[R-lang] Re: Investigating random slope variance

T. Florian Jaeger tiflo@csli.stanford.edu
Thu Apr 3 21:10:31 PDT 2014


Hi Titus,

just a quick comment in reply to:


On Thu, Apr 3, 2014 at 2:31 PM, Titus von der Malsburg
<malsburg@posteo.de>wrote:
>
> It seems that the fixed-effects model is more consistent with the
> descriptive stats:
>

I would be careful making anything out of this. The BLUP estimates of the
random effects (and, I assume, their distribution) are affected by
shrinkage, which is often a desirable (conservative) feature, although it
will make differences appear smaller. So, it's not surprising that the
fixed effect model mirrors the empirical means more closely. That doesn't
mean though that it's the better model to draw conclusion from (about those
differences).

Florian


>
>   > with(d, tapply(trt, list(item, cond), mean, na.rm=T))
>              A         B
>   1  1165.3636 1128.5652
>   2   992.5455 1144.6087
>   3   602.1818  583.0909
>   4   613.9048  719.3913
>   5   599.8182  646.8696
>   6   406.9048  489.2174
>   7   620.0000  589.0435
>   8   644.5000  763.8696
>   9   576.3182  631.8696
>   10  596.3182  600.7826
>   11  806.8182  660.3913 * signf. in fixef-mode
>   12  442.9524  552.4783
>   13 1084.0000 1008.9130
>   14  994.4091  878.1739
>   15  898.4545  797.3913
>   16 1037.9545 1113.6087
>   17 1186.4545 1162.0435
>   18  608.6818  786.2174
>   19  582.6818  647.2727
>   20  617.4545  618.2609
>   21  434.7727  642.8095
>   22 1179.8182 1031.2609
>   23  528.2727  721.2609 * signf. in fixef-mode
>   24  571.5455  600.5909
>   25  319.6190  386.0435 * signf. in dotplot
>   26  851.6364  713.3913
>   27 1528.5909 1486.6957
>   28  720.3182  603.8261
>   29  726.9091  773.9565
>   30  381.8095  452.8636
>   31  846.6818  976.2273
>   32  634.2273  878.5652
>   33  740.1818  748.4348
>   34  713.7727  879.3913
>   35  720.8182 1052.8696 * signf. in fixef-mode
>   36 1216.5909  921.2174 * signf. in fixef-mode and dotplot
>   37  594.8636  588.9565
>   38  459.5909  624.8261
>   39  690.1818  885.2727
>   40  449.6818  628.0870
>
> > One last thing -- I would recommend that you double-check all your
> > analyses using lme4.0.  People have been reporting odd and
> > contradictory results with the newest version of lme4, especially when
> > using the default optimizer.
>
> I reran the models using the bobyqa and optimx (method="nlminb") and got
> the same results.
>
>   Titus
>
>
> Summary of model using sum-coded items as fixed effect:
>
>   Linear mixed model fit by maximum likelihood  ['lmerMod']
>   Formula: log(trt) ~ item * cond + (1 | subj)
>      Data: d
>   Control: lmerControl(optimizer = "bobyqa")
>
>        AIC      BIC   logLik deviance df.resid
>     2311.5   2761.5  -1073.7   2147.5     1705
>
>   Scaled residuals:
>       Min      1Q  Median      3Q     Max
>   -3.8821 -0.6375 -0.0172  0.6402  3.5181
>
>   Random effects:
>    Groups   Name        Variance Std.Dev.
>    subj     (Intercept) 0.07732  0.2781
>    Residual             0.18107  0.4255
>   Number of obs: 1787, groups: subj, 45
>
>   Fixed effects:
>                  Estimate Std. Error t value
>   (Intercept)    6.446746   0.042668  151.09
>   item1          0.481033   0.062657    7.68
>   item2          0.381353   0.062657    6.09
>   item3          0.214172   0.063347   -3.38
>   item4          0.065494   0.063414   -1.03
>   item5          0.164766   0.062657   -2.63
>   item6          0.489277   0.063414   -7.72
>   item7          0.103389   0.062657   -1.65
>   item8          0.007107   0.062657    0.11
>   item9          0.151968   0.062657   -2.43
>   item10         0.187189   0.062657   -2.99
>   item11         0.022083   0.062657    0.35
>   item12         0.342824   0.063414   -5.41
>   item13         0.421248   0.062657    6.72
>   item14         0.265824   0.062657    4.24
>   item15         0.095553   0.062657    1.53
>   item16         0.428998   0.062657    6.85
>   item17         0.508100   0.062657    8.11
>   item18         0.104577   0.062657   -1.67
>   item19         0.189842   0.063348   -3.00
>   item20         0.176217   0.062657   -2.81
>   item21         0.346756   0.064095   -5.41
>   item22         0.464940   0.062657    7.42
>   item23         0.211371   0.062657   -3.37
>   item24         0.239727   0.063348   -3.78
>   item25         0.702424   0.063414  -11.08
>   item26         0.074705   0.062657    1.19
>   item27         0.778773   0.062657   12.43
>   item28         0.065349   0.062657   -1.04
>   item29         0.076321   0.062657    1.22
>   item30         0.529148   0.064096   -8.26
>   item31         0.253587   0.063347    4.00
>   item32         0.028338   0.062657   -0.45
>   item33         0.062202   0.062657    0.99
>   item34         0.110623   0.062657    1.77
>   item35         0.205651   0.062657    3.28
>   item36         0.411933   0.062657    6.57
>   item37         0.237561   0.062657   -3.79
>   item38         0.293674   0.062657   -4.69
>   item39         0.104801   0.063348    1.65
>   condB-A         0.062645   0.085337    0.73
>   item1:condB-A  -0.099294   0.125314   -0.79
>   item2:condB-A   0.116658   0.125314    0.93
>   item3:condB-A  -0.124696   0.126694   -0.98
>   item4:condB-A   0.169267   0.126827    1.33
>   item5:condB-A   0.010062   0.125314    0.08
>   item6:condB-A   0.029288   0.126827    0.23
>   item7:condB-A  -0.159953   0.125314   -1.28
>   item8:condB-A   0.082437   0.125314    0.66
>   item9:condB-A  -0.088934   0.125314   -0.71
>   item10:condB-A -0.031815   0.125314   -0.25
>   item11:condB-A -0.315189   0.125314   -2.52
>   item12:condB-A  0.196759   0.126827    1.55
>   item13:condB-A -0.138070   0.125314   -1.10
>   item14:condB-A -0.193227   0.125314   -1.54
>   item15:condB-A -0.188834   0.125314   -1.51
>   item16:condB-A -0.023788   0.125314   -0.19
>   item17:condB-A -0.052790   0.125314   -0.42
>   item18:condB-A  0.037642   0.125314    0.30
>   item19:condB-A -0.011895   0.126697   -0.09
>   item20:condB-A -0.135061   0.125314   -1.08
>   item21:condB-A  0.211311   0.128191    1.65
>   item22:condB-A -0.184232   0.125314   -1.47
>   item23:condB-A  0.319074   0.125314    2.55
>   item24:condB-A -0.018217   0.126697   -0.14
>   item25:condB-A  0.216689   0.126827    1.71
>   item26:condB-A -0.192187   0.125314   -1.53
>   item27:condB-A -0.073881   0.125314   -0.59
>   item28:condB-A -0.147357   0.125314   -1.18
>   item29:condB-A -0.055930   0.125314   -0.45
>   item30:condB-A  0.091677   0.128193    0.72
>   item31:condB-A  0.055254   0.126694    0.44
>   item32:condB-A  0.170249   0.125314    1.36
>   item33:condB-A -0.021665   0.125314   -0.17
>   item34:condB-A  0.075640   0.125314    0.60
>   item35:condB-A  0.261821   0.125314    2.09
>   item36:condB-A -0.316347   0.125314   -2.52
>   item37:condB-A  0.001981   0.125314    0.02
>   item38:condB-A  0.157791   0.125314    1.26
>   item39:condB-A  0.105193   0.126697    0.83
>
>   Correlation matrix not shown by default, as p = 80 > 20.
>   Use print(...., correlation=TRUE)  or
>          vcov(....)      if you need it
>
>
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