[R-sig-ME] lme and lmer
Nicholas Burgoyne
nburgoyne at mango-solutions.com
Wed Jul 30 10:25:53 CEST 2014
Dear all,
I have been kindly redirected here by Ben Bolker, thank you for your assistance so far!
I apologise for posting what is probably quite a benign query, but for the life of me I can't find an answer.
I have been asked to explain the differences in the variance-covariance data in an identical test in Splus (lme) and R (lmer in lme4).
The input data is standard (from MASS), and identical (I've checked), the test is as similar as I can make it (code below).
The same output (to a high degree of precision) is obtained for all of the output values (not just that displaced here), expect for the vcov data for the Intercept with itself. The effect is therefore that the standard deviations of the fixed values are quite different!
I am using splus 6.2, R 3.0.2 and lme4 v 1.1-7 (see sessionInfo dump later on), the contrasts in splus are set to treatment/poly.
Any advice you could give me would be very helpful.
Kind regards,
Nick Burgoyne
#########
#In Spus#
#########
>options(contrasts=c("contr.treatment", "contr.poly"))
>library(MASS)
>coop <- coop
>lme <- lme(fixed=Conc ~ Lab, data=coop, random = ~ Bat, subset=coop$Spc=="S1")
> lme
Linear mixed-effects model fit by REML
Data: coop
Subset: coop$Spc == "S1"
Log-restricted-likelihood: 20.27187
Fixed: Conc ~ Lab
(Intercept) LabL2 LabL3 LabL4 LabL5 LabL6
0.319999 0.08166667 0.04 0.68 0.1233333 0.2033333
Random effects:
Formula: ~ Bat | 1
Structure: General positive-definite
StdDev Corr
(Intercept) 0.1401167895 (Intr) BatB2
BatB2 0.0001407246 0.000
BatB3 0.0003628541 0.000 -0.072
Residual 0.1029156551
Number of Observations: 36
Number of Groups: 1
> lme$varFix
(Intercept) LabL2 LabL3 LabL4 LabL5 LabL6
(Intercept) 0.021398003 -0.001765272 -0.001765272 -0.001765272 -0.001765272 -0.001765272
LabL2 -0.001765272 0.003530544 0.001765272 0.001765272 0.001765272 0.001765272
LabL3 -0.001765272 0.001765272 0.003530544 0.001765272 0.001765272 0.001765272
LabL4 -0.001765272 0.001765272 0.001765272 0.003530544 0.001765272 0.001765272
LabL5 -0.001765272 0.001765272 0.001765272 0.001765272 0.003530544 0.001765272
LabL6 -0.001765272 0.001765272 0.001765272 0.001765272 0.001765272 0.003530544
######
#In R#
######
>library(lme4)
>library(MASS)
>coop <- coop
>lme <- lmer(formula=Conc ~ Lab + (1|Bat), data=coop, subset=coop$Spc=="S1")
>lme
Linear mixed model fit by REML ['lmerMod']
Formula: Conc ~ Lab + (1 | Bat)
Data: coop
Subset: coop$Spc == "S1"
REML criterion at convergence: -40.5438
Random effects:
Groups Name Std.Dev.
Bat (Intercept) 0.0000
Residual 0.1029
Number of obs: 36, groups: Bat, 3
Fixed Effects:
(Intercept) LabL2 LabL3 LabL4 LabL5 LabL6
0.32000 0.08167 0.04000 0.68000 0.12333 0.20333
>vcov(lme)
6 x 6 Matrix of class "dpoMatrix"
(Intercept) LabL2 LabL3 LabL4 LabL5
(Intercept) 0.001765278 -0.001765278 -0.001765278 -0.001765278 -0.001765278
LabL2 -0.001765278 0.003530556 0.001765278 0.001765278 0.001765278
LabL3 -0.001765278 0.001765278 0.003530556 0.001765278 0.001765278
LabL4 -0.001765278 0.001765278 0.001765278 0.003530556 0.001765278
LabL5 -0.001765278 0.001765278 0.001765278 0.001765278 0.003530556
LabL6 -0.001765278 0.001765278 0.001765278 0.001765278 0.001765278
LabL6
(Intercept) -0.001765278
LabL2 0.001765278
LabL3 0.001765278
LabL4 0.001765278
LabL5 0.001765278
LabL6 0.003530556
> sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: i386-w64-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_United Kingdom.1252
[2] LC_CTYPE=English_United Kingdom.1252
[3] LC_MONETARY=English_United Kingdom.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United Kingdom.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] MASS_7.3-29 lme4_1.1-7 Rcpp_0.11.2 Matrix_1.1-4
loaded via a namespace (and not attached):
[1] grid_3.0.2 lattice_0.20-29 minqa_1.2.3 nlme_3.1-111
[5] nloptr_1.0.0 splines_3.0.2 tools_3.0.2
--
Nicholas Burgoyne
E:nburgoyne at mango-solutions.com T:+44 (0)1249 705 450
W:www.mango-solutions.com
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confidential and / or privileged information. If you are not the intended recipient, please
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contained in this message is prohibited.
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registered office at Suite 3, Middlesex House, Rutherford Close, Stevenage, Herts, SG1 2EF,
UK.
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