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I want to learn the effect of age on a degeneration score using linear mixed model with longitudinal data. The higher the score, the more severe the degeneration is. I assume that at age = 0, everyone should have the degeneration score = 0 (the lowest possible score), so I force the model to pass through the origin (0,0) (actually I standardized age, so there would be an intercept, but I roughly shifted the linear model back to pass through (0,0), see details in the code at the end), and the linear mixed model is a fix-intercept-random-slope model.

The problem is that when I define a binary predictor, in my case the sex variable, as a factor rather than a numeric variable, lmer() regards it as two variables and returns coefficients for both of them in the model summary. I would like to know why this happened.

Below are the model estimates when I regard sex as a factor.

Fixed effects:
      Estimate Std. Error       df t value Pr(>|t|)    
sexf   0.15539    0.11736 81.67705   1.324    0.189    
sexm  -0.10845    0.08229 76.18574  -1.318    0.191    
s.age  0.59932    0.10144 23.53187   5.908 4.62e-06 ***

Below are the model estimates when I regard sex as a numerical variable.

Fixed effects:
      Estimate Std. Error       df t value Pr(>|t|)    
sex   -0.11031    0.08293 78.23797  -1.330    0.187    
s.age  0.59596    0.10344 24.48049   5.761 5.71e-06 ***

I know the two-variable phenomenon will disappear if I cancel the 0 + (i.e., allow for intercept) in the model (see corresponding result below).

Fixed effects:
            Estimate Std. Error      df t value Pr(>|t|)    
(Intercept)   0.1554     0.1174 81.6771   1.324   0.1892    
sex          -0.2638     0.1432 80.1862  -1.843   0.0691 .  
s.age         0.5993     0.1014 23.5319   5.908 4.62e-06 ***

Forcing the intercept to be 0 is uncommon. The only relevant post I found is: r - Random slopes regression THROUGH THE ORIGIN (0 intercept)

But that post focuses more on model fitting. I also searched other posts and did not find similar problem. Thank you for any suggestions.

Below is a replicable toy example.

#To generate a toy dataset for testing 0 intercept LMM using lmer()
library(lme4)
library(lmerTest)

set.seed(10)
#create toy variables
IID <- c(1:30)
age <- runif(30,10,70)
age2 <- age + 5
age3 <- age + 10

slope <- rnorm(30,3,1)
outcome1 <- (slope + rnorm(30,1,1))*age/100
outcome2 <- (slope + rnorm(30,1,1))*age2/100
outcome3 <- (slope + rnorm(30,1,1))*age3/100
sex <- rbinom(30,1,0.5)
T1 <- rep("T1",30)
T2 <- rep("T2",30)
T3 <- rep("T3",30)

#create toy datasets
df.t1 <- data.frame(IID, sex, age, outcome1,T1)
colnames(df.t1)[c(4,5)] <- c("outcome","Time")
df.t2 <- data.frame(IID, sex, age2, outcome2,T2)
colnames(df.t2)[c(3:5)] <- c("age","outcome","Time")
df.t3 <- data.frame(IID, sex, age3, outcome3,T3)
colnames(df.t3)[c(3:5)] <- c("age","outcome","Time")

#Long data format
DF <- rbind(df.t1, df.t2, df.t3)

#Standardization and adjustment
DF$s.age <- scale(DF$age)
intercept <- mean(DF$outcome)
DF$adj.outcome <- DF$outcome - intercept

#########################################
#This would make the result different
#DF$sex <- ifelse(DF$sex == 0, "f","m")
#########################################

#linear mixed model
lmm <- lmer(adj.outcome ~ 0 + sex + s.age + (0 + s.age|IID),
            data = DF)
summary(lmm)
```
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1 Answer 1

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This is expected behaviour. If it did not estimate both levels seperately there would be a missing estimate.

This doesn't really have anything to do with mixed models or lmer or standardisation. It is expected, normal, behaviour whenever the intercept is omitted from a model. To see why this is the case, consider a very simple simulated dataset:

set.seed(1)
dt <- expand.grid(sex = c("male", "female"), reps = 1:5)
X <- model.matrix(~ sex, dt)
betas <- c(1, 2)
dt$Y <- X %*% betas + rnorm(nrow(dt))

So we simulate the data so that the mean for males is 1 and the mean for females is 3 (1+2).

Now we fit the model with an intercept

> summary(lm(Y ~ sex, dt))

    Min      1Q  Median      3Q     Max 
-1.0987 -0.6054  0.1244  0.4910  1.3170 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)   
(Intercept)   0.9861     0.3630   2.717   0.0264 * 
sexfemale     2.2922     0.5133   4.465   0.0021 **

So we interpret this as males are estimated as 0.99 and females 2.29 + 0.99 = 3.28, which is in line with the simulated values (they are not exactly 1 and 3 due to sampling variation)

Now we fit the model without an intercept:

> summary(lm(Y ~ sex - 1, dt))

Coefficients:
          Estimate Std. Error t value Pr(>|t|)    
sexmale     0.9861     0.3630   2.717   0.0264 *  
sexfemale   3.2783     0.3630   9.031 1.81e-05 ***

And we obtain the same estimates, as expected.

If only one level of the sex variable was estimated, we would have no idea what the estimate for the other level was.

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