[R] Variance Components in R

Thu Aug 17 17:08:56 CEST 2006

Iuri:

The lmer function is optimal for large data with crossed random effects.
How large are your data?

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Iuri Gavronski
> Sent: Thursday, August 17, 2006 11:08 AM
> To: Spencer Graves
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] Variance Components in R
> 
> Thank you for your reply.
> VARCOMP is available at SPSS advanced models, I'm not sure 
> for how long it exists... I only work with SPSS for the last 
> 4 years...
> My model only has crossed random effects, what perhaps would 
> drive me to lmer().
> However, as I have unbalanced data (why it is normally called 
> 'unbalanced design'? the data was not intended to be 
> unbalanced, only I could not get responses for all cells...), 
> I'm afraid that REML would take too much CPU, memory and time 
> to execute, and MINQUE would be faster and provide similar 
> variance estimates (please, correct me if I'm wrong on that point).
> I only found MINQUE on the maanova package, but as my study 
> is very far from genetics, I'm not sure I can use this package.
> Any comment would be appreciated.
> Iuri
> 
> On 8/16/06, Spencer Graves <spencer.graves at pdf.com> wrote:
> >
> >       I used SPSS over 25 years ago, but I don't recall 
> ever fitting a 
> > variance components model with it.  Are all your random 
> effects nested?
> > If they were, I would recommend you use 'lme' in the 'nlme' package.
> > However, if you have crossed random effects, I suggest you 
> try 'lmer'
> > associated with the 'lme4' package.
> >
> >       For 'lmer', documentation is available in Douglas 
> Bates. Fitting 
> > linear mixed models in R. /R News/, 5(1):27-30, May 2005 
> > (www.r-project.org -> newsletter).  I also recommend you try the 
> > vignette available with the 'mlmRev' package (see, e.g., 
> > http://finzi.psych.upenn.edu/R/Rhelp02a/archive/81375.html).
> >
> >        Excellent documentation for both 'lme' (and indirectly for
> > 'lmer') is available in Pinheiro and Bates (2000) 
> Mixed-Effects Models 
> > in S and S-Plus (Springer).  I have personally recommended 
> this book 
> > so many times on this listserve that I just now got 234 hits for 
> > RSiteSearch("graves pinheiro").  Please don't hesitate to pass this 
> > recommendation to your university library.  This book is 
> the primary 
> > documentation for the 'nlme' package, which is part of the 
> standard R 
> > distribution.  A subdirectory "~library\nlme\scripts" of your R 
> > installation includes files named "ch01.R", "ch02.R", ..., 
> "ch06.R", 
> > "ch08.R", containing the R scripts described in the book.  These R 
> > script files make it much easier and more enjoyable to study that 
> > book, because they make it much easier to try the commands 
> described 
> > in the book, one line at a time, testing modifications to check you 
> > comprehension, etc.  In addition to avoiding problems with 
> > typographical errors, it also automatically overcomes a few 
> minor but 
> > substantive changes in the notation between S-Plus and R.
> >
> >       Also, the "MINQUE" method has been obsolete for over 
> 25 years.  
> > I recommend you use method = "REML" except for when you want to 
> > compare two nested models with different fixed effects;  in 
> that case, 
> > you should use method = "ML", as explained in Pinheiro and 
> Bates (2000).
> >
> >       Hope this helps.
> >       Spencer Graves
> >
> > Iuri Gavronski wrote:
> > > Hi,
> > >
> > > I'm trying to fit a model using variance components in R, but if 
> > > very new on it, so I'm asking for your help.
> > >
> > > I have imported the SPSS database onto R, but I don't know how to 
> > > convert the commands... the SPSS commands I'm trying to 
> convert are:
> > > VARCOMP
> > >    RATING BY CHAIN SECTOR RESP ASPECT ITEM
> > >    /RANDOM = CHAIN SECTOR RESP ASPECT ITEM
> > >    /METHOD = MINQUE (1)
> > >    /DESIGN = CHAIN SECTOR RESP ASPECT ITEM
> > >                SECTOR*RESP SECTOR*ASPECT SECTOR*ITEM CHAIN*RESP 
> > > CHAIN*ASPECT CHAIN*ITEM RESP*ASPECT RESP*ITEM
> > >                SECTOR*RESP*ASPECT SECTOR*RESP*ITEM 
> CHAIN*RESP*ASPECT
> > >    /INTERCEPT = INCLUDE.
> > >
> > > VARCOMP
> > >    RATING BY CHAIN SECTOR RESP ASPECT ITEM
> > >    /RANDOM = CHAIN SECTOR RESP ASPECT ITEM
> > >    /METHOD = REML
> > >    /DESIGN = CHAIN SECTOR RESP ASPECT ITEM
> > >                SECTOR*RESP SECTOR*ASPECT SECTOR*ITEM CHAIN*RESP 
> > > CHAIN*ASPECT CHAIN*ITEM RESP*ASPECT RESP*ITEM
> > >                SECTOR*RESP*ASPECT SECTOR*RESP*ITEM 
> CHAIN*RESP*ASPECT
> > >    /INTERCEPT = INCLUDE.
> > >
> > > Thank you for your help.
> > >
> > > Best regards,
> > >
> > > Iuri.
> > >
> > > _______________________________________
> > > Iuri Gavronski - iuri at ufrgs.br
> > > doutorando
> > > UFRGS/PPGA/NITEC - www.ppga.ufrgs.br Brazil
> > >
> > > ______________________________________________
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