拟合LMEM,截距和斜率之间没有相关性

时间:2014-06-12 10:21:44

标签: r mixed-models lmer

对于模拟研究,我将不同LMEM的功效与重复测量结果进行对比。我想指定一个允许随机截距和斜率相关的模型和一个不允许它的模型。但是,当我比较两个模型时,看起来它们完全相同。当我在两个模型上运行anova时,没有相关性的模型甚至具有一个更大的自由度,而它应该是相反的。

# correlation allowed
  ml1 <- lmer(rt ~ treatment + (1+treatment|subject),data=df)
Linear mixed model fit by REML ['lmerMod']
Formula: rt ~ treatment + (1 + treatment | subject)
   Data: df
REML criterion at convergence: 10910.52
Random effects:
 Groups   Name        Std.Dev. Corr       
 subject  (Intercept) 72.87               
          treatment2  37.59    -0.17      
          treatment3  72.32    -0.65  0.73
 Residual             98.22               
Number of obs: 900, groups: subject, 30
Fixed Effects:
(Intercept)   treatment2   treatment3  
    602.537       -8.971       33.803  


# no correlation
  ml2 <- lmer(rt ~ treatment + (1|subject) + (0+treatment|subject) ,data=df)
      Linear mixed model fit by REML ['lmerMod']
Formula: rt ~ treatment + (1 | subject) + (0 + treatment | subject)
   Data: df
REML criterion at convergence: 10910.52
Random effects:
 Groups    Name        Std.Dev. Corr     
 subject   (Intercept) 29.34             
 subject.1 treatment1  66.70             
           treatment2  70.31    0.85     
           treatment3  52.95    0.29 0.68
 Residual              98.22             
Number of obs: 900, groups: subject, 30
Fixed Effects:
(Intercept)   treatment2   treatment3  
    602.537       -8.971       33.803  

# anova
anova(ml1,ml2)
refitting model(s) with ML (instead of REML)
Data: df
Models:
ml1: rt ~ treatment + (1 + treatment | subject)
ml2: rt ~ treatment + (1 | subject) + (0 + treatment | subject)
    Df   AIC   BIC  logLik deviance Chisq Chi Df Pr(>Chisq)
ml1 10 10950 10998 -5465.2    10930                        
ml2 11 10952 11005 -5465.2    10930     0      1          1

数据:

dput(DF)
structure(list(subject = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 
2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 
3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 
4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 
5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 
6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 7L, 7L, 
7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 
7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 8L, 8L, 8L, 8L, 
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 
8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 9L, 9L, 9L, 9L, 9L, 9L, 
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 
9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 10L, 10L, 10L, 10L, 10L, 10L, 
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 
10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 11L, 11L, 
11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 
11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 
11L, 11L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 
12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 
12L, 12L, 12L, 12L, 12L, 12L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 
13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 
13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 14L, 14L, 14L, 
14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 
14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 
14L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 
15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 
15L, 15L, 15L, 15L, 15L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 
16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 
16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 17L, 17L, 17L, 17L, 
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 
17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 
18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 
18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 
18L, 18L, 18L, 18L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 
19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 
19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 20L, 20L, 20L, 20L, 20L, 
20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 
20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 21L, 
21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 
21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 
21L, 21L, 21L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 
22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 
22L, 22L, 22L, 22L, 22L, 22L, 22L, 23L, 23L, 23L, 23L, 23L, 23L, 
23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 
23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 24L, 24L, 
24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 
24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 
24L, 24L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 
25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 
25L, 25L, 25L, 25L, 25L, 25L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 
26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 
26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 27L, 27L, 27L, 
27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 
27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 
27L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 
28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 
28L, 28L, 28L, 28L, 28L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 
29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 
29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 30L, 30L, 30L, 30L, 
30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 
30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L
), .Label = c("1", "2", "3", "4", "5", "6", "7", "8", "9", "10", 
"11", "12", "13", "14", "15", "16", "17", "18", "19", "20", "21", 
"22", "23", "24", "25", "26", "27", "28", "29", "30"), class = "factor"), 
    treatment = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 
    1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 
    3L, 3L, 3L, 3L, 3L, 3L), .Label = c("1", "2", "3"), class = "factor"), 
    rt = c(551.798792586772, 693.014255128461, 715.599061613616, 
    670.119831344829, 777.748610260388, 736.018489208224, 636.791011800404, 
    864.593711496912, 604.529352905588, 596.673178487122, 860.858066937491, 
    717.975814131377, 531.672833100059, 571.150454430927, 644.315598150879, 
    601.914697283216, 583.92746647402, 702.714068138085, 660.346853172676, 
    541.292786332608, 608.233103066463, 740.593415976325, 686.059921551164, 
    706.522723402261, 567.648255604935, 596.111352599386, 625.779084220279, 
    752.776987343973, 922.314285125596, 720.736074757203, 768.585671134519, 
    539.657760625667, 431.193030969184, 739.341430343149, 581.505474510558, 
    485.905153431116, 524.085545405872, 876.566370460358, 631.259754679943, 
    587.887351105621, 624.365050240473, 642.528438460209, 440.661792577731, 
    517.142782023978, 705.840003729944, 557.122142924839, 645.711579229236, 
    477.292943229673, 578.522058679457, 623.879658296107, 480.855063147831, 
    622.295733392922, 611.623490658329, 594.974733982977, 546.239019853272, 
    551.638287622872, 567.791819285002, 539.239628365136, 541.328446070423, 
    609.931976806498, 549.492601324081, 479.862984098331, 592.411150981731, 
    466.224011597179, 489.388878789762, 565.187127159354, 806.196199699478, 
    565.001071713299, 449.529036961143, 446.824243314547, 357.993777663337, 
    370.054045045062, 546.443479822161, 473.894296409884, 335.821704077378, 
    370.498649523398, 486.052525038318, 436.53292033153, 359.637460079864, 
    333.146018287273, 597.894114487158, 551.993792800734, 518.563432886515, 
    513.629383189428, 572.062676720248, 366.611317255576, 353.934207291842, 
    492.273303938824, 414.632984933654, 456.987565377718, 585.524844348671, 
    453.577328112778, 665.072248688078, 459.204631254183, 452.028605442515, 
    422.731506299078, 522.84363619892, 771.586286956136, 478.422495080758, 
    530.925498291748, 457.030618882822, 446.313635696342, 537.708665959068, 
    815.929601138346, 460.420404065423, 603.027278932425, 538.526470664698, 
    571.491835856551, 567.234631106499, 450.878624452358, 650.340961680322, 
    598.829083718722, 620.85411026516, 573.498196791879, 519.953442801483, 
    1143.14393274202, 505.028670926264, 685.875665196364, 605.316954852204, 
    645.269429082978, 678.192056130499, 605.671978651269, 650.564580984954, 
    641.331733928499, 687.164180542278, 613.873849203194, 789.829709495785, 
    560.793473918547, 707.169378961089, 680.753196215641, 659.262985906231, 
    600.712008959484, 662.275074291484, 661.346206480403, 568.31000899618, 
    661.439508442242, 761.227769640367, 699.901658463283, 631.422448673388, 
    734.257735977184, 585.776345181453, 714.587957176744, 893.931699334816, 
    586.343993838929, 664.205207596859, 828.003782888565, 906.448165648461, 
    584.196768113385, 747.575564348236, 687.698668648395, 398.221092516595, 
    490.332613905338, 502.683377386602, 451.168200674477, 620.606534311108, 
    369.820458042713, 429.483129392912, 628.153937257066, 476.31856841443, 
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    600.165531243784, 454.003777748405, 589.089266888531, 504.033320854066, 
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), class = "data.frame", row.names = c(NA, -900L))

1 个答案:

答案 0 :(得分:2)

source("lmer_nocorr_dat.R")  ## get data
library(lme4)
ml1 <- lmer(rt ~ treatment + (1+treatment|subject),data=dd)

汇总函数,用于获取我们目前感兴趣的输出位。 (打印RE差异而非标准偏差,因为它们是相加的,因此更容易分辨哪些术语被组合或分离。)

sumfun <- function(x) {
   cat("REML criterion:",REMLcrit(x),"\n")
   invisible(print(VarCorr(x),comp="Variance"))
}
## REML criterion: 10910.52 
##  Groups   Name        Variance Corr         
##  subject  (Intercept) 5309.9                
##           treatment2  1412.8   -0.168       
##           treatment3  5230.4   -0.652  0.733
##  Residual             9648.1                

对角线模型的原始尝试:

ml2 <- lmer(rt ~ treatment + (1|subject)+(0+treatment|subject),data=dd)

这会发出警告

Model failed to converge: degenerate  Hessian with 1 negative eigenvalues

并且摘要输出表明我们仍然适合使用模型 相关性:

## REML criterion: 10910.52 
##  Groups    Name        Variance Corr       
##  subject   (Intercept)  860.71             
##  subject.1 treatment1  4449.14             
##            treatment2  4942.74  0.851      
##            treatment3  2803.64  0.286 0.683
##  Residual              9648.07             

事实上,前两个术语的总和等于前一个模型中的第一个术语,进一步证明了不可识别性(我不太确定为什么其他两个方差是不同的,但我猜随机效应的方差没有改变。)

有几种方法可以解决这个问题。

设置数字虚拟变量

dd <- cbind(dd,model.matrix(~treatment,data=dd))

可能首选不同的参数化(例如~treatment-1),但如果相关性设置为零,则对应相同的模型......

ml3 <- lmer(rt ~ treatment +
        (0+`(Intercept)`|subject)+
        (0+treatment2|subject)+
        (0+treatment3|subject),
        data=dd)
## REML criterion: 10926.79 
##  Groups    Name          Variance
##  subject   `(Intercept)` 4366.25 
##  subject.1 treatment2     860.97 
##  subject.2 treatment3    3233.28 
##  Residual                9761.63 

REML标准已经上升(正如我们所预期的那样,对于灵活性较低的模型),尽管残差方差仍然相同。 getME(ml3,"theta")表明参数数量确实从6减少到3。

包裹越轨功能

dfun <- update(ml1,devFunOnly=TRUE)
lwr <- getME(ml1,"lower")
covpos <- which(lwr<0)
parvec <- numeric(length(lwr))
dfunwrap <- function(p) {
   parvec[varpos] <- p
   dfun(parvec)
}
opt <- minqa::bobyqa(par=getME(ml1,"theta")[varpos],
                        fn=dfunwrap,lower=0)
parvec[varpos] <- opt$par
opt$par <- parvec
opt$conv <- 0
lf <- lFormula(rt ~ treatment + (1+treatment|subject),data=dd)
ml4 <- mkMerMod(environment(dfun),opt,lf$reTrms,lf$fr)
## REML criterion: 10926.79 
##  Groups   Name        Variance Corr       
##  subject  (Intercept) 4366.25             
##           treatment2   860.98  0.000      
##           treatment3  3233.28  0.000 0.000
##  Residual             9761.63             

修改reTrms

lf$reTrms$theta <- c(1,1,1)    ## only 3 theta parameters
lf$reTrms$lower <- rep(0,3)
lf$reTrms$Lind <- rep(1:3,30)  ## correspondence of theta vector
                              ## with non-zero elements in Lambdat
## there should be an easier way to create a sparse diagonal matrix
##  of class 'dgCMatrix' ....
lf$reTrms$Lambdat <- sparseMatrix(i=1:90,j=1:90,dims=c(90,90),x=1)
devfun <- do.call(mkLmerDevfun,lf)
opt <- optimizeLmer(devfun)
ml5 <- mkMerMod(environment(devfun), opt, lf$reTrms, fr=lf$fr)

这给出了与之前方法相同的答案,但它打破了 输出方法......

ml5@pp$theta
## [1] 0.6687950 0.2969846 0.5755197
ml4@pp$theta
## [1] 0.6687949 0.0000000 0.0000000 0.2969847 0.0000000 0.5755197

最终我们希望在flexlambda分支中构建这类东西,但是我们必须对输出方法做一些工作......