R help - Aug 2006 - REML with random slopes and random intercepts giving strange results

Hi everyone,
I have been using REML to derive intercepts and coeficients for each
individual in a growth study. So the code is
m2 <- lmer(change.wt ~ newwt+(newwt|id), data = grow)

Calling coef(model.lmer) gives a matrix with this information which is
what I want. However, as a test I looked at each individual on its own and
used a simple linear regression to obtain the same information, then I
compared the results. It looks like the REML method doesnt seem to
approximate the two parameters as well as using the simple linear
regression on each individual separately, as judged by looking at graphs.
Indeed, why do the results differ at all?
Excuse my naivety if this is a silly question.
Thanks to everyone for replying to my previous questions, very much
appreciated.
Simon Pickett
PhD student
Centre For Ecology and Conservation
Tremough Campus
University of Exeter in Cornwall
TR109EZ
Tel 01326371852

I don't this is because you are using REML. The BLUPs from a mixed model
experience some shrinkage whereas the OLS estimates would not.  
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Simon Pickett
> Sent: Tuesday, August 15, 2006 11:34 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] REML with random slopes and random intercepts 
> giving strange results
> 
> Hi everyone,
> I have been using REML to derive intercepts and coeficients 
> for each individual in a growth study. So the code is
> m2 <- lmer(change.wt ~ newwt+(newwt|id), data = grow)
> 
> Calling coef(model.lmer) gives a matrix with this information 
> which is what I want. However, as a test I looked at each 
> individual on its own and used a simple linear regression to 
> obtain the same information, then I compared the results. It 
> looks like the REML method doesnt seem to approximate the two 
> parameters as well as using the simple linear regression on 
> each individual separately, as judged by looking at graphs.
> Indeed, why do the results differ at all?
> Excuse my naivety if this is a silly question.
> Thanks to everyone for replying to my previous questions, 
> very much appreciated.
> Simon Pickett
> PhD student
> Centre For Ecology and Conservation
> Tremough Campus
> University of Exeter in Cornwall
> TR109EZ
> Tel 01326371852
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>