mixed Model: asreml-r versus nmle,lme4 or coxme

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mixed Model: asreml-r versus nmle,lme4 or coxme

Brigitte Mangin



Hi,

Did somebody know why asreml does not provide the same REML loglikehood  as coxme, lme4 or lmne.
Here is a simple example showing the differences:


#######################################################################
library(lme4)
library(coxme)
library(asreml)
library(nlme)

data(ergoStool, package="nlme") # use a data set from nlme

fit1 <- lmekin(effort ~ Type+(1|Subject), data=ergoStool,method="REML")
fit1$loglik #-60.56539
fit2 <- lmer(effort ~ Type+(1|Subject), data=ergoStool,REML=TRUE)
logLik(fit2) #'log Lik.' -60.56539 (df=6)
fit3<-asreml(fixed=effort ~ Type,random=~Subject,data=ergoStool,
        na.method.X="omit",na.method.Y="omit")
fit3$loglik #-31.15936
fit4<-lme(effort ~ Type,random=~1|Subject, data = ergoStool,method="REML")
fit4$logLik  #-60.56539

fit1 <- lmekin(effort ~ (1|Subject), data=ergoStool,method="REML")
fit1$loglik #-78.91898
fit2 <- lmer(effort ~ (1|Subject), data=ergoStool,REML=TRUE)
logLik(fit2) #'log Lik.' -78.91898 (df=3)
fit3<-asreml(fixed=effort ~ 1,random=~Subject,data=ergoStool,
        na.method.X="omit",na.method.Y="omit")
fit3$loglik #-46.75614
fit4<-lme(effort ~ 1,random=~1|Subject, data = ergoStool,method="REML")
fit4$logLik #-78.91898


############################
If it was just a constant value between the two models (with or without the fixed effect) it would not be important. But it is not.
I checked that the variance component estimators were equal.

Thanks



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Re: mixed Model: asreml-r versus nmle,lme4 or coxme

Brigitte Mangin
Thank's  Thierry, but as i mentioned, it is not a constant depending only of the data, since with the same observed trait:


the difference (between asreml and R packages) is equal to 29.40 in the model with a fixed effect (Type)

and the difference is equal to 32.16 in the model with only mu.


And that, it is a big concern.


________________________________
De : Thierry Onkelinx <[hidden email]>
Envoy� : vendredi 19 mai 2017 16:40
� : Brigitte Mangin
Cc : [hidden email]
Objet : Re: [R] mixed Model: asreml-r versus nmle,lme4 or coxme

Dear Brigitte,

Maybe because the log likelihood is calculated differently. Note that the log likelihood contains a constant which only depends on the data. So one can safely omit that part for model comparison, assuming that use you the same formula to calculate the likelihood for all models.

Best regards,

ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest
team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance
Kliniekstraat 25
1070 Anderlecht
Belgium

To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data. ~ Roger Brinner
The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey

2017-05-19 14:30 GMT+02:00 Brigitte Mangin <[hidden email]<mailto:[hidden email]>>:



Hi,

Did somebody know why asreml does not provide the same REML loglikehood  as coxme, lme4 or lmne.
Here is a simple example showing the differences:


#######################################################################
library(lme4)
library(coxme)
library(asreml)
library(nlme)

data(ergoStool, package="nlme") # use a data set from nlme

fit1 <- lmekin(effort ~ Type+(1|Subject), data=ergoStool,method="REML")
fit1$loglik #-60.56539
fit2 <- lmer(effort ~ Type+(1|Subject), data=ergoStool,REML=TRUE)
logLik(fit2) #'log Lik.' -60.56539 (df=6)
fit3<-asreml(fixed=effort ~ Type,random=~Subject,data=ergoStool,
        na.method.X="omit",na.method.Y="omit")
fit3$loglik #-31.15936
fit4<-lme(effort ~ Type,random=~1|Subject, data = ergoStool,method="REML")
fit4$logLik  #-60.56539

fit1 <- lmekin(effort ~ (1|Subject), data=ergoStool,method="REML")
fit1$loglik #-78.91898
fit2 <- lmer(effort ~ (1|Subject), data=ergoStool,REML=TRUE)
logLik(fit2) #'log Lik.' -78.91898 (df=3)
fit3<-asreml(fixed=effort ~ 1,random=~Subject,data=ergoStool,
        na.method.X="omit",na.method.Y="omit")
fit3$loglik #-46.75614
fit4<-lme(effort ~ 1,random=~1|Subject, data = ergoStool,method="REML")
fit4$logLik #-78.91898


############################
If it was just a constant value between the two models (with or without the fixed effect) it would not be important. But it is not.
I checked that the variance component estimators were equal.

Thanks



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and provide commented, minimal, self-contained, reproducible code.


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______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.