Hi, this is my first time using the nlme package, and I ran into the following puzzling problem.
I estimated a mixed effects model using lme, once using groupedData, once explicitly stating the equations. I had the following outputs. All the coefficients were similar, but they're always slightly different, making me think that it's not due to numerical error.
Also, what is the "Corr" field in the Random Effects output? Is it the correlation between the various regressors?
Here are the outputs.
1. Linear mixed-effects model fit by REML Data: groupedData(dPx ~ EMX + EMY | Session, data = X.cen) AIC BIC logLik 834.1692 862.532 -407.0846
Random effects: Formula: ~EMX + EMY | Session Structure: General positive-definite StdDev Corr (Intercept) 1.0205525 (Intr) EMX EMX 0.2708627 1 EMY 0.2795289 -1 -1 Residual 5.5076376
Fixed effects: dPx ~ EMX + EMY
Value Std.Error DF t-value p-value
(Intercept) 1.3011219 0.6807083 121 1.911423 0.0583
EMX 0.7878296 0.2539316 121 3.102526 0.0024
EMY -0.1566070 0.1534066 121 -1.020862 0.3094
Correlation: (Intr) EMX EMX 0.151 EMY -0.573 -0.092
Standardized Within-Group Residuals: Min Q1 Med Q3 Max -3.00618687 -0.23680151 -0.03431868 0.15386198 6.27114243
Number of Observations: 129 Number of Groups: 6
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2. Linear mixed-effects model fit by REML
Data: X.cen AIC BIC logLik
834.457 862.8199 -407.2285
Random effects: Formula: ~EMX + EMY | Session Structure: General positive-definite, Log-Cholesky parametrization StdDev Corr (Intercept) 1.0101137 (Intr) EMX EMX 0.2108649 0.857 EMY 0.2995491 -0.944 -0.882 Residual 5.5104113
Fixed effects: dPx ~ EMX + EMY
Value Std.Error DF t-value p-value
(Intercept) 1.3062194 0.6823464 121 1.914305 0.0579
EMX 0.7612238 0.2440504 121 3.119125 0.0023
EMY -0.1677985 0.1618076 121 -1.037025 0.3018
Correlation: (Intr) EMX EMX 0.059 EMY -0.552 -0.002
Standardized Within-Group Residuals: Min Q1 Med Q3 Max -3.00604994 -0.24210830 -0.01660797 0.14846499 6.27931955
Number of Observations: 129 Number of Groups: 6
Could you please include the calls to lme so we can see exactly what is being fit?
You asked about the Corr columns, those are the correlation form of the estimated variance-covariance matrix of the random effects. Notice that you are trying to estmate 6 variance-covariance parameters (3 variances and 3 covariances) from information on 6 groups. In the first output the estimated variance-covariance matrix is singlular (correlations of -1 and +1). With so many parameters to estimate from so few groups it is not surprising that there is difficulty.
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