Re: [R] degrees of freedom in a LME model

2003-06-30 Thread Douglas Bates
Federico Calboli [EMAIL PROTECTED] writes:

 Dear All,
 
 I am analysing some data for a colleague (not my data, gotta be published
 so I cannot divulge).
 
 My response variable is the number of matings observed per day for some
 fruitlies.
 
 My factors are:
 Day: the observations were taken on 9 days
 Regime: 3 selection regimes
 Line: 3 replicates per selection regime.
 
 I have 81 observations in total
 
 The lines are coded A to I, so I do not need to do any extra grouping.
 
 my model is:
 
 anova(lme(Matings ~ Day * Regime, random = ~1| Line/Day, mydata))
 
 I would expect to have:
 1 df per Day
 2 df per Regime
 2 df per Day * Regime
 6 df per Line %in% Regime
 6 df per Day * Line %in% Regime,
 
 
 so my anova would have:
 
   numDF   denDF
 int   1   63
 Day   1   6
 Regime2   6
 D*R   2   6
 
 what I get is:
 
   numDF   denDF
 int   1   69
 Day   1   69
 Regime2   6
 D*R   2   69
 
 why is lme not calculating correctly the Line/Day interation ?

I think your calculation is based on using only within-strata
information whereas lme uses both within-strata and between-strata
information for estimates of effects.

The way that we calculate denominator degrees of freedom is described
on pp. 90-91 of Pinheiro and Bates (2000).  For each term in the
fixed-effects we determine the innermost level of the random effects
at which is it changing.  Because Regime is constant for each Line it
has the fewest degrees of freedom but Day is changing within Line so
terms in Day have more degrees of freedom.  Is this what you intended?

I must admit I am having difficulty understanding the structure of the
experiment but it is still Monday morning for me so perhaps that is
not surprising.

 I am using R 1.7.0 under W2K, although I updated the packages and I get the
 warning nlme lib built under R1.7.1...
 
 Regards,
 
 Federico 


-- 
Douglas Bates[EMAIL PROTECTED]
Statistics Department608/262-2598
University of Wisconsin - Madisonhttp://www.stat.wisc.edu/~bates/

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Re: [R] degrees of freedom in a LME model

2003-06-30 Thread Federico Calboli
Dear Prof. Bates,

Thank you for your reply. I did actually check the book at pages 89-92, but
I have to say I found it a bit cryptic, if not downright confusing, for a
genetist like me. Any day of the week. 

To use the example in the book, I cannot see why MACHINE is inner to
WORKER. Or where the Pi = sum of df for the term estimatet at level i... 

To me it's just a two way anova with one random effect + one interaction.
My df correspond to those in the book, but I calculated them in the bog
standard way of 2 df for 3 machines, 5 df for 6 workers and 2 * 5 = 10 df
for the interaction...oh well...

I attach the datasest (I did a sample with replace = TRUE, should have
thought of this earlier...). I hope thing would be clearer. It is obvious
that if I consider day a factor, as I have just one datapoint per day per
line within regime, I end up using all my degrees of freedom:

2 df for 3 regimes
6 df for line within regime
8 df for day (9 days, day as factor)
16 df for regime * day
48 df for line * day
total 80 df, with 0 df remaining for the error. A bit of a problem I
daresay, but I did not collect the data!

BUT I did calculate my anova considering day as a continuous variable,

2 df for 3 regimes
6 df for line within regime
1 df for day (day as a number)
2 df for regime * day
6 df for line * day
total 17 df, with 63 df remaining for the error. 

I still do not get why the interaction term Regime*Day is not tested on the
interaction Line-in-regime*Day... In my analysis LME is clumping Error and
Line-in-regime*Day together, judging by the df I was talking about in my
previuos email. To me it should be just another bog standard
situation...But if I were smart enough to be a statistician I would not be
here doing genetics ;)

Regards,
Federico Calboli



Day LineRegime  Matings
2   501 es  0.4
4   501 es  0.32989691
9   501 es  0.48484848
11  501 es  0.72727273
16  501 es  0.34042553
18  501 es  0.56470588
25  501 es  0.37509377
30  501 es  0.
32  501 es  0.7778
2   502 es  0.57142857
4   502 es  1.0667
9   502 es  0.16
11  502 es  0.4
16  502 es  0.4
18  502 es  0.
25  502 es  0.80808081
30  502 es  0.48
32  502 es  0.25531915
2   503 es  0
4   503 es  0.72727273
9   503 es  0.3
11  503 es  0.7778
16  503 es  0.34042553
18  503 es  1.0667
25  503 es  0.32989691
30  503 es  1.2444
32  503 es  0.19153725
2   fb1 fb  0.72727273
4   fb1 fb  0.42105263
9   fb1 fb  0.32989691
11  fb1 fb  0.32323232
16  fb1 fb  0.37509377
18  fb1 fb  0.51612903
25  fb1 fb  0.4
30  fb1 fb  0.24742268
32  fb1 fb  0.24742268
2   fb2 fb  1.
4   fb2 fb  0.25263158
9   fb2 fb  0.6667
11  fb2 fb  1.0667
16  fb2 fb  0.97959184
18  fb2 fb  0.42105263
25  fb2 fb  0.57142857
30  fb2 fb  1.1556
32  fb2 fb  0.80808081
2   fb3 fb  0.18952106
4   fb3 fb  0.6667
9   fb3 fb  1.22033898
11  fb3 fb  0.35955056
16  fb3 fb  1.68421053
18  fb3 fb  0.57461174
25  fb3 fb  0.93506493
30  fb3 fb  0.80808081
32  fb3 fb  0.57461174
2   mb1 mb  0.
4   mb1 mb  0.3902439
9   mb1 mb  0.42105263
11  mb1 mb  0.48484848
16  mb1 mb  0.5556
18  mb1 mb  1.68421053
25  mb1 mb  0.4
30  mb1 mb  0.16
32  mb1 mb  0.09523809
2   mb2 mb  0.7778
4   mb2 mb  0.68817204
9   mb2 mb  0.25263158
11  mb2 mb  1.
16  mb2 mb  0.5
18  mb2 mb  0.37509377
25  mb2 mb  0.16494845
30  mb2 mb  2.46153846
32  mb2 mb  0.47058824
2   mb3 mb  1.0667
4   mb3 mb  0.5
9   mb3 mb  0.5
11  mb3 mb  0.38095238
16  mb3 mb  0.26373626
18  mb3 mb  0.87912088
25  mb3 mb  0.5556
30  mb3 mb  0.74418605
32  mb3 mb  1.


I think your calculation is based on using only within-strata
information whereas lme uses both within-strata and between-strata
information for estimates of effects.

The way that we calculate denominator degrees of freedom is described
on pp. 90-91 of Pinheiro and Bates (2000).  For each term in the
fixed-effects we determine the innermost level of the random effects
at which is it changing.  Because Regime is constant for each