On Wed, Oct 21, 2009 at 11:06 AM, Peter Flom <peterflomconsult...@mindspring.com> wrote: ... > I have a longitudinal data set, with data on schools and their test scores > over a four year period. I have centered year, and run the following > > > m1.mod1 <- lme(fixed = math_1 ~ I(year-2007.5)*TFC_, > data = long, > random = ~I(year-2007.5)|schoolnum, > na.action = "na.omit") > > where math_1 is a percentage of students in a given school that are at the > lowest math achievement level, year is year, TFC_ is a categorical variable > for a treatment I wish to evaluate, and schoolnum is an identifier. > > When I run summary on this model, I get a strong negative correlation (-0.91) > between the intercept and I(year-2007.5), despite the fact that the mean of > year is 2007.5. >
Hi Peter, For the "what's going on here?" questions it's very helpful to have a reproducible example. I tried to create data fitting your description, but the correlation disappeared as expected: set.seed(777) library(nlme) school <- factor(rep(1:20, each=4)) year <- rep(2006:2009, 20) year.c <- year - mean(year) tmt <- sample(0:1, 20, replace = TRUE)[school] math <- rnorm(80, 2 + tmt + .001*year + .0001*tmt*year, 1.5) + rnorm(20)[school] tmt <- factor(tmt) dfr <- data.frame(math, school, tmt, year, year.c) rm(math, school, year, tmt) f1 <- lme(math ~ year*tmt, data = dfr, random=~1|school) f2 <- update(f1, . ~ year.c*tmt) summary(f1)$corFixed['year', '(Intercept)'] # [1] -0.9999997 summary(f2)$corFixed['year.c', '(Intercept)'] # [1] 0 A possibility is that the data are not of the expected classes. What does str(long) report? hth, Kingsford Jones > I am puzzled, as I thought centering the time variable should eliminate, or > at least strongly reduce, this correlation. > > Any insights appreciated > > thanks > > Peter > > > Peter L. Flom, PhD > Statistical Consultant > Website: www DOT peterflomconsulting DOT com > Writing; http://www.associatedcontent.com/user/582880/peter_flom.html > Twitter: @peterflom > > ______________________________________________ > 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.
