Re: [R] zero random effect sizes with binomial lmer

2007-01-01 Thread Gregor Gorjanc
Daniel Ezra Johnson johnson4 at babel.ling.upenn.edu writes: 1) Yes, I have tweaked the data to show as clearly as I can that this is a bug, that a tiny change in initial conditions causes the collapse of a reasonable 'parameter' estimate. I would not call this a bug, since this is related

[R] zero random effect sizes with binomial lmer [sorry, ignore previous]

2007-01-01 Thread Daniel Ezra Johnson
I am fitting models to the responses to a questionnaire that has seven yes/no questions (Item). For each combination of Subject and Item, the variable Response is coded as 0 or 1. I want to include random effects for both Subject and Item. While I understand that the datasets are fairly small,

Re: [R] zero random effect sizes with binomial lmer

2007-01-01 Thread Dieter Menne
Daniel Ezra Johnson johnson4 at babel.ling.upenn.edu writes: I am fitting models to the responses to a questionnaire that has seven yes/no questions (Item). For each combination of Subject and Item, the variable Response is coded as 0 or 1. I want to include random effects for both

Re: [R] zero random effect sizes with binomial lmer

2007-01-01 Thread Andrew Robinson
According to pp 197-198 of MASS 4, the Hauck-Donner phenomenon refers to cases when the Wald approximations and the likelihood ratio tests have different p values because of the former underestimating the the change in log-likelihood on setting \beta_i = 0. This seems quite different to me than

Re: [R] zero random effect sizes with binomial lmer

2007-01-01 Thread Daniel Ezra Johnson
From: Andrew Robinson A.Robinson_at_ms.unimelb.edu.au Date: Mon 01 Jan 2007 - 19:19:29 GMT I tried an earlier version of R, on a different platform, and got quite different results. Sadly, the *earlier* results are the ones that make sense. Andrew, I tried installing R 2.3.1, it seemed to

Re: [R] zero random effect sizes with binomial lmer

2007-01-01 Thread Andrew Robinson
Good observation, Daniel. I had not picked up the different default fitting method. Cheers Andrew On Mon, Jan 01, 2007 at 08:59:55PM -0500, Daniel Ezra Johnson wrote: From: Andrew Robinson A.Robinson_at_ms.unimelb.edu.au Date: Mon 01 Jan 2007 - 19:19:29 GMT I tried an earlier version

Re: [R] zero random effect sizes with binomial lmer

2007-01-01 Thread Ken Beath
On Sun, 31 Dec 2006, at 05:50 PM, Daniel Ezra Johnson [EMAIL PROTECTED] wrote: Gregor, Thanks for your replies. 1) Yes, I have tweaked the data to show as clearly as I can that this is a bug, that a tiny change in initial conditions causes the collapse of a reasonable 'parameter'

[R] zero random effect sizes with binomial lmer

2006-12-31 Thread Daniel Ezra Johnson
I am fitting models to the responses to a questionnaire that has seven yes/no questions (Item). For each combination of Subject and Item, the variable Response is coded as 0 or 1. I want to include random effects for both Subject and Item. While I understand that the datasets are fairly

Re: [R] zero random effect sizes with binomial lmer

2006-12-31 Thread Gregor Gorjanc
Daniel Ezra Johnson johnson4 at babel.ling.upenn.edu writes: ... If one compares the random effect estimates, in fact, one sees that they are in the correct proportion, with the expected signs. They are just approximately eight orders of magnitude too small. Is this a bug? ... BLUPs are

Re: [R] zero random effect sizes with binomial lmer

2006-12-31 Thread Daniel Ezra Johnson
If one compares the random effect estimates, in fact, one sees that they are in the correct proportion, with the expected signs. They are just approximately eight orders of magnitude too small. Is this a bug? BLUPs are essentially shrinkage estimates, where shrinkage is determined with

[R] zero random effect sizes with binomial lmer

2006-12-31 Thread Daniel Ezra Johnson
I've found a way to make this problem, if it's not a bug, more clear. I've taken my original data set A and simply doubled it with AA-rbind(A,A). Doing so, instead of this: Random effects: # A Groups NameVariance Std.Dev. Subject (Intercept) 1.63e+00 1.28e+00 Item(Intercept)

Re: [R] zero random effect sizes with binomial lmer

2006-12-31 Thread Andrew Robinson
I'm not sure that shrinkage is the answer, in this case. I observed a similar problem with the gamma distribution, which I mentioned here: http://tolstoy.newcastle.edu.au/R/e2/help/06/12/6903.html Since there hasn't been any discussion, I'm starting to think that it is a bug. Andrew On Sun,

Re: [R] zero random effect sizes with binomial lmer

2006-12-31 Thread Gregor Gorjanc
Daniel Ezra Johnson johnson4 at babel.ling.upenn.edu writes: ... More broadly, is it hopeless to analyze this data in this manner, or else, what should I try doing differently? It would be very useful to be able to have reliable estimates of random effect sizes, even when they are rather

Re: [R] zero random effect sizes with binomial lmer

2006-12-31 Thread Gregor Gorjanc
Daniel Ezra Johnson johnson4 at babel.ling.upenn.edu writes: If one compares the random effect estimates, in fact, one sees that they are in the correct proportion, with the expected signs. They are just approximately eight orders of magnitude too small. Is this a bug? BLUPs are

Re: [R] zero random effect sizes with binomial lmer

2006-12-31 Thread Daniel Ezra Johnson
Gregor, Thanks for your replies. 1) Yes, I have tweaked the data to show as clearly as I can that this is a bug, that a tiny change in initial conditions causes the collapse of a reasonable 'parameter' estimate. 2) mcmcsamp() does not work (currently) for binomial fitted models. 3) This is