[R] nlme: fewer observations than random effects in all level 1 groups

Thierry Onkelinx thierry.onkelinx at inbo.be
Fri Aug 26 10:29:02 CEST 2016


Dear John,

Please send questions on mixed models to r-sig-mixedmodels.

Your model is too complex for the data. You're fitted time*CorT as random
slopes. These random effects require 10 parameters. But you have only 4
data points per level of SS. Furthermore within each level of SS only one
level of CorT exists. So fitting the time:CorT interaction as random slope
is nonsens.

So you need to simplify of the model (or get more data). An intercept only
random effect is about of far as you can go with this dataset. A random
slope along time is doable but I won't trust it since you are fitting a
model to only 4 points.

fit1 <- lme(value ~ time * CorT, random = ~1|SS, data = data10)
fit2 <- lme(value ~ time * CorT, random = ~time|SS, data = data10)

Best regards,


ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and
Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to say
what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey

2016-08-25 16:48 GMT+02:00 John Sorkin <jsorkin op grecc.umaryland.edu>:

> I am getting a warning message when I run lme:
>
> Warning message:
> In lme.formula(fixed = value ~ CorT + time + CorT * time, data = GD) :
>   fewer observations than random effects in all level 1 groups
> I don't know what the message means, nor if I need to be concerned about
> the message. I would be
> grateful if someone could explain the message to me, and tell me if I need
> to have concern.
> My data and code follows. You should be able to copy, paste and run the
> code. (n.b. you will need nlme).
> Thank you,
> John
>
> library(nlme)
> data10 <- structure(list(SS = c(1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 10L,
>                       11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L,
> 21L, 22L, 23L,
>                       24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 33L,
> 34L, 35L, 36L,
>                       37L, 38L, 39L, 40L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L,
> 9L, 10L,
>                       11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L,
> 21L, 22L, 23L,
>                       24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 33L,
> 34L, 35L, 36L,
>                       37L, 38L, 39L, 40L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L,
> 9L, 10L,
>                       11L, 12L, 13L, 14L, 15L, 16L, 17L, 18L, 19L, 20L,
> 21L, 22L, 23L,
>                       24L, 25L, 26L, 27L, 28L, 29L, 30L, 31L, 32L, 33L,
> 34L, 35L, 36L,
>                       37L, 38L, 39L, 40L),
>                       group = structure(c(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, 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, 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), .Label = c("Cont", "Inte"), class =
> "factor"),
>                       time = c(0L,0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
> 0L, 0L, 0L, 0L, 0L, 0L,
>                       0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L, 0L,
> 0L, 0L, 0L,
>                       0L, 0L, 0L, 0L, 0L, 0L, 0L, 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, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
> 3L, 3L, 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,
> 6L, 6L, 6L,
>                       6L, 6L, 6L, 6L, 6L, 6L, 6L),
>                       value = c(2, 1, 3, 6, 1, 5, 4, 4,
>                       3, 4, 5, 8, 4, 4, 0, 10, 3, 0, 4, 6,
> 7.86633577663451, 14.8276520497166,
>                       5.82301333779469, 6.28030818421394,
> 7.63550981180742, 7.12941627483815,
>                       14.4640282960609, 8.45473791006953,
> 9.05422623036429, 10.3654135158285,
>                       7.75828687706962, 9.05671408865601,
> 9.35509188333526, 8.22054158896208,
>                       5.03435689257458, 14.7296907380223,
> 6.12912589916959, 10.4857219522819,
>                       13.7229738035239, 13.6259456002153,
> 7.28073637914354, 5.54352982843898,
>                       8.01713229269774, 13.2061931600758,
> 3.76887153466896, 10.7523541087606,
>                       9.6018583095559, 9.62481826991277, 8.90923221009558,
> 8.85276119502607,
>                       10.9778885179292, 13.4521386035968,
> 9.95012926745246, 7.78767098907235,
>                       5.47606805783807, 16.266090481022, 8.10664718517709,
> 3.98960108796381,
>                       10.1788924241439, 9.16177207287154,
> 11.6541174116198, 19.055363149052,
>                       10.4729343696394, 12.9615216852694,
> 10.3448541992752, 12.1246619594601,
>                       17.9078516870675, 14.1546013378432,
> 14.3556335566072, 13.7020998307993,
>                       12.2669613611438, 13.6968944583291,
> 16.0242423205925, 14.1618907899469,
>                       11.6571628686932, 20.6208065318508,
> 10.5981108892906, 16.506205140693,
>                       19.8382587955876, 18.8215423103255,
> 13.6293066791555, 10.679427547606,
>                       14.5715854764237, 18.0672964438053,
> 8.64819129644325, 16.5046323205086,
>                       14.933146372713, 13.0224731390702, 13.1364074268251,
> 12.7299140722498,
>                       16.3687231173825, 17.3307585790136,
> 14.8835947338426, 13.7832964561028,
>                       8.18806783970065, 20.4643754783345, 13.927444172043,
> 7.95214003187942,
>                       15.8500600646401, 14.863828811346, 16.3418851303983,
> 23.9363727442689,
>                       15.6973592017088, 16.8376901116903,
> 16.4265975193717, 18.3862045830691,
>                       23.7260777608949, 19.6736595029528,
> 18.7411384574001, 21.5299075269243,
>                       18.7672717818268, 18.6586905356669,
> 20.1908194122778, 19.6037057845507,
>                       16.2952035024787, 25.2275624425201,
> 15.7628539929276, 21.2326533842687,
>                       25.3146615100186, 24.5526929132951),
>                       baseline = c(2, 1, 3, 6,
>                       1, 5, 4, 4, 3, 4, 5, 8, 4, 4, 0, 10, 3, 0, 4, 6,
> 7.86633577663451,
>                       14.8276520497166, 5.82301333779469,
> 6.28030818421394, 7.63550981180742,
>                       7.12941627483815, 14.4640282960609,
> 8.45473791006953, 9.05422623036429,
>                       10.3654135158285, 7.75828687706962,
> 9.05671408865601, 9.35509188333526,
>                       8.22054158896208, 5.03435689257458,
> 14.7296907380223, 6.12912589916959,
>                       10.4857219522819, 13.7229738035239,
> 13.6259456002153, 2, 1, 3,
>                       6, 1, 5, 4, 4, 3, 4, 5, 8, 4, 4, 0, 10, 3, 0, 4, 6,
> 7.86633577663451,
>                       14.8276520497166, 5.82301333779469,
> 6.28030818421394, 7.63550981180742,
>                       7.12941627483815, 14.4640282960609,
> 8.45473791006953, 9.05422623036429,
>                       10.3654135158285, 7.75828687706962,
> 9.05671408865601, 9.35509188333526,
>                       8.22054158896208, 5.03435689257458,
> 14.7296907380223, 6.12912589916959,
>                       10.4857219522819, 13.7229738035239,
> 13.6259456002153, 2, 1, 3,
>                       6, 1, 5, 4, 4, 3, 4, 5, 8, 4, 4, 0, 10, 3, 0, 4, 6,
> 7.86633577663451,
>                       14.8276520497166, 5.82301333779469,
> 6.28030818421394, 7.63550981180742,
>                       7.12941627483815, 14.4640282960609,
> 8.45473791006953, 9.05422623036429,
>                       10.3654135158285, 7.75828687706962,
> 9.05671408865601, 9.35509188333526,
>                       8.22054158896208, 5.03435689257458,
> 14.7296907380223, 6.12912589916959,
>                       10.4857219522819, 13.7229738035239,
> 13.6259456002153),
>                       CorT = c(0,
>                       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
> 0, 0, 1, 1,
>                       1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
> 1, 0, 0, 0,
>                       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
> 1, 1, 1, 1,
>                       1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0,
> 0, 0, 0, 0,
>                       0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1,
> 1, 1, 1, 1,
>                       1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1)),
>                       row.names = c(NA,
>                       -120L), .Names = c("SS", "group", "time", "value",
> "baseline",
>                       "CorT"), class = "data.frame")
> data10
>
> GD2<- groupedData(value~time+CorT+time*CorT|SS,data=data10,FUN=mean)
> fit1 <- lme(GD2)
> summary(fit1)
> John David Sorkin M.D., Ph.D.
> Professor of Medicine
> Chief, Biostatistics and Informatics
> University of Maryland School of Medicine Division of Gerontology and
> Geriatric Medicine
> Baltimore VA Medical Center
> 10 North Greene Street
> GRECC (BT/18/GR)
> Baltimore, MD 21201-1524
> (Phone) 410-605-7119
> (Fax) 410-605-7913 (Please call phone number above prior to faxing)
>
> Confidentiality Statement:
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