On Aug 18, 2010, at 1:19 PM, Johan Jackson wrote:

Hi all,

Thanks for the replies (including off list). I have since resolved the discrepant results. I believe it has to do with R's scoping rules - I had an object called 'labs' and a variable in the dataset (DATA) called 'labs', and
apparently (to my surprise), when I called this:

lmer(Y~X + (1|labs),dataset=DATA)

lmer was using the object 'labs' rather than the object 'DATA$labs'. Is this
expected behavior??

help(lmer, package=lme4)

It would be if you use the wrong data argument for lmer(). I doubt that the argument "dataset" would result in lmer processing "DATA". My guess is that the function also accessed objects "Y" and "X" from the calling environment rather than from within "DATA".



This would have been fine, except I had reordered DATA in the meantime!

Best,

JJ

On Tue, Aug 17, 2010 at 7:17 PM, Mitchell Maltenfort <mmal...@gmail.com >wrote:

One difference is that the random effect in lmer is assumed --
implicitly constrained, as I understand it -- to
be a bell curve. The fixed effect model does not have that constraint.

How are the values of "labs" effects distributed in your lm model?

On Tue, Aug 17, 2010 at 8:50 PM, Johan Jackson
<johan.h.jack...@gmail.com> wrote:
Hello,

Setup: I have data with ~10K observations. Observations come from 16
different laboratories (labs). I am interested in how a continuous
factor,
X, affects my dependent variable, Y, but there are big differences in the
variance and mean across labs.

I run this model, which controls for mean but not variance differences
between the labs:
lm(Y ~ X + as.factor(labs)).
The effect of X is highly significant (p < .00001)

I then run this model using lme4:
lmer(Y~ X + (1|labs)) #controls for mean diffs bw labs
lmer(Y~X + (X|labs)) #and possible slope heterogeneity bw labs.

For both of these latter models, the effect of X is non- significant (|t|
<
1.5).

What might this be telling me about my data? I guess the second (X| labs)
may
tell me that there are big differences in the slope across labs, and that the slope isn't significant against the backdrop of 16 slopes that differ quite a bit between each other. Is that right? (Still, the enormous drop
in
p-value is surprising!). I'm not clear on why the first (1|labs),
however,
is so discrepant from just controlling for the mean effects of labs.

Any help in interpreting these data would be appreciated. When I first
saw
the data, I jumped for joy, but now I'm muddled and uncertain if I'm
overlooking something. Is there still room for optimism (with respect to
X
affecting Y)?

JJ

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David Winsemius, MD
West Hartford, CT

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