[R] REML with random slopes and random intercepts giving strange results

Doran, Harold HDoran at air.org
Tue Aug 15 17:53:05 CEST 2006

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
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