[R-lang] trouble with random effects in factorial design

[Daniel Ezra Johnson]

Dear R-Lang,

I have noticed a difference in the random effect results depending on the
order of terms in the model, something that (to say the least) I don't
think should be happening.

The fixed effects results are identical. This is with lme4_1.0-5.

I have some (simplified) data that you can load as follows:

dat <- read.csv("http://www.danielezrajohnson.com/dej_test.csv")

Briefly, the data has 32 subjects and 32 items. Each subject has four
observations of "response" in each of four conditions (focus: "VP" vs.
"object", order: "vpo" vs. "vop"), so there are 32 x 16 = 512 observations.

The design is (not perfectly) counterbalanced by Latin Square so that each
subject saw 16 items, but the combination of items and conditions was
different from subject to subject. Put another way, each of the 32 items is
supposed to occur equally in each of the four conditions. This is not
exactly true in the example, but I don't think it should be affecting the
results.

mm.1 <- lmer(response ~ focus * order + (focus * order | subject) + (focus
* order | item), dat, control = lmerControl(optCtrl = list(maxfun =
100000)))

mm.2 <- lmer(response ~ order * focus + (order * focus | subject) + (order
* focus | item), dat, control = lmerControl(optCtrl = list(maxfun =
100000)))

> fixef(mm.1)
     (Intercept)          focusVP         ordervpo focusVP:ordervpo
       8.7265625        0.3359375        0.1171875       -0.7578125
> fixef(mm.2)
     (Intercept)         ordervpo          focusVP ordervpo:focusVP
       8.7265625        0.1171875        0.3359375       -0.7578125

You can see that the fixed effects estimates are EXACTLY the same.

The random effects, however, are somewhat different:

> VarCorr(mm.1)
 Groups   Name             Std.Dev. Corr
 subject  (Intercept)      1.36674
          focusVP          1.02059  -0.808
          ordervpo         1.75084  -0.898  0.820
          focusVP:ordervpo 2.99477   0.862 -0.930 -0.886
 item     (Intercept)      0.65516
          focusVP          0.78447  -0.749
          ordervpo         1.20179  -0.205  0.256
          focusVP:ordervpo 1.38629   0.253 -0.063 -0.719
 Residual                  1.61041
> VarCorr(mm.2)
 Groups   Name             Std.Dev. Corr
 subject  (Intercept)      1.03365
          ordervpo         0.77706  -0.675
          focusVP          1.27217   0.542 -0.064
          ordervpo:focusVP 1.73912   0.603 -0.124  0.609
 item     (Intercept)      0.10477
          ordervpo         0.92461   1.000
          focusVP          0.47122   0.682  0.686
          ordervpo:focusVP 1.68445  -0.137 -0.134  0.469
 Residual                  1.60852

The deviance estimates are also not quite the same.

> deviance(mm.1)
   REML
2151.61
> deviance(mm.2)
    REML
2175.503

My real question is why the models are not identical. A secondary question
is, given that they're not, why are the fixed effects identical, but really
I think the fixed effects should be identical, and it's a mystery to me why
the random effects are different.

To reiterate, the only difference in the two models is the order in which
the two random slopes are entered into the formula.

I hope someone can shed some light onto this, if indeed it hasn't been
asked before.

Thanks very much,
Dan
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mailman.ucsd.edu/pipermail/ling-r-lang-l/attachments/20131203/16a7f07d/attachment.html