Dear R-Users, I can't understand the behaviour of quasibinomial in lmer. It doesn't appear to be calculating a scaling parameter, and looks to be reducing the standard errors of fixed effects estimates when overdispersion is present (and when it is not present also)! A simple demo of what I'm seeing is given below. Comments appreciated?
Thanks, Russell Millar Dept of Stat U. Auckland PS. I'm using the latest version of lme4 (0.999375-26) with R 2.7.2. > eta=rnorm(50) > p=exp(eta)/(1+exp(eta)) > y=rbinom(50,20,p)/20 #IID overdispersed binomial-normal proportions > #y=rbinom(50,20,0.5)/20 #IID binomial(20,0.5) > > Group=rep(c("A","B","C","D","E"),c(10,10,10,10,10)) > > #library(lme4) > > lmer(y~1+(1|Group),weights=rep(20,50),family="binomial") Generalized linear mixed model fit by the Laplace approximation Formula: y ~ 1 + (1 | Group) AIC BIC logLik deviance 211 214.8 -103.5 207 Random effects: Groups Name Variance Std.Dev. Group (Intercept) 0.072891 0.26998 Number of obs: 50, groups: Group, 5 Fixed effects: Estimate Std. Error z value Pr(>|z|) (Intercept) 0.2194 0.1367 1.605 0.108 > > lmer(y~1+(1|Group),weights=rep(20,50),family="quasibinomial") Generalized linear mixed model fit by the Laplace approximation Formula: y ~ 1 + (1 | Group) AIC BIC logLik deviance 213 218.7 -103.5 207 Random effects: Groups Name Variance Std.Dev. Group (Intercept) 0.0032632 0.057125 Residual 0.0447685 0.211586 Number of obs: 50, groups: Group, 5 Fixed effects: Estimate Std. Error t value (Intercept) 0.21940 0.02892 7.586 > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.