Solved – Add a quadratic random effect to a nonlinear mixed model

How can one add a quadratic random effect to a nonlinear mixed effect model? I've been trying to do this with nlmer without luck. Any tips would be greatly appreciated!

Edit: as diagnosed by Ben, the root problem is that I am trying to shoehorn a numeric variable into the role of a (categorical, non-numeric) grouping variable.

Here's my starting point that works fine:

nlmem <- nlmer(value ~ nfun(x, y0) ~ (y0|site) + (y0|gas:CTG), data=data.plot, start=initial.guesses)

…and my failed attempts upon changing the formula to include a quadratic random effect:

value ~ nfun(x, y0) ~  (y0|site) + (y0|gas:CTG) + (y0|CTG*CTG)     Error: Invalid grouping factor specification, CTG * CTG     In addition: Warning message:     In Ops.factor(CTG, CTG) : * not meaningful for factors  value ~ nfun(x, y0) ~  (y0|site) + (y0|gas:CTG) + (y0|poly(CTG, 2))     Error: couldn't evaluate grouping factor poly(CTG, 2) within model frame: try adding grouping factor to data frame explicitly if possible     In addition: Warning messages:     1: In mean.default(x) : argument is not numeric or logical: returning NA     2: In Ops.factor(x, xbar) : - not meaningful for factors  value ~ nfun(x, y0) ~  (y0|site) + (y0|gas:CTG) + (y0|I(CTG^2))     Error: Invalid grouping factor specification, I(CTG^2)     In addition: Warning message:     In Ops.factor(CTG, 2) : ^ not meaningful for factors 

CTG is numeric, not a factor. Not sure why the error message is complaining about it being a factor.

class(data.plot$CTG)  [1] "numeric" 

If CTG is numeric you shouldn't be using it as a grouping variable (the right-hand side of a (f|g) random effect specification). A grouping variable (g) should always be a categorical/factor variable, or something that can meaningfully be coerced to such.

A possible reason for such a confusion is that, for a categorical effect f,

  • (1|f:g) describes the variation among categories within groups (a single variance parameter);
  • (f|g) describes the variation among effects across groups (i.e., a variance-covariance matrix among the baseline group and differences among groups). If this variance-covariance matrix is restricted to a positive compound-symmetric structure, e.g.

$$ Sigma = left( begin{array}{cccc} sigma^2 & rho sigma^2 & rho sigma^2 & ldots \ rho sigma^2 & sigma^2 & rho sigma^2& ldots \ vdots & vdots & vdots & ddots end{array} right) $$

(with $rho>0$; notation isn't perfect, but you get the idea) — this is theoretically possible, but not in lme4 at the moment — then you would get exactly the same answer.

Traditionally, with models that only allow among-group differences in the intercept, people have gotten used to thinking about (1|f:g) as the way to model an interaction between a categorical (fixed-effect) predictor and a random grouping variable, so the distinction between effects and grouping variables tends to get blurred.

I think you're looking for a random (quadratic) slopes model, i.e. if nfun is a quadratic function a+b*x+c*x^2 then you would use

 value ~ nfun(x, a,b,c) ~ (a+b+c|site) 

(although for a polynomial model you could just use a linear mixed model with x and I(x^2) terms).

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