On Tue, 16 Dec 2003, Gary Allison wrote: > Hi all, > I didn't get a response to my post of this issue a week ago, so I've > tried to clarify: > > When I use lme to analyze a model of nested random effects, the variance > estimates of levels higher in the hierarchy appear to have much more > variance than they should. > > In the example below with 4 levels, I simulate variance in level 2 > (sd=1.0) and level 4 (sd=0.1), but levels 1 and 3 do not vary. Although > I expected to see a small amount of variability in the lme estimates of > levels 1 and 3, I am confused by what happens in the level 1 estimates: > more than 10% of the runs produce stdDev of >0.4 and in many cases the > level 1 estimate is close to level 2's. Nothing like that happens in > level 3. >
While I haven't seen any literature on this precise problem I would not be particularly surprised by it. Your model says that there is a lot of variability at level two but that it all averages out to zero within a level 1 unit. It would not be particularly surprising if some of the level 2 variability leaked up to level one, since it is only being averaged over 5 level 2 units per level 1 unit. Given sufficient data this will eventually stop happening, but you don't have very many level 1 replicates either. I think that if you really need to estimate a small variance component with large variances nested within it, you need a lot more data or a prior. -thomas ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help