On Mon, Apr 5, 2010 at 12:21 PM, Joris Meys <jorism...@gmail.com> wrote: > Dear all, > > I've read numerous posts about the random and nested factors in lme, > comparison to proc Mixed in SAS, and so on, but I'm still a bit confused by > the notations. More specifically, say we have a model with a fixed effect F, > a random effect R and another one N which is nested in R. > > Say the model is described by Y~F > Can anyone clarify the difference between : > random = ~1|R:N
Here you ask to estimate the variance in random intercepts between levels created by the interaction of the R and N factors (note anything on the RHS of the "|" must be factor (or can be converted) since this specifies the groups between which the random effects vary) > random = ~1|R/N The RHS can be read as "R and N %in% R". So this is as above, but additionally estimate the variance in random intercepts between the levels of R. > random = ~R:N > random = ~R/N In the above formulas you need to specify which effects you're interested in; as is they only specify grouping. > random = ~R|N Because the intercept is implicit unless explicitly removed (with +0 or -1), this requests estimation of the variance in random intercepts between levels of N, as well as either variance in random slopes between levels of N if R is numeric, or variation in random effects associated with levels of the R factor between levels of N if R is a factor (resulting in as many variance components being estimated as there are levels of R). Note that as with factor-level effects in the fixed portion of the model, what is being estimated will depend on the contrast coding for the R factor. Also, with factor random effects specifications it is often sensible to remove the intercept (e.g., ~0 + R|N) to estimate random variation associated with a specific level rather than variation in, e.g., difference from a baseline level. The interactions between contrast coding, mean structure and in/exclusion of intercepts is too much to go into here, but hopefully this gives the gist of concepts. > random = ~1|R+N > > or direct me to an overview regarding notation of these formulas in lme > (package nlme)? The help files weren't exactly clear to me on this subject. IMO Pinheiro and Bates' companion book to nlme is a prerequisite for efficient use of their software. hoping this helps, Kingsford Jones > > What confuses me most, is the use of the intercept in the random factor. > Does this mean the intercept is seen as random, has a random component or is > it just notation? In different mails from this list I found different > explanations. > > Thank you in advance. > Cheers > Joris > > -- > Joris Meys > Statistical Consultant > > Ghent University > Faculty of Bioscience Engineering > Department of Applied mathematics, biometrics and process control > > Coupure Links 653 > B-9000 Gent > > tel : +32 9 264 59 87 > joris.m...@ugent.be > ------------------------------- > Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php > > [[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. > ______________________________________________ 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.
