[R] Very small estimated random effect variance (lme)

Remko Duursma den.duurs at lycos.com
Tue Sep 23 02:44:45 CEST 2003

Dear R-helpers,

i get some strange results using a linear mixed-effects model (lme), of the type:

lme1 <- lme(y ~ x, random=~x|group, ...)

For some datasets, i obtain very small standard deviations of the random effects. I compared these to standard deviations of the slope and intercept using a lmList approach. Of course, the SD from the lme is always smaller (shrinkage estimator), but in some cases (the problem cases) the SD from the lme seems way too small. E.g.: SD of intercept = 0.14, SD of slope = 0.0004, SD residual=0.11. An lmList gives a slope SD of 0.07.

I have about n=6 observations per group, and about 20-100 groups depending on the dataset.

thank you for any suggestions,


Remko Duursma, Ph.D. student
Forest Biometrics Lab / Idaho Stable Isotope Lab
University of Idaho, Moscow, ID, U.S.A.

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