Well, I don't get this problem. Using your code, I get the same exact
output from 2.6.2 and 2.7.1. My sessionInfo shows that I have the same
packages as you in 2.7.1, but in 2.6.2 you have an older version of
Matrix. My output showing the same estimates from both R versions is
pasted below.
## output from 2.7.1
Linear mixed model fit by REML
Formula: dv ~ time.num * drug - 1 + (0 + Dind + Pind | Patient.cross)
Data: dat.new
AIC BIC logLik deviance REMLdev
705 729.7 -344.5 687.6 689
Random effects:
Groups Name Variance Std.Dev. Corr
Patient.cross Dind 29.3378 5.4164
Pind 4.8857 2.2104 0.169
Residual 1.9651 1.4018
Number of obs: 160, groups: Patient.cross, 20
Fixed effects:
Estimate Std. Error t value
time.num 0.8175 0.1402 5.832
drugD -0.8505 1.2705 -0.669
drugP 5.9720 0.6258 9.543
time.num:drugP -1.1262 0.1982 -5.681
Correlation of Fixed Effects:
tim.nm drugD drugP
drugD -0.276
drugP 0.000 0.127
tim.nm:drgP -0.707 0.195 -0.396
R version 2.7.1 (2008-06-23)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] lme4_0.999375-24 Matrix_0.999375-11 lattice_0.17-13
loaded via a namespace (and not attached):
[1] grid_2.7.1 tools_2.7.1
### Output from 2.6.2
Linear mixed-effects model fit by REML
Formula: dv ~ time.num * drug - 1 + (0 + Dind + Pind | Patient.cross)
Data: dat.new
AIC BIC logLik MLdeviance REMLdeviance
703 724.6 -344.5 687.6 689
Random effects:
Groups Name Variance Std.Dev. Corr
Patient.cross Dind 29.3339 5.4161
Pind 4.8854 2.2103 0.169
Residual 1.9651 1.4018
number of obs: 160, groups: Patient.cross, 20
Fixed effects:
Estimate Std. Error t value
time.num 0.8175 0.1402 5.832
drugD -0.8505 1.2705 -0.669
drugP 5.9720 0.6258 9.543
time.num:drugP -1.1262 0.1982 -5.681
Correlation of Fixed Effects:
tim.nm drugD drugP
drugD -0.276
drugP 0.000 0.127
tim.nm:drgP -0.707 0.195 -0.396
R version 2.6.2 (2008-02-08)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] lme4_0.99875-9 Matrix_0.999375-7 lattice_0.17-4
loaded via a namespace (and not attached):
[1] grid_2.6.2
-----Original Message-----
From: David Afshartous [mailto:dafshartous at med.miami.edu]
Sent: Friday, August 08, 2008 11:40 AM
To: Doran, Harold; r-sig-mixed-models at r-project.org
Subject: Re: [R-sig-ME] Different versions of lme4 and
covariance of randomeffects
Donald,
Sorry, you're right, for the reproducible example I was
mainly focusing on the correlation term but when I look
closer there are other differences as well. And yes, the
same data was used, generated via the code below with same
seed at set.seed(500).
Cheers,
David
On 8/8/08 11:30 AM, "Doran, Harold" <HDoran at air.org> wrote:
David:
I'm looking at this and am a little confused. You say the
are not too dramatic. But, they are. I can see that the syntax for
your model specification is the same, but the estimates of the fit
statistics differ (logLik), the estimates of the fixed
as well as their standard errors, and the variance
Am I missing something? Was the same data set used in both cases?
-----Original Message-----
From: r-sig-mixed-models-bounces at r-project.org
[mailto:r-sig-mixed-models-bounces at r-project.org] On
Afshartous
Sent: Friday, August 08, 2008 11:06 AM
To: r-sig-mixed-models at r-project.org
Subject: [R-sig-ME] Different versions of lme4 and covariance of
randomeffects
All,
I recently re-estimated a model after upgrading to Rv2.7.1
been estimated Rv2.6.2 previously and was surprised to see the
estimated correlation between random effects in the model
0.3 to 1.0.
It appears that the reason has more to do with the version of
lme4 since when I download the latest possible lme4 to
Rv2.6.2 the results agree.
Below is a reproducible example where the difference in results is
not as dramatic. Of course, for my data the initial
correlation of .3 seem a lot more plausible than that of
inclined to trust those results more than the newer ones.
strange to get the correlation of 1.
Cheers,
David
library("lme4")
set.seed(500)
n.timepoints <- 4 ## change for shorter examples
sd.d <- 5; sd.p <- 2; sd.res <- 1.3 drug
<- factor(rep(c("D", "P"), each = n.timepoints, times =
n.subj.per.tx))
drug.baseline <- rep( c(0,5), each=n.timepoints,
) Patient <- rep(1:(n.subj.per.tx*2), each = n.timepoints)
Patient.baseline <- rep( rnorm( n.subj.per.tx*2,
each=n.timepoints ) time
<- factor(paste("Time-", rep(1:n.timepoints, n.subj.per.tx*2),
sep=""))
time.baseline <-
rep(1:n.timepoints,n.subj.per.tx*2)*as.numeric(drug=="D")
dv <- rnorm( n.subj.per.tx*n.timepoints*2,
mean=time.baseline+Patient.baseline+drug.baseline, sd=sd.res
) dat.new <- data.frame(time, drug, dv, Patient)
dat.new$Patient.cross <- rep(1:(n.subj.per.tx), each =
2*n.timepoints)
dat.new$Dind <- as.numeric(dat.new$drug == "D") dat.new$Pind
<- as.numeric(dat.new$drug == "P") dat.new$time.num =
rep(1:n.timepoints, n.subj.per.tx*2)
##################################################################
R version 2.6.2 (2008-02-08)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets
other attached packages:
[1] lme4_0.99875-9 Matrix_0.999375-5 lattice_0.17-4
loaded via a namespace (and not attached):
[1] grid_2.6.2
( fm.het.3 <- lmer( dv ~ time.num*drug -1 + ( 0 + Dind + Pind |
Patient.cross ), data=dat.new ) )
Linear mixed-effects model fit by REML
Formula: dv ~ time.num * drug - 1 + (0 + Dind + Pind |
Data: dat.new
AIC BIC logLik MLdeviance REMLdeviance
684.7 706.3 -335.4 669.2 670.7
Random effects:
Groups Name Variance Std.Dev. Corr
Patient.cross Dind 26.8380 5.1805
Pind 7.7623 2.7861 0.060
Residual 1.5906 1.2612
number of obs: 160, groups: Patient.cross, 20
Fixed effects:
Estimate Std. Error t value
time.num 0.9101 0.1261 7.216
drugD -0.2637 1.2088 -0.218
drugP 5.0330 0.7123 7.066
time.num:drugP -0.9476 0.1784 -5.313
Correlation of Fixed Effects:
tim.nm drugD drugP
drugD -0.261
drugP 0.000 0.050
tim.nm:drgP -0.707 0.184 -0.313
#####################################################################
R version 2.7.1 (2008-06-23)
i386-pc-mingw32
locale:
LC_COLLATE=English_United States.1252;LC_CTYPE=English_United
States.1252;LC_MONETARY=English_United
States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices utils datasets
other attached packages:
[1] lme4_0.999375-24 Matrix_0.999375-11 lattice_0.17-8
loaded via a namespace (and not attached):
[1] grid_2.7.1
( fm.het.3 <- lmer( dv ~ time.num*drug -1 + ( 0 + Dind + Pind |
Patient.cross ), data=dat.new ) )
Linear mixed model fit by REML
Formula: dv ~ time.num * drug - 1 + (0 + Dind + Pind |
Data: dat.new
AIC BIC logLik deviance REMLdev
705 729.7 -344.5 687.6 689
Random effects:
Groups Name Variance Std.Dev. Corr
Patient.cross Dind 29.3378 5.4164
Pind 4.8857 2.2104 0.169
Residual 1.9651 1.4018
Number of obs: 160, groups: Patient.cross, 20
Fixed effects:
Estimate Std. Error t value
time.num 0.8175 0.1402 5.832
drugD -0.8505 1.2705 -0.669
drugP 5.9720 0.6258 9.543
time.num:drugP -1.1262 0.1982 -5.681
Correlation of Fixed Effects:
tim.nm drugD drugP
drugD -0.276
drugP 0.000 0.127
tim.nm:drgP -0.707 0.195 -0.396