[R] lme - problems with model

CG Pettersson cg.pettersson at evp.slu.se
Mon Feb 23 16:20:10 CET 2004


Thanks a lot for the answer!

Now, I only have the last one left - How do I get round it?
I knew about the missing cells in the design, but didn´t know how lme
would react on them.

In this case, I can remove the water:temp term, but how can I be sure
that this is the right thing to do?

Is the lm run without the random term enough for removing water:temp
from the lme model, or do I have to do a PROC MIXED run with the
random term to make that decision in a case like this? 

Is it possible (for me)  to understand why MIXED accepts the design
but not lme? They ought to get the same sort of problems, or have I
missed something?

/CG

-------------------
> CG Pettersson <cg.pettersson at evp.slu.se> writes:
> 
> > Hello all!
> > 
> > I´m working with some training datasets in a SAS-based course,
trying
> > to do the same things in lme that I do in PROC MIXED. 
> > 
> > Why don´t lme do an analysis on this dataset when I use the model
> > water*temp?
> > The trouble comes from the water:temp term, as it works with
> > water+temp.
> > The data are, indeed, assymetric but lm accepts the water:temp
term
> > giving results in the F-test near what PROC MIXED produces. MIXED
> > accepts the model.
> > 
> > The water:temp term can be removed from the model according to the
> > F-test in SAS (and to the lm model without any random term). Doing
so
> > in both MIXED and lme gives reasonably similar results for both
> > systems.
> > 
> > What do the error message mean, and how can I get around this?
> 
> Because of missing cells in the design
> 
> > xtabs(~water + temp, milk)
>      temp
> water 100 110 120 140
>     1 3   3   3   0  
>     2 3   0   3   3  
>     3 3   3   0   3  
> 
> the model matrix for the fixed effects is rank deficient.  In lm the
> rank deficiency is detected and appropriate adjustments made
> 
> > coef(summary(lm(maill6 ~ water * temp, milk)))
>                   Estimate Std. Error    t value     Pr(>|t|)
> (Intercept)     2.17666667  0.1142339 19.0544730 2.218661e-13
> water2          0.28333333  0.1615511  1.7538308 9.647013e-02
> water3          0.05333333  0.1615511  0.3301329 7.451108e-01
> temp110         0.14000000  0.1615511  0.8665987 3.975669e-01
> temp120         0.31333333  0.1615511  1.9395305 6.827304e-02
> temp140         0.23333333  0.1615511  1.4443312 1.658280e-01
> water3:temp110 -0.18666667  0.2284678 -0.8170371 4.245898e-01
> water2:temp120  0.09666667  0.2284678  0.4231085 6.772282e-01
> water2:temp140  0.21666667  0.2284678  0.9483467 3.555125e-01
> 
> Notice that you would expect 6 degrees of freedom for the
interaction
> term but only three coefficients are estimated.
> 
> In lme it is much more difficult to compensate for such rank
> deficiencies because they could be systematic, like this, or they
> could be due to relative precision parameters approaching zero
during
> the iterations.  Because of this we just report the error (although
> admittedly we could be a bit more explicit about the nature of the
> problem - we are reporting the symptom that we detect, not the
> probable cause).
> 
> 
> > The dataset:
> > > milk
> >    water temp rep maill4 maill6 maill8 taste4 taste6 taste8
> > 1      1  100   1   2.90   2.13   2.39   10.1   10.0    9.6
> > 2      1  100   2   2.19   2.20   2.27   11.0    9.3   11.0
> > 3      1  100   3   2.13   2.20   2.41   10.1    7.0    9.6
> > 4      1  110   1   2.13   2.34   2.41   11.0   10.5    9.8
> > 5      1  110   2   2.32   2.27   2.25   11.0   11.3   11.2
> > 6      1  110   3   2.13   2.34   2.42    9.4   10.7    9.0
> > 7      1  120   1   2.00   2.49   2.71   11.1   11.2   11.4
> > 8      1  120   2   2.41   2.49   2.46   11.6   11.7    9.6
> > 9      1  120   3   2.22   2.49   2.73   10.7   10.3   10.2
> > 10     2  100   1   2.13   2.41   2.49   11.1   10.8   11.2
> > 11     2  100   2   2.49   2.34   2.53   11.1   11.2    9.2
> > 12     2  100   3   2.80   2.63   3.33    8.3    9.7    7.8
> > 13     2  120   1   2.38   2.85   2.06   11.9   11.2   11.2
> > 14     2  120   2   2.61   2.70   2.70   11.7   10.8   11.0
> > 15     2  120   3   2.77   3.06   3.25   10.9    9.0    9.4
> > 16     2  140   1   2.56   2.84   3.10   10.7   11.2    9.8
> > 17     2  140   2   2.63   2.61   2.81   10.8   11.0   11.6
> > 18     2  140   3   2.99   3.28   3.75    9.2    9.6    9.6
> > 19     3  100   1   2.60   2.24   2.32   10.8    8.4   10.8
> > 20     3  100   2   2.06   2.11   2.20   11.0   11.2   11.8
> > 21     3  100   3   1.98   2.34   2.80   10.3   10.2   10.6
> > 22     3  110   1   1.91   2.06   2.29   11.0   11.4    9.4
> > 23     3  110   2   1.98   1.98   2.15   10.0   11.8   10.6
> > 24     3  110   3   1.98   2.51   2.81    9.3    9.2   10.2
> > 25     3  140   1   2.27   2.42   2.72   10.8   11.6   12.0
> > 26     3  140   2   2.27   2.20   2.41   11.2   11.0   11.4
> > 27     3  140   3   2.20   2.77   3.06   10.5   10.2   10.0
> > 
> > The failing model:
> > > lme(maill6 ~ water * temp  , random= ~1|rep, data = milk)
> > Error in MEEM(object, conLin, control$niterEM) : 
> >         Singularity in backsolve at level 0, block 1
> > 
> > The smaller (working) model:
> > > lme(maill6 ~ water + temp  , random= ~1|rep, data = milk)
> > Linear mixed-effects model fit by REML
> >   Data: milk 
> >   Log-restricted-likelihood: 4.922178
> >   Fixed: maill6 ~ water + temp 
> > (Intercept)      water2      water3     temp110     temp120    
> > temp140 
> >  2.19466667  0.32800000 -0.04533333  0.07800000  0.32133333 
> > 0.35066667 
> > 
> > Random effects:
> >  Formula: ~1 | rep
> >         (Intercept)  Residual
> > StdDev:   0.1477760 0.1323057
> > 
> > Number of Observations: 27
> > Number of Groups: 3 
> > > 
> > 
> > 
> > 
> > 
> > CG Pettersson, MSci, PhD Stud.
> > Swedish University of Agricultural Sciences
> > Dep. of Ecology and Crop Production. Box 7043
> > SE-750 07 Uppsala
> > 
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
> 
> -- 
> Douglas Bates                            bates at stat.wisc.edu
> Statistics Department                    608/262-2598
> University of Wisconsin - Madison       
http://www.stat.wisc.edu/~bates/
> 
CG Pettersson, MSci, PhD Stud.
Swedish University of Agricultural Sciences
Dep. of Ecology and Crop Production. Box 7043
SE-750 07 Uppsala




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