Solved – Completely different results from lmer() and lme()

I got completely different results from lmer() and lme()! Just look at the coefficients' std.errors. Completely different in both cases. Why is that and which model is correct?

> mix1c = lmer(logInd ~ 0 + crit_i + Year:crit_i + (1 + Year|Taxon), data = datai) > mix1d = lme(logInd ~ 0 + crit_i + Year:crit_i, random = ~ 1 + Year|Taxon, data = datai) >  > summary(mix1d) Linear mixed-effects model fit by REML  Data: datai         AIC      BIC    logLik   4727.606 4799.598 -2351.803  Random effects:  Formula: ~1 + Year | Taxon  Structure: General positive-definite, Log-Cholesky parametrization             StdDev       Corr   (Intercept) 9.829727e-08 (Intr) Year        3.248182e-04 0.619  Residual    4.933979e-01         Fixed effects: logInd ~ 0 + crit_i + Year:crit_i                   Value Std.Error   DF   t-value p-value crit_iA      29.053940  4.660176   99  6.234515  0.0000 crit_iF       0.184840  3.188341   99  0.057974  0.9539 crit_iU      12.340580  5.464541   99  2.258301  0.0261 crit_iW       5.324854  5.152019   99  1.033547  0.3039 crit_iA:Year -0.012272  0.002336 2881 -5.253846  0.0000 crit_iF:Year  0.002237  0.001598 2881  1.399542  0.1618 crit_iU:Year -0.003870  0.002739 2881 -1.412988  0.1578 crit_iW:Year -0.000305  0.002582 2881 -0.118278  0.9059  Correlation:               crit_A crit_F crit_U crit_W cr_A:Y cr_F:Y cr_U:Y crit_iF       0                                               crit_iU       0      0                                        crit_iW       0      0      0                                 crit_iA:Year -1      0      0      0                          crit_iF:Year  0     -1      0      0      0                   crit_iU:Year  0      0     -1      0      0      0            crit_iW:Year  0      0      0     -1      0      0      0      Standardized Within-Group Residuals:         Min          Q1         Med          Q3         Max  -6.98370498 -0.39653580  0.02349353  0.43356564  5.15742550   Number of Observations: 2987 Number of Groups: 103  > summary(mix1c) Linear mixed model fit by REML  Formula: logInd ~ 0 + crit_i + Year:crit_i + (1 + Year | Taxon)     Data: datai    AIC  BIC logLik deviance REMLdev  2961 3033  -1469     2893    2937 Random effects:  Groups   Name        Variance   Std.Dev. Corr     Taxon    (Intercept) 6.9112e+03 83.13360                   Year        1.7582e-03  0.04193 -1.000   Residual             1.2239e-01  0.34985         Number of obs: 2987, groups: Taxon, 103  Fixed effects:                Estimate Std. Error t value crit_iA      29.0539403 18.0295239   1.611 crit_iF       0.1848404 12.3352135   0.015 crit_iU      12.3405800 21.1414908   0.584 crit_iW       5.3248537 19.9323887   0.267 crit_iA:Year -0.0122717  0.0090916  -1.350 crit_iF:Year  0.0022365  0.0062202   0.360 crit_iU:Year -0.0038701  0.0106608  -0.363 crit_iW:Year -0.0003054  0.0100511  -0.030  Correlation of Fixed Effects:             crit_A crit_F crit_U crit_W cr_A:Y cr_F:Y cr_U:Y crit_iF      0.000                                           crit_iU      0.000  0.000                                    crit_iW      0.000  0.000  0.000                             crit_iA:Yer -1.000  0.000  0.000  0.000                      crit_iF:Yer  0.000 -1.000  0.000  0.000  0.000               crit_iU:Yer  0.000  0.000 -1.000  0.000  0.000  0.000        crit_iW:Yer  0.000  0.000  0.000 -1.000  0.000  0.000  0.000 >  

lmer uses Laplace approximation, when the whole normal distribution of the random effect is approximated at its mode. This approximation is known to produce the estimates of the variance components that are biased down. lme uses a more thorough approximation via Gaussian quadrature approximation, but I neither know the default number of integration points nor the way to manipulate this number.

Note also that lmer produced a correlation of the random effects (the intercept vs. year) of -1. That's very bad, and is indicative of numeric problems. It hit some sort of a ridge in its approximation of the likelihood that it could not overcome (no wonder, given that this approximation is quite poor). lme did a somewhat better job, and came up with a correlation of 0.619. If you really have a year, as in, 2010, 2011, 2012, that's a very bad idea for mixed models, where high multicollinearity between factors may mean poor numeric stability and long convergence. You would have been much better off converting it to time centered near zero, rather than near 2010.

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Solved – Completely different results from lmer() and lme()

I got completely different results from lmer() and lme()! Just look at the coefficients' std.errors. Completely different in both cases. Why is that and which model is correct?

> mix1c = lmer(logInd ~ 0 + crit_i + Year:crit_i + (1 + Year|Taxon), data = datai) > mix1d = lme(logInd ~ 0 + crit_i + Year:crit_i, random = ~ 1 + Year|Taxon, data = datai) >  > summary(mix1d) Linear mixed-effects model fit by REML  Data: datai         AIC      BIC    logLik   4727.606 4799.598 -2351.803  Random effects:  Formula: ~1 + Year | Taxon  Structure: General positive-definite, Log-Cholesky parametrization             StdDev       Corr   (Intercept) 9.829727e-08 (Intr) Year        3.248182e-04 0.619  Residual    4.933979e-01         Fixed effects: logInd ~ 0 + crit_i + Year:crit_i                   Value Std.Error   DF   t-value p-value crit_iA      29.053940  4.660176   99  6.234515  0.0000 crit_iF       0.184840  3.188341   99  0.057974  0.9539 crit_iU      12.340580  5.464541   99  2.258301  0.0261 crit_iW       5.324854  5.152019   99  1.033547  0.3039 crit_iA:Year -0.012272  0.002336 2881 -5.253846  0.0000 crit_iF:Year  0.002237  0.001598 2881  1.399542  0.1618 crit_iU:Year -0.003870  0.002739 2881 -1.412988  0.1578 crit_iW:Year -0.000305  0.002582 2881 -0.118278  0.9059  Correlation:               crit_A crit_F crit_U crit_W cr_A:Y cr_F:Y cr_U:Y crit_iF       0                                               crit_iU       0      0                                        crit_iW       0      0      0                                 crit_iA:Year -1      0      0      0                          crit_iF:Year  0     -1      0      0      0                   crit_iU:Year  0      0     -1      0      0      0            crit_iW:Year  0      0      0     -1      0      0      0      Standardized Within-Group Residuals:         Min          Q1         Med          Q3         Max  -6.98370498 -0.39653580  0.02349353  0.43356564  5.15742550   Number of Observations: 2987 Number of Groups: 103  > summary(mix1c) Linear mixed model fit by REML  Formula: logInd ~ 0 + crit_i + Year:crit_i + (1 + Year | Taxon)     Data: datai    AIC  BIC logLik deviance REMLdev  2961 3033  -1469     2893    2937 Random effects:  Groups   Name        Variance   Std.Dev. Corr     Taxon    (Intercept) 6.9112e+03 83.13360                   Year        1.7582e-03  0.04193 -1.000   Residual             1.2239e-01  0.34985         Number of obs: 2987, groups: Taxon, 103  Fixed effects:                Estimate Std. Error t value crit_iA      29.0539403 18.0295239   1.611 crit_iF       0.1848404 12.3352135   0.015 crit_iU      12.3405800 21.1414908   0.584 crit_iW       5.3248537 19.9323887   0.267 crit_iA:Year -0.0122717  0.0090916  -1.350 crit_iF:Year  0.0022365  0.0062202   0.360 crit_iU:Year -0.0038701  0.0106608  -0.363 crit_iW:Year -0.0003054  0.0100511  -0.030  Correlation of Fixed Effects:             crit_A crit_F crit_U crit_W cr_A:Y cr_F:Y cr_U:Y crit_iF      0.000                                           crit_iU      0.000  0.000                                    crit_iW      0.000  0.000  0.000                             crit_iA:Yer -1.000  0.000  0.000  0.000                      crit_iF:Yer  0.000 -1.000  0.000  0.000  0.000               crit_iU:Yer  0.000  0.000 -1.000  0.000  0.000  0.000        crit_iW:Yer  0.000  0.000  0.000 -1.000  0.000  0.000  0.000 >  

Best Answer

lmer uses Laplace approximation, when the whole normal distribution of the random effect is approximated at its mode. This approximation is known to produce the estimates of the variance components that are biased down. lme uses a more thorough approximation via Gaussian quadrature approximation, but I neither know the default number of integration points nor the way to manipulate this number.

Note also that lmer produced a correlation of the random effects (the intercept vs. year) of -1. That's very bad, and is indicative of numeric problems. It hit some sort of a ridge in its approximation of the likelihood that it could not overcome (no wonder, given that this approximation is quite poor). lme did a somewhat better job, and came up with a correlation of 0.619. If you really have a year, as in, 2010, 2011, 2012, that's a very bad idea for mixed models, where high multicollinearity between factors may mean poor numeric stability and long convergence. You would have been much better off converting it to time centered near zero, rather than near 2010.

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