[R] Linear Trend in Residuals From lme

i.m.s.white i.m.s.white at ed.ac.uk
Fri Aug 11 10:43:04 CEST 2006

As an extreme example of this sort of thing, consider

fit <- lme(y ~ 1, random = ~ 1 | group)

where there is exactly one observation per group, so that it is not possible to
get separate estimates of group and residual variances.  Despite this, lme
often (always?) provides a solution consistent with the data. Because of the
singularity, the plot of residuals against fitted values for this solution
shows a straight line.  This is easily recognized as an aberration, but I can
imagine configurations of data (e.g. with most groups having just one
observation and a few with two or more) where the residual vs fitted value plot
might show an apparent trend.

On Wed, Aug 09, 2006 at 03:43:12PM -0400, Rick Bilonick wrote:
> I'm fitting a mixed effects model:
> fit.1 <- lme(y~x,random=~1|id,data=df)
> There are two different observations for each id for both x and y. When
> I use plot(fit.1), there is a strong increasing linear trend in the
> residuals versus the fitted values (with no outliers). This also happens
> if I use random=~x|id. Am I specifying something incorrectly?
> Rick B.
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*    I.White                                   *
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