Hi Indrajit, In your first SAS code, change to type=un. cs imposes the (somewhat dubious) assumption that the variance of both the intercept and slope are equal. If you are using lme4, all random effects in a single block (e.g., (1 + month | batch) the 1 = intercept and month = random slope) will have an unstructured (or freely estimated) variance covariance matrix.
Cheers, Josh On Mon, Apr 29, 2013 at 11:26 PM, Indrajit Sengupta < indrajitsg2...@gmail.com> wrote: > Hi All, > > I am trying to shift from running mixed models in SAS using PROC MIXED > to using lme4 package in R. In trying to match the coefficients of R > output to that of SAS output, I came across this problem. > > The dataset I am using is this one: > > > http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_mixed_sect034.htm > > If I run the following code: > > proc mixed data=rc method=ML covtest; > class Batch; > model Y = Month / s; > random Int Month / type=cs sub=Batch s; > run; > > The Fixed effect coefficients match with that of R. But the random > effect does not. Here is the R code: > > rc <- read.table('rc.csv', sep = ',', header=T, na.strings=".") > > m1 <- lmer(formula = Y ~ Month + (Month|Batch), data = rc, REML = F) > > summary(m1) > > fixef(m1) > > ranef(m1) > > But if I change the SAS code as follows: > > proc mixed data=rc method=ML covtest; > class Batch; > model Y = Month / s; > random Int / type=cs sub=Batch s; > run; > > and the R code as follows: > > m2 <- lmer(formula = Y ~ Month + (1|Batch), data = rc, REML = F) > > summary(m2) > > fixef(m2) > > ranef(m2) > > both fixed and random effect coefficients match. I am unable to > understand this discrepancy. Am I wrongly specifying the model in the > first case? > > It would be helpful if someone can throw some light on this. > > Regards, > Indrajit > > ______________________________________________ > 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. > -- Joshua Wiley Ph.D. Student, Health Psychology University of California, Los Angeles http://joshuawiley.com/ Senior Analyst - Elkhart Group Ltd. http://elkhartgroup.com [[alternative HTML version deleted]] ______________________________________________ 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.
