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Proper analysis for the Machines dataset in lme4

2 messages · Reinhold Kliegl, Douglas Bates

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Dear Michael,

My following statement was not correct:

On Mon, Apr 28, 2008 at 8:38 AM, Reinhold Kliegl
<reinhold.kliegl at gmail.com> wrote:
After reading Douglas Bates's explanation of random effects for the
Machines data today, I must add the following correction:

mr1: score ~ Machine + (1 | Worker)
mr2: score ~ Machine + (1 | Worker/Machine) ==  score ~ Machine + (1 |
Worker) + (1 | Worker:Machine)
mr3: score ~ Machine + (Machine | Worker)

I wrongly assumed "(1 | Worker/Machine)" would force the six workers
to be nested within Machine, that the program would treat them as 3
groups of 6 workers although they are coded 1 to 6. Rather this syntax
is shorthand for:  "(1 | Worker) + (1 | Worker:Machine)".
Viewed this way, mr1 and mr2 can be compared, of course, as can mr1
and mr3; these are nested models;  I am not sure about mr2 and mr3.

Best,
Reinhold
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On Tue, May 13, 2008 at 6:06 PM, Reinhold Kliegl
<reinhold.kliegl at gmail.com> wrote:
mr2 and mr3 are nested.  It is easiest to see this if mr3 is written
in the equivalent form

mr3: score ~ Machine + (0 + Machine | Worker)

If mr2 were re-expressed in this form the 3 by 3 variance-covariance
matrix for the levels of Machine given Worker would have a compound
symmetry form  in which all the diagonal elements are equal to
sigma^2_1 + sigma^2_2 and all the off-diagonal elements are equal to
sigma^2_2.