I am trying to fit a crossed non-linear random effect model as the linear random effect models as mentioned in this question and in this mailing list post using the nlme
package. Though, I get an error regardless of what I try. Here is an example
library(nlme)
#####
# simulate data
set.seed(18112003)
na <- 30
nb <- 30
sigma_a <- 1
sigma_b <- .5
sigma_res <- .33
n <- na*nb
a <- gl(na,1,n)
b <- gl(nb,na,n)
u <- gl(1,1,n)
x <- runif(n, -3, 3)
y_no_noise <- x + sin(2 * x)
y <-
x + sin(2 * x) +
rnorm(na, sd = sigma_a)[as.integer(a)] +
rnorm(nb, sd = sigma_b)[as.integer(b)] +
rnorm(n, sd = sigma_res)
#####
# works in the linear model where we know the true parameter
fit <- lme(
# somehow we found the right values
y ~ x + sin(2 * x),
random = list(u = pdBlocked(list(pdIdent(~ a - 1), pdIdent(~ b - 1)))))
vv <- VarCorr(fit)
vv2 <- vv[c("a1", "b1"), ]
storage.mode(vv2) <- "numeric"
print(vv2,digits=4)
#R Variance StdDev
#R a1 1.016 1.0082
#R b1 0.221 0.4701
#####
# now try to do the same with `nlme`
fit <- nlme(
y ~ c0 + sin(c1),
fixed = list(c0 ~ x, c1 ~ x - 1),
random = list(u = pdBlocked(list(pdIdent(~ a - 1), pdIdent(~ b - 1)))),
start = c(0, 0.5, 1))
#R Error in nlme.formula(y ~ a * x + sin(b * x), fixed = list(a ~ 1, b ~ :
#R 'random' must be a formula or list of formulae
The lme
example is similar to the one page 163-166 of "Mixed-effects Models in S and S-PLUS" with only 2 random effects instead of 3.
Crossed random effects means that a given factor appears in more than one level of the upper level factor. For example, there are pupils within classes measured over several years.
Nested random effects are when each member of one group is contained entirely within a single unit of another group. The canonical example is students in classrooms; you may have repeated measures per student, but each student belongs to a single classroom (assuming no reassignments).
A model formula can include several such random effects terms. Because configurations such as nested or crossed or partially crossed grouping factors are a property of the data, the specification in the model formula does not depend on the configuration.
In a two-way ANOVA with interaction, if both factors have non-random levels, then it is called a fixed effects design. If both factors have levels that are chosen at random, then it is called a random effects design.
I should haved used a two-sided formula as written in help("nlme")
fit <- nlme(
y ~ c0 + c1 + sin(c2),
fixed = list(c0 ~ 1, c1 ~ x - 1, c2 ~ x - 1),
random = list(u = pdBlocked(list(pdIdent(c0 ~ a - 1), pdIdent(c1 ~ b - 1)))),
start = c(0, 0.5, 1))
# fixed effects estimates
fixef(fit)
#R c0.(Intercept) c1.x c2.x
#R -0.1788218 0.9956076 2.0022338
# covariance estimates
vv <- VarCorr(fit)
vv2 <- vv[c("c0.a1", "c1.b1"), ]
storage.mode(vv2) <- "numeric"
print(vv2,digits=4)
#R Variance StdDev
#R c0.a1 0.9884 0.9942
#R c1.b1 0.2197 0.4688
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