An Econometrician may help you with more theoretical insights, but you could do Monte-Carlo simulations of data and analyze the effects you are interested in.
Daniel ------------------------- cuncta stricte discussurus ------------------------- -----Ursprüngliche Nachricht----- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Thomas Mang Gesendet: Wednesday, July 01, 2009 7:53 PM An: r-h...@stat.math.ethz.ch Betreff: [R] 'singularity' between fixed effect and random factor in mixedmodel Hi, I just came across the following issue regarding mixed effects models: In a longitudinal study individuals (variable ind) are observed for some response variable. One explanatory variable, f, entering the model as fixed effect, is a (2-level) factor. The expression of that factor is constant for each individual across time (say, the sex of the individual). ind enters the model as grouping variable for random effects. So in a simple form, the formula could look like: y ~ f + ... + (1|ind) [and in the simplest model, the ellipsis is simply nothing] To me, this seems not to be an unusual design at all. However, the indicator matrix consisting of f and ind - say if ind had entered the model as fixed effect - shows a singularity. My question is now what will this 'singularity' cause in a mixed-effects model ? I admit, I have never fully understood how the fitting of mixed-effects models happen internally (whether REML or ML) [so I am not even sure if it can be called a 'singularity']. Specifically, does it make the fit numerically more unstable? Would the degree of this depend on other variables of the model? Is the issue of degrees of freedom - complicated enough anyway for mixed models - further inflated by that? Have statistical inferences regarding the fixed effect be treated more carefully? Is the general situation something that should be avoided ? many thanks in advance for any insights and cheers, Thomas ______________________________________________ R-help@r-project.org mailing list 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. ______________________________________________ R-help@r-project.org mailing list 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.
