[R] Predicted values in lmer modeling

2006-11-28 Thread Fucikova, Eva
Dear All,

 

I am working with linear mixed-effects models using the lme4 package in
R. I created a model with the lmer function including some main effects,
a two-way interaction and a random effect. Now I am searching for a way
to save the predicted values for this model.

As far as I can see, there is no command in lme4 to save the predicted
values (like the predict(model) function in e.g. glm).

This gives the following R output: Error in predict(lmer(model))   no
applicable method for predict

 

I found the same question in the R forum archives, but no answer.

 

Could anybody please give me an advice how to solve this problem?

 

Thank you in advance,

Eva Fucikova

 



Msc. Eva Fucikova 
Netherlands Institute of Ecology (NIOO-KNAW) 
PO Box 40 
 ZG Heteren 
The Netherlands 
tel.: +31 (0)26 4791248 
Email:[EMAIL PROTECTED] 

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Re: [R] Predicted values in lmer modeling

2006-11-28 Thread Douglas Bates
On 11/28/06, Fucikova, Eva [EMAIL PROTECTED] wrote:
 Dear All,

 I am working with linear mixed-effects models using the lme4 package in
 R. I created a model with the lmer function including some main effects,
 a two-way interaction and a random effect. Now I am searching for a way
 to save the predicted values for this model.

 As far as I can see, there is no command in lme4 to save the predicted
 values (like the predict(model) function in e.g. glm).

If you want the predictions at the observed values of the covariates you can use

 fitted(model)

 This gives the following R output: Error in predict(lmer(model))   no
 applicable method for predict

 I found the same question in the R forum archives, but no answer.

 Could anybody please give me an advice how to solve this problem?

I haven't written a general method for predict applied to an lmer
object because it is difficult to define what it should do.  It is
clear what the predictions based on the fixed effects only should be
and perhaps it is clear what the standard errors of those predictions
are (although that would be a case where my favorite topic of the
degrees of freedom associated with a standard error would rear its
ugly head again).

It is trickier to define the predictions should be when you want to
incorporate the random effects.  If you incorporate all the levels
of the random effects I think it is clear what the prediction should
be.  Defining a standard error for that prediction could be difficult
- I'm not sure.  However, I don't know what the answer should be if
you only incorporate some of the random effects.  We could define that
unambiguously for lme models because the grouping factors were
required to be nested.  Because lmer allows for fully crossed or
partially crossed grouping factors the concept of levels is lost.
That is, there is no strict hierarchy in the grouping factors and we
can't levels to define predictions.

The bottom line is that I won't be able to write a predict method for
lmer objects until I can decide what it should do, what options should
be allowed and what the calling sequence should be.

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Re: [R] Predicted values in lmer modeling

2006-11-28 Thread Aimin Yan
m3 is a logistic regression model without random effect fitted by glm
m5 is a logistic regression model with random effect fitted by lmer
why the range for the fitted value for m5 is not between 0 and 1.
thanks,
Aimin
  range(fitted(m3))
[1] 0.1630141 0.9903415
  range(fitted(m5))
[1] -1.515915  4.576576

At 07:53 AM 11/28/2006, Douglas Bates wrote:
  fitted(model)

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Re: [R] Predicted values in lmer modeling

2006-11-28 Thread David Barron
The fitted values for m5 must be logits.

On 28/11/06, Aimin Yan [EMAIL PROTECTED] wrote:
 m3 is a logistic regression model without random effect fitted by glm
 m5 is a logistic regression model with random effect fitted by lmer
 why the range for the fitted value for m5 is not between 0 and 1.
 thanks,
 Aimin
   range(fitted(m3))
 [1] 0.1630141 0.9903415
   range(fitted(m5))
 [1] -1.515915  4.576576

 At 07:53 AM 11/28/2006, Douglas Bates wrote:
   fitted(model)

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David Barron
Said Business School
University of Oxford
Park End Street
Oxford OX1 1HP

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