Bruno L. Giordano
2006-Oct-05 16:21 UTC
[R] mixed models: correlation between fixed and random effects??
Hello,
I built 4 mixed models using different data sets and standardized variables
as predictors.
In all the models each of the fixed effects has an associated random effect
(same predictor).
What I find is that fixed effects with larger (absolute) standardized
parameter estimates have also a higher estimate of the related random
effect. In other words, the higher the average of the absolute value of the
BLUPs for a given standardized parameter, the higher its variance.
Is this a common situation or I am missing some additional normalization
factor necessary to compare the different random effects?
Thanks a lot,
Bruno
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Bruno L. Giordano, Ph.D.
CIRMMT
Schulich School of Music, McGill University
555 Sherbrooke Street West
Montr?al, QC H3A 1E3
Canada
http://www.music.mcgill.ca/~bruno/
Spencer Graves
2006-Oct-15 02:04 UTC
[R] mixed models: correlation between fixed and random effects??
I suspect you've observed an outcome that occurs once out of every
2^4 = 16 times. Have you tried Monte Carlo, e.g., using 'simulate.lme'
in library(nlme) or 'mcmcsamp' in library(lme4)?
Hope this helps.
Spencer Graves
Bruno L. Giordano wrote:> Hello,
> I built 4 mixed models using different data sets and standardized variables
> as predictors.
>
> In all the models each of the fixed effects has an associated random effect
> (same predictor).
>
> What I find is that fixed effects with larger (absolute) standardized
> parameter estimates have also a higher estimate of the related random
> effect. In other words, the higher the average of the absolute value of the
> BLUPs for a given standardized parameter, the higher its variance.
>
> Is this a common situation or I am missing some additional normalization
> factor necessary to compare the different random effects?
>
> Thanks a lot,
> Bruno
>
>
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> Bruno L. Giordano, Ph.D.
> CIRMMT
> Schulich School of Music, McGill University
> 555 Sherbrooke Street West
> Montr?al, QC H3A 1E3
> Canada
> http://www.music.mcgill.ca/~bruno/
>
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