If you get such a large difference between ML and REML estimation in this sort 
of situation then probably either (1) something is wrong with the code (bad 
search algorithm?) or (2) you have something pathological in your tip data set 
and/or the tree (e.g., some really long singleton branches or really short 
sister branches).  If you see a big outlier in the residuals, then this is a 
problem - I would not trust the results.  How do the residuals look from a 
regular OLS analysis?

Cheers,
Ted

From: R-sig-phylo [r-sig-phylo-boun...@r-project.org] on behalf of Sergio 
Ferreira Cardoso [sff.card...@campus.fct.unl.pt]
Sent: Saturday, April 18, 2015 10:59 AM
To: Liam J. Revell
Cc: r-sig-phylo@r-project.org
Subject: Re: [R-sig-phylo] Non normal PGLS results

Hello,

Thank you very much for the answer. I assumed PGLS residuals had to be
normal (I saw this thread:
https://stat.ethz.ch/pipermail/r-sig-phylo/2012-May/002064.html). In fact,
what I'm analysing are standardized residuals (standardized by setting the
determinant of the covariance matrix equal to one).

I thought something was wrong with the residuals because when estimating
the Lamba using ML I get a completely different result from estimating it
with REML (e.g., REML est: 0.945; M est: ~0). Do you have any idea of wat
could be causing this?

Once again, thank you for answering.

Best regards,
Sérgio.
ᐧ

2015-04-18 18:22 GMT+01:00 Liam J. Revell <liam.rev...@umb.edu>:

> Hi Sergio.
>
> We don't expect the residuals from PGLS to be independent draws from a
> normal distribution, but multivariate normal with a correlation structure
> given by the tree.
>
> Here I give some more explanation of this on my blog:
> http://blog.phytools.org/2013/02/a-comment-on-distribution-of-residuals.html
> .
>
> Let us know if this is helpful.
>
> All the best, Liam
>
> Liam J. Revell, Assistant Professor of Biology
> University of Massachusetts Boston
> web: http://faculty.umb.edu/liam.revell/
> email: liam.rev...@umb.edu
> blog: http://blog.phytools.org
>
>
> On 4/18/2015 1:15 PM, Sergio Ferreira Cardoso wrote:
>
>> Dear all,
>>
>> I'm performing PGLS's with an ultrametric phylogenetic tree (divergence
>> time as branchlengths). I tied Pagel's Lambda transformation, OU
>> transformation, regular GLS and OLS, to compare results. There is one
>> problem: the residuals of my analyses are not normal. I tried to remove
>> big
>> outliers but it made things even worse, because without them there are
>> even
>> more outliers.
>>
>> So, what should I do? The results are consistent in both 4 tests. But can
>> I
>> trust the results of the PGLS? Is it particularly bad if PGLS residuals
>> aren't normal? Does it critically afect my results?
>>
>> Thanks in advance.
>>
>> Best regards,
>> Sérgio.
>>
>>


--
Com os melhores cumprimentos,
Sérgio Ferreira Cardoso.

--------------------

Best regards,
Sérgio Ferreira Cardoso




MSc. Paleontology candidate
Departamento de Ciências da Terra - FCT /Universidade Nova de Lisboa
Geociências - Universidade de Évora

Lisboa, Portugal

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