| rlmerMod-class | R Documentation |
Class "rlmerMod" of Robustly Fitted Mixed-Effect Models
A robust mixed-effects model as returned by rlmer.
Objects are created by calls to
rlmer.
Almost all methods available from objects returned from
lmer are also available for objects returned by
rlmer. They usage is the same.
It follows a list of some the methods that are exported by this package:
coef
deviance (disabled, see below)
extractAIC (disabled, see below)
family
fitted
fixef
formula
getInfo
isGLMM
isLMM
isNLMM
isREML
logLik (disabled, see below)
model.frame
model.matrix
nobs
plot
predict
ranef (only partially implemented)
residuals
sigma
summary
terms
update
VarCorr
vcov
weights
A log likelihood or even a pseudo log likelihood
is not defined for the robust estimates returned by rlmer.
Methods that depend on the log likelihood are therefore not available. For
this reason the methods deviance, extractAIC and
logLik stop with an error if they are called.
By default
(df = "auto") summary(object) reports a
Satterthwaite-type df and a Pr(>|t|) column for the
fixed effects whenever computing it is cheap – either the
underlying influence function is already cached on the fit (from an
earlier cooks.distance,
vcov sandwich,
confint or summary call), or
its deterministic size workload is within the cutoff
getOption("robustlmm.summary.df.max", 5000). On larger
fits "auto" falls back to the historic Estimate /
Std. Error / t value table (no p-values, as for
lmer) and prints a one-line note on how to
request the df anyway. Use df = "satterthwaite" to always
compute it (which may be slow on large data) or df = "none"
to never compute it. The cutoff is a dimensionless function of the
problem size (number of observations, parameters and the df method),
so the same fit behaves identically on every machine; raise or lower
robustlmm.summary.df.max to show the df on larger or only on
smaller fits. See robustlmm-options for this option.
Unlike
lmerTest, the degrees of freedom are derived from the robust,
influence-function-based covariance of the variance parameters, so
they stay honest under contamination. The Satterthwaite construction
follows Giesbrecht and Burns (1985) and Fai and Cornelius (1996);
inserting a robust sandwich covariance into the moment-matching ratio
parallels the cluster-robust approach of Bell and McCaffrey (2002)
and Pustejovsky and Tipton (2018). The approximation is reliable
only for a moderate number of grouping levels; summary prints
a note recommending confint(object,
method = "boot") when the smallest grouping factor has fewer than
20 levels. The feature supports single-factor, nested
(e.g. (1 | school/class)) and crossed
(e.g. (1 | subject) + (1 | item)) designs with diagonal
random effects, including Mallows-weighted fits, with the default
vcov. Nested designs use a one-way cluster sandwich over the
coarsest grouping factor; crossed designs use a
Cameron-Gelbach-Miller multiway cluster-robust covariance,
projected to the nearest positive-semidefinite matrix. Designs not
covered (e.g. crossed random slopes) fall back to t-values with an
explanatory note. The same
Satterthwaite df is used by emmeans results (emmeans,
emtrends, contrast) for this class when the default
vcov is in effect; a user-supplied vcov. keeps the
asymptotic (Inf, z-based) degrees of freedom. When a variance
component is estimated at 0 (a boundary fit), the df is computed
conditional on that component being held at the boundary – it
equals the df of the model with that component dropped – and
summary notes this; only a genuinely non-identifiable
(singular) fit suppresses the df.
rlmer; corresponding class in package lme4:
merMod
showClass("rlmerMod")
## convert an object of type 'lmerMod' to 'rlmerMod'
## to use the methods provided by robustlmm
fm <- lmer(Yield ~ (1|Batch), Dyestuff)
rfm <- as(fm, "rlmerMod")
compare(fm, rfm)
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