多重插补后如何获得 lmer 的汇总随机效应?
我正在使用鼠标对数据框进行多重插补。lme4 用于具有随机截距和随机斜率的混合模型。池化 lmer 很好,除了它不会汇集随机效应。我已经搜索了很多没有任何运气的解决方案。我尝试了 mi 包,但是我只看到估计和 std.error 的合并输出。我试过将鼠标对象导出到spss,但没有任何运气。我看到一些关于 Zelig 的讨论。我认为这可能会解决我的问题。但是,我无法弄清楚如何将包与 lmer 的估算数据一起使用。
我知道 mouse 包只支持合并固定效果。有解决办法吗?
多重插补:
library(mice)
Data <- subset(Data0, select=c(id, faculty, gender, age, age_sqr, occupation, degree, private_sector, overtime, wage))
ini <- mice(Data, maxit=0, pri=F) #get predictor matrix
pred <- ini$pred
pred[,"id"] <- 0 #don't use id as predictor
meth <- ini$meth
meth[c("id", "faculty", "gender", "age", "age_sqr", "occupation", "degree", "private_sector", "overtime", "wage")] <- "" #don't impute these variables, use only as predictors.
imp <- mice(Data, m=22, maxit=10, printFlag=TRUE, pred=pred, meth=meth) #impute Data with 22 imputations and 10 iterations.
多级模型:
library(lme4)
fm1 <- with(imp, lmer(log(wage) ~ gender + age + age_sqr + occupation + degree + private_sector + overtime + (1+gender|faculty))) #my multilevel model
summary(est <- pool(fm1)) #pool my results
合并 lmer 的更新 结果:
> summary(est <- pool(fm1))
est se t df Pr(>|t|) lo 95 hi 95 nmis fmi lambda
(Intercept) 7,635148e+00 0,1749178710 43,649905006 212,5553 0,000000e+00 7,2903525425 7,9799443672 NA 0,2632782 0,2563786
Gender -1,094186e-01 0,0286629154 -3,817427078 117,1059 2,171066e-04 -0,1661834550 -0,0526537238 NA 0,3846276 0,3742069
Occupation1 1,125022e-01 0,0250082538 4,498601518 157,6557 1,320753e-05 0,0631077322 0,1618966049 NA 0,3207350 0,3121722
Occupation2 2,753089e-02 0,0176032487 1,563966385 215,6197 1,192919e-01 -0,0071655902 0,0622273689 NA 0,2606725 0,2538465
Occupation3 1,881908e-04 0,0221992053 0,008477365 235,3705 9,932433e-01 -0,0435463305 0,0439227120 NA 0,2449795 0,2385910
Age 1,131147e-02 0,0087366178 1,294719230 187,0021 1,970135e-01 -0,0059235288 0,0285464629 0 0,2871640 0,2795807
Age_sqr -7,790476e-05 0,0001033263 -0,753968159 185,4630 4,518245e-01 -0,0002817508 0,0001259413 0 0,2887420 0,2811131
Overtime -2,376501e-03 0,0004065466 -5,845581504 243,3563 1,614693e-08 -0,0031773002 -0,0015757019 9 0,2391179 0,2328903
Private_sector 8,322438e-02 0,0203047665 4,098760934 371,9971 5,102752e-05 0,0432978716 0,1231508962 NA 0,1688478 0,1643912
缺少此信息,我在没有多重插补的情况下运行 lmer 时得到:
Random effects:
Groups Name Variance Std.Dev. Corr
Faculty (Intercept) 0,008383 0,09156
Genderfemale0,002240 0,04732 1,00
Residual 0,041845 0,20456
Number of obs: 698, groups: Faculty, 17