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Type 'q()' to quit R. > ## Tests of a variety of GLMM families and links > ## coding: family {g=Gamma, P=Poisson, G=Gaussian, B=binomial} > ## link {l=log, i=inverse, c=cloglog, i=identity} > ## model {1 = intercept-only, 2 = with continuous predictor} > > library("lme4") Loading required package: Matrix > > source(system.file("testdata/lme-tst-funs.R", package="lme4", mustWork=TRUE)) > ##-> gSim(), a general simulation function ... > > str(gSim) function (nblk = 26, nperblk = 100, sigma_B = 1, beta = c(4, 3), x = runif(n), shape = 2, nbinom = 10, sd = 1, dInitial = NULL, family = Gamma()) > ## function (nblk = 26, nperblk = 100, sigma = 1, beta = c(4, 3), > ## x = runif(n), shape = 2, nbinom = 10, family = Gamma()) > > if (.Platform$OS.type != "windows") withAutoprint({ + set.seed(101) + ## Gamma, inverse link (= default) : + d <- gSim() + ## Gamma, log link eta = log(mu) : + dgl <- gSim(dInitial = d, family = Gamma(link = log)) + ## Poisson, log link + dP <- gSim(dInitial = d, family = poisson()) + ## Gaussian, log link --- need to use a non-identity link, otherwise glmer calls lmer + dG <- gSim(dInitial = d, family = gaussian(link = log), sd = 2) + ## Gaussian with inverse link : (sd small enough to avoid negative values) : + dGi <- gSim(dInitial = d, family = gaussian(link = inverse), sd = 0.01) + ## binomial with cloglog link + dBc <- d + dBc$eta <- d$eta - 5 # <==> beta intercept 5 less: otherwise y will be constant + dBc <- gSim(dInitial = dBc, ## beta = c(-1, 3), + nbinom = 1, family = binomial(link="cloglog")) + + ## binomial with identity link + dBi <- d + dBc$eta <- d$eta / 10 # <==> beta slope / 10 : scale so range goes from 0.2-0.8 + dBi <- gSim(dInitial = dBc, ## beta = c(4, 3/10), + nbinom = 1, family = binomial(link="identity")) + + + ############ + ## Gamma/inverse + + ## GLMs + gm0 <- glm(y ~ 1, data=d, family=Gamma) + gm1 <- glm(y ~ block-1, data=d, family=Gamma) + stopifnot(all.equal(sd(coef(gm1)),1.00753942148611)) + + gm2 <- glmer(y ~ 1 + (1|block), d, Gamma, nAGQ=0) + gm3 <- glmer(y ~ x + (1|block), d, Gamma, nAGQ=0) + gm2B <- glmer(y ~ 1 + (1|block), d, Gamma) + gm3B <- glmer(y ~ x + (1|block), d, Gamma) + + ## y ~ x + (1|block), Gamma is TRUE model + summary(gm3) + summary(gm3B)# should be better + ## Both have "correct" beta ~= (4, 3) -- but *too* small (sigma_B, sigma) !! + stopifnot(exprs = { + all.equal(fixef(gm3 ), c(`(Intercept)` = 4.07253, x = 3.080585), tol = 1e-5) # 1.21e-7 + all.equal(fixef(gm3B), c(`(Intercept)` = 4.159398, x = 3.058521),tol = 1e-5) # 1.13e-7 + }) + VarCorr(gm3) # both variances / std.dev. should be ~ 1 but are too small + + + + ## + ## library(hglm) + ## h1 <- hglm2(y~x+(1|block), data=d, family=Gamma()) + ## lme4.0 fails on all of these ... + + ## Gamma/log + ggl1 <- glmer(y ~ 1 + (1|block), data=dgl, family=Gamma(link="log")) + ggl2 <- glmer(y ~ x + (1|block), data=dgl, family=Gamma(link="log"))# true model + (h.1.2 <- anova(ggl1, ggl2)) + stopifnot( + all.equal(unlist(h.1.2[2,]), + c(npar = 4, AIC = 34216.014, BIC = 34239.467, logLik = -17104.007, + deviance = 34208.014, Chisq = 2458.5792, Df = 1, `Pr(>Chisq)` = 0)) + ) + ## "true" model : + summary(ggl2) + VarCorr(ggl2) + + ## + ## library(lme4.0) + ## ggl1 <- glmer(y ~ 1 + (1|block), data=dgl, family=Gamma(link="log"), verbose= 2) + ## fails + + ## Poisson/log + gP1 <- glmer(y ~ 1 + (1|block), data=dP, family=poisson) + gP2 <- glmer(y ~ x + (1|block), data=dP, family=poisson) + + ## Gaussian/log + gG1 <- glmer(y ~ 1 + (1|block), data=dG, family=gaussian(link="log")) + gG2 <- glmer(y ~ x + (1|block), data=dG, family=gaussian(link="log")) + + ## works with lme4.0 but AIC/BIC/logLik are crazy, and scale + ## parameter is not reported + ## glmmML etc. doesn't allow models with scale parameters + ## gG1B <- glmmadmb(y ~ 1 + (1|block), data=dG, + ## family="gaussian",link="log",verbose=TRUE) + ## what is the best guess at the estimate of the scale parameter? + ## is it the same as sigma? + ## gG1B$alpha + + ## if(Sys.info()["user"] != "maechler") { # <- seg.faults (MM) + + ## Gaussian/inverse + gGi1 <- glmer(y ~ 1 + (1|block), data=dGi, family=gaussian(link="inverse")) + gGi2 <- glmer(y ~ x + (1|block), data=dGi, family=gaussian(link="inverse")) + + + ## Binomial/cloglog + gBc1 <- glmer(y ~ 1 + (1|block), data=dBc, family=binomial(link="cloglog")) + gBc2 <- glmer(y ~ x + (1|block), data=dBc, family=binomial(link="cloglog")) + ## library("glmmADMB") + ## glmmadmbfit <- glmmadmb(y ~ x + (1|block), data=dBc, + ## family="binomial",link="cloglog") + glmmadmbfit <- list(fixef = c("(Intercept)" = -0.717146132730349, x =2.83642900561633), + VarCorr = structure(list( + block = structure(0.79992, .Dim = c(1L, 1L), + .Dimnames = list("(Intercept)", "(Intercept)"))), + class = "VarCorr")) + stopifnot(all.equal(fixef(gBc2), glmmadmbfit$fixef, tolerance=5e-3)) + ## pretty loose tolerance ... + stopifnot(all.equal(unname(unlist(VarCorr(gBc2))), + c(glmmadmbfit$VarCorr$block), tolerance=2e-2)) + + gBi1 <- glmer(y ~ 1 + (1|block), data=dBi, family=binomial(link="identity")) + gBi2 <- glmer(y ~ x + (1|block), data=dBi, family=binomial(link="identity")) + + ## FIXME: should test more of the *results* of these efforts, not + ## just that they run without crashing ... + }) ## skip on windows (for speed) > > proc.time() user system elapsed 1.43 0.07 1.51