tests/falsezero_dorie.R

In lme4: Linear Mixed-Effects Models using 'Eigen' and S4

if (.Platform$OS.type != "windows") {
    ## test of false zero problem reported by Vince Dorie
    ## (no longer occurs with current development lme4)
    ## https://github.com/lme4/lme4/issues/17
    library(lme4)

    sigma.eps <- 2
    sigma.the <- 0.75
    mu <- 2

    n <- 5
    J <- 10
    g <- gl(J, n)

    set.seed(1)

    theta <- rnorm(J, 0, sigma.eps * sigma.the)
    y <- rnorm(n * J, mu + theta[g], sigma.eps)
    lmerFit <- lmer(y ~ 1 + (1 | g), REML = FALSE, verbose=TRUE)

    y.bar <- mean(y)
    y.bar.j <- sapply(1:J, function(j) mean(y[g == j]))
    S.w <- sum((y - y.bar.j[g])^2)
    S.b <- n * sum((y.bar.j - y.bar)^2)
    R <- S.b / S.w

    sigma.the.hat <- sqrt(max((n - 1) * R / n - 1 / n, 0))
    stopifnot(all.equal(sigma.the.hat,lme4Sigma <- unname(getME(lmerFit,"theta")),
                        tolerance=2e-5))
} ## skip on windows (for speed)