## compare range, average, etc. of simulations to ## conditional and unconditional prediction library(lme4) do.plot <- FALSE if (.Platform$OS.type != "windows") { ## use old (<=3.5.2) sample() algorithm if necessary if ("sample.kind" %in% names(formals(RNGkind))) { suppressWarnings(RNGkind("Mersenne-Twister", "Inversion", "Rounding")) } fm1 <- lmer(Reaction~Days+(1|Subject),sleepstudy) set.seed(101) pp <- predict(fm1) rr <- range(usim2 <- simulate(fm1,1,use.u=TRUE)[[1]]) stopifnot(all.equal(rr,c(159.3896,439.1616),tolerance=1e-6)) if (do.plot) { plot(pp,ylim=rr) lines(sleepstudy$Reaction) points(simulate(fm1,1)[[1]],col=4) points(usim2,col=2) } set.seed(101) ## conditional prediction ss <- simulate(fm1,1000,use.u=TRUE) ss_sum <- t(apply(ss,1,quantile,c(0.025,0.5,0.975))) plot(pp) matlines(ss_sum,col=c(1,2,1),lty=c(2,1,2)) stopifnot(all.equal(ss_sum[,2],pp,tolerance=5e-3)) ## population-level prediction pp2 <- predict(fm1,ReForm=NA) ss2 <- simulate(fm1,1000,use.u=FALSE) ss_sum2 <- t(apply(ss2,1,quantile,c(0.025,0.5,0.975))) if (do.plot) { plot(pp2,ylim=c(200,400)) matlines(ss_sum2,col=c(1,2,1),lty=c(2,1,2)) } stopifnot(all.equal(ss_sum2[,2],pp2,tolerance=8e-3)) ## predict(...,newdata=...) on models with derived variables in the random effects ## e.g. (f:g, f/g) set.seed(101) d <- expand.grid(f=factor(letters[1:10]),g=factor(letters[1:10]), rep=1:10) d$y <- rnorm(nrow(d)) m1 <- lmer(y~(1|f:g),d) p1A <- predict(m1) p1B <- predict(m1,newdata=d) stopifnot(all.equal(p1A,p1B)) m2 <- lmer(y~(1|f/g),d) p2A <- predict(m2) p2B <- predict(m2,newdata=d) stopifnot(all.equal(p2A,p2B)) ## with numeric grouping variables dn <- transform(d,f=as.numeric(f),g=as.numeric(g)) m1N <- update(m1,data=dn) p1NA <- predict(m1N) p1NB <- predict(m1N,newdata=dn) stopifnot(all.equal(p1NA,p1NB)) ## simulate with modified parameters set.seed(1) s1 <- simulate(fm1) set.seed(1) s2 <- simulate(fm1,newdata=model.frame(fm1), newparams=getME(fm1,c("theta","beta","sigma"))) all.equal(s1,s2) fm0 <- update(fm1,.~.-Days) ## ## sim() -> simulate() -> refit() -> deviance ## ## predictions and simulations with offsets set.seed(101) d <- data.frame(y=rpois(100,5),x=rlnorm(100,1,1), f=factor(sample(10,size=100,replace=TRUE))) gm1 <- glmer(y~offset(log(x))+(1|f),data=d, family=poisson) s1 <- simulate(gm1) } ## skip on windows (for speed)