[R-sig-ME] Random Effect Variance of Zero

[Kevin E. Thorpe]

Hello.

I'm posting this for a colleague since I subscribe to this list.  He fit 
a lme4::lmer model on a data set and got a variance of zero on the RE 
intercept.  He fit what appears to be the same model with nlme::lme and 
obtained a non-zero value for the same terms.

I re-ran on my system, since I just updated this week and here are my 
results.  If requested, I will send the data off-list.

Any idea why this happens or how to make it not happen?

Many thanks.

=== lme4::lmer ===

 > lmer(zbmi ~ (1|DA) , data = ra.subset)
Linear mixed model fit by REML ['lmerMod']
Formula: zbmi ~ (1 | DA)
    Data: ra.subset

REML criterion at convergence: 10474.66

Random effects:
  Groups   Name        Variance Std.Dev.
  DA       (Intercept) 0.000    0.000
  Residual             1.129    1.063
Number of obs: 3538, groups: DA, 1603

Fixed effects:
             Estimate Std. Error t value
(Intercept)  0.15347    0.01787   8.591
 > sessionInfo()
R version 2.15.3 Patched (2013-03-13 r62256)
Platform: x86_64-unknown-linux-gnu (64-bit)

locale:
  [1] LC_CTYPE=en_US       LC_NUMERIC=C         LC_TIME=en_US
  [4] LC_COLLATE=C         LC_MONETARY=en_US    LC_MESSAGES=en_US
  [7] LC_PAPER=C           LC_NAME=C            LC_ADDRESS=C
[10] LC_TELEPHONE=C       LC_MEASUREMENT=en_US LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] lme4_0.999902345-0 Matrix_1.0-11      lattice_0.20-14

loaded via a namespace (and not attached):
[1] MASS_7.3-23    grid_2.15.3    minqa_1.2.1    nlme_3.1-108 
splines_2.15.3
[6] tools_2.15.3

=== nlme::lme ===

 > lme(zbmi ~ 1 , data = ra.subset, random = ~ 1 | DA,na.action=na.omit)
Linear mixed-effects model fit by REML
   Data: ra.subset
   Log-restricted-likelihood: -5236.905
   Fixed: zbmi ~ 1
(Intercept)
   0.1537825

Random effects:
  Formula: ~1 | DA
         (Intercept) Residual
StdDev:   0.1564781 1.051139

Number of Observations: 3538
Number of Groups: 1603
 > sessionInfo()
R version 2.15.3 Patched (2013-03-13 r62256)
Platform: x86_64-unknown-linux-gnu (64-bit)

locale:
  [1] LC_CTYPE=en_US       LC_NUMERIC=C         LC_TIME=en_US
  [4] LC_COLLATE=C         LC_MONETARY=en_US    LC_MESSAGES=en_US
  [7] LC_PAPER=C           LC_NAME=C            LC_ADDRESS=C
[10] LC_TELEPHONE=C       LC_MEASUREMENT=en_US LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] nlme_3.1-108

loaded via a namespace (and not attached):
[1] grid_2.15.3     lattice_0.20-14

-- 
Kevin E. Thorpe
Head of Biostatistics,  Applied Health Research Centre (AHRC)
Li Ka Shing Knowledge Institute of St. Michael's
Assistant Professor, Dalla Lana School of Public Health
University of Toronto
email: kevin.thorpe at utoronto.ca  Tel: 416.864.5776  Fax: 416.864.3016