=list(R=list(V=1, fix=1), G=list(G1=list(V=1, nu=0), G2=list(V=1, nu=0)))

So i am unsure how to interpret the results, as to ascertain the importance of each factor.

Unfortunately i don't know enough about baysian statistics or R to alter my model so the interpretations become clearer.

An example

                              			lower      		upper
(Intercept)             			-3.510792767 	2.40740650
STOStorage organ        	-0.299408836 	0.23073133
BSUnisexual flower      	-0.131660436 	0.54887912
BSUnisexual plant       	 0.003566637 	0.81742862
PDBiotic                			 0.054625970 	0.72436838
PDMammalia              		-2.139720264 	1.39753939
On 11 Aug 2010, at 16:37, Jarrod Hadfield wrote:
Hi Chris,

It is hard to say as it will depend on the fixed effects. In addition its not clear whether such a situation is diagnostic of a problem.  Imagine you just have an intercept which is estimated to be exactly zero. The residuals on the data scale will be either 0.5 or -0.5, but this does not imply the model is wrong.

Cheers,

Jarrod
On 11 Aug 2010, at 15:41, Chris Mcowen wrote:

            

  
    
#
Hi,

Could you give summary(model) with the new version (2.05) - it will be  
easier to see what is going on?

Jarrod
On 11 Aug 2010, at 17:08, Chris Mcowen wrote:

            

  
    
#
Sorry about the formatting, 

i was not going to use P values for model selection, rather the DIC value

 Iterations = 12991
 Thinning interval  = 3001
 Sample size  = 1000 

 DIC: 3171.501 

 G-structure:  ~order

      post.mean  l-95% CI u-95% CI eff.samp
order      7720 4.023e-13  0.09208     1000

               ~fam:fam

        post.mean  l-95% CI u-95% CI eff.samp
fam:fam   4092456 2.376e-12  0.02938     1000

 R-structure:  ~units

      post.mean l-95% CI u-95% CI eff.samp
units         1        1        1        0

 Location effects: IUCN ~ STO + BS + PD + FR + END + WO + RG + SEA + ALT + BIO + SE + FS 

                         			post.mean   l-95% CI   u-95% 		CI eff.samp pMCMC   
(Intercept)              		39.065870  -3.510793   2.407406   1000.0 		0.776   
STOStorage organ        	 -0.004916  -0.299409   0.230731    757.2		 0.946   
BSUnisexual flower       	 0.211852  -0.131660   0.548879    708.0 		0.212   
BSUnisexual plant         	0.370895   0.003567   0.817429    770.3 		0.070 . 
PDBiotic                  		0.381261   0.054626   0.724368    774.4 		0.040 * 
PDMammalia               		26.364377  -2.139720   1.397539   1000		.0 0.724   
FRNon_fleshy_fruit       	-0.208198  -0.536699   0.083012    964.2 		0.202   
ENDNon_endospermous   0.503829   0.200868   0.822120    591.7 		0.004 **
WOWoody                  		-0.203632  -0.565069   0.139240    857.5 		0.272   
RGTwo+                   		-0.052508  -0.250675   0.163811    831.8 		0.588   
SEAHapaxanthic           	-1.344993  -4.504625   1.848373    890.4 		0.406   
SEAHapaxanthic          	  0.223060  -1.590483   2.012970    785.9 		0.800   
SEAPerennial             		-0.097971  -0.460607   0.304681    849.9 		0.580   
SEAPleonanthic       	       -0.069756  -0.813837   0.704066    969.4 		0.872   
ALTHigh                 		 -0.129331  -0.483238   0.200436   1000.0 		0.472   
ALTLow                  		 -0.171467  -0.514753   0.121200    842.9 		0.316   
ALTMid                   		 0.068307  -0.227978   0.379701    814.9 		0.660   
BIOBoreal                 		1.785916  -1.222387   4.769563    860.2 		0.254   
BIOMediterranean-type     2.105530  -0.888236   4.786029    817.9 		0.156   
BIOSubantarctic           	2.214561  -0.888921   5.239470    841.3 		0.190   
BIOSubarctic            		  2.441894  -0.667793   5.677992    849.5 		0.142   
BIOSubtropical/Tropical     2.336425  -0.660675   4.899198    928.3 		0.124   
BIOTemperate             		 2.315834  -0.761101   4.826330    809.2 		0.132   
SEFew-Several           		146.220538  -0.620787   3.933475   1000.0 		0.172   
SENumerous              	  	0.206148  -0.117869   0.572987    734.9 		0.236   
SESeveral                 		0.626675  -0.236956   1.456895    881.7 		0.134   
SESingle                		  0.399690   0.030041   0.779923    709.8 		0.032 * 
FSZygomorphic            	 0.032334  -0.215194   0.265597    355.7 		0.814   
---
Signif. codes:  0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 

 Cutpoints: 
                     post.mean l-95% CI u-95% CI eff.samp
cutpoint.traitIUCN.1    0.6593   0.5211    0.793    48.46
cutpoint.traitIUCN.2    2.4694   2.2952    2.663    41.37
cutpoint.traitIUCN.3    3.6258   3.4220    3.827    38.02
cutpoint.traitIUCN.4    4.1156   3.9166    4.341    52.46
On 11 Aug 2010, at 17:15, Jarrod Hadfield wrote:
Hi,

Could you give summary(model) with the new version (2.05) - it will be easier to see what is going on?

Jarrod
On 11 Aug 2010, at 17:08, Chris Mcowen wrote:

            

  
    
#
Hi Chris,


The model syntax looks reasonable but there seems to be some large  
posterior means (outside of the 95% credible range). I bet plot(model 
$VCV) looks pretty horrible too. You need to  consider using proper  
priors in this instance because the chain is getting stuck at zero for  
long periods of time and generating numerical problems. I tend to use  
parameter expanded priors more and more as they improve mixing and  
seem to be only weakly informative. For example: G1=list(V=1, nu=1,  
alpha.mu=0, alpha.V=1000) ....  There is also the possibility that you  
have complete separation as you have a lot of fixed effects and many  
levels in the ordinal response - are all 5's for example associated  
with a single fixed factor, or something like this?

Jarrod
On 11 Aug 2010, at 17:20, Chris Mcowen wrote:

            

  
    
#
Hi
The ordinal response are categorical - different levels of threat, however they can be successfully used as a continuous response ( Purvis, Mace etc) they are not associated with any of the fixed factors, i am trying to use the fixed factors (life history traits) to predict the ordinal response. 

I shall have a play with the priors as
Has improved things, but not greatly

Thanks

Chris

Intercept)              -0.23325 -2.89744  2.83429    793.1 0.884  
STOStorage organ         -0.04486 -0.28088  0.23706   1306.4 0.722  
BSUnisexual flower        0.21329 -0.11396  0.52257    861.1 0.206  
BSUnisexual plant         0.33547 -0.04818  0.75086    806.5 0.122  
PDBiotic                  0.28292 -0.13199  0.63020    599.1 0.184  
PDMammalia               -0.46017 -2.15330  1.44028    862.8 0.640  
FRNon_fleshy_fruit       -0.22784 -0.54680  0.10850    764.5 0.192  
ENDNon_endospermous       0.44173  0.10830  0.74418    747.8 0.016 *
WOWoody                  -0.22039 -0.59506  0.11227    631.0 0.252  
RGTwo+                   -0.04816 -0.24944  0.15221    816.4 0.666  
SEAHapaxanthic           -1.53904 -4.55702  1.67797    688.6 0.330  
SEAHapaxanthic            0.18037 -1.72087  2.27258    796.5 0.800  
SEAPerennial             -0.07601 -0.44810  0.33258    926.0 0.712  
SEAPleonanthic           -0.14699 -1.14695  0.81452    723.9 0.748  
ALTHigh                  -0.13191 -0.46780  0.22911    725.0 0.452  
ALTLow                   -0.17699 -0.51173  0.10969    772.8 0.292  
ALTMid                    0.06855 -0.21312  0.41342    882.1 0.684  
BIOBoreal                 1.74800 -1.18782  4.72759    782.0 0.242  
BIOMediterranean-type     2.08074 -0.62533  5.05527    780.1 0.140  
BIOSubantarctic           2.17686 -1.13669  5.24883    806.7 0.180  
BIOSubarctic              2.39551 -0.91077  5.41454    839.1 0.138  
BIOSubtropical/Tropical   2.31132 -0.36795  5.24304    791.5 0.110  
BIOTemperate              2.29529 -0.41744  5.18185    795.5 0.104  
SEFew-Several             1.86331 -0.57544  4.01647    732.1 0.106  
SENumerous                0.20823 -0.14937  0.57547    851.4 0.226  
SESeveral                 0.66868 -0.13298  1.45685    894.6 0.102  
SESingle                  0.42408  0.07265  0.80295    872.5 0.022 *
FSZygomorphic             0.01505 -0.22554  0.27481    760.5 0.908
On 11 Aug 2010, at 17:34, Jarrod Hadfield wrote:
Hi Chris,


The model syntax looks reasonable but there seems to be some large posterior means (outside of the 95% credible range). I bet plot(model$VCV) looks pretty horrible too. You need to  consider using proper priors in this instance because the chain is getting stuck at zero for long periods of time and generating numerical problems. I tend to use parameter expanded priors more and more as they improve mixing and seem to be only weakly informative. For example: G1=list(V=1, nu=1, alpha.mu=0, alpha.V=1000) ....  There is also the possibility that you have complete separation as you have a lot of fixed effects and many levels in the ordinal response - are all 5's for example associated with a single fixed factor, or something like this?

Jarrod
On 11 Aug 2010, at 17:20, Chris Mcowen wrote: