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I am trying to create a linear mixed model for longitudinal data using data that looks similar as the data in the following:

> head(df, 10)
   ID   S  A    BT AT outcome Time
1   1   0 0.40  0  5      90    4
2   1   0 0.40  0  5      90    6
3   1   0 0.40  0  5      90    7
4   1   0 0.40  0  5      90   11
5   2   0 1.32  0  7      90    5
6   2   0 1.32  0  7      90    7
7   2   0 1.32  0  7      90   11
8   3   1 5.78  0  3      85    0
9   3   1 5.78  0  3      85    2
10  4   1 5.98  1  3      58    2

The data is unbalanced in the sense that a different number of observations exists for each subject with irregular time intervals. Unfortunately, with the data as specified in the former, a model with random slopes (or other more complex random structures) does not converge, however I added the data for illustration of the real data, since the real data looks similar.

When trying to fit a model using nlme::lme() with e.g. random intercepts and slopes, a correlation structure and a variance function on the real data, the weights argument is ignored and summary returns the model without taking into account the variance function.

An example:

#(1)

model_lme <- lme((outcome ~ S + BT + A + AT*Time, random = ~ 1 + Time|ID,
                method = "REML", data = df, na.action = na.exclude,
                weights = varIdent(form = ~AT),
                correlation = corCAR1(form = ~ 1 | ID),
                control = lmeControl(opt = "optim")
                 
)

gives the exact same results as:

#(2)

model_lme <- lme((outcome ~ S + BT + A + AT*Time, random = ~ 1 + Time|ID,
                method = "REML", data = df, na.action = na.exclude,
                correlation = corCAR1(form = ~ 1 | ID),
                control = lmeControl(opt = "optim")
                 
)

This happens only for VarIdent, since the model does not seem to ignore e.g. VarExp when using weights = ....

However, when specifying no weights and no correlation, e.g.

#(3)

model_lme <- lme((outcome ~ S + BT + A + AT*Time, random = ~ 1 + Time|ID,
                method = "REML", data = df, na.action = na.exclude,
                varIdent(form = ~AT),
                control = lmeControl(opt = "optim")
                 
)

the model runs for much longer, has lower AIC in my case than the models without this specification of the variance function, and explicitly returns

Variance function:
 Structure: Different standard deviations per stratum
Formula: ~AT | ID 
# Followed by parameter estimates for each unique ID, one value per ID. 

in the summary output.

What happens in model #(3), happens not only for VarIdent, but for all of the variance functions, so I am assuming that I am misspecifying something here. Therefore, I would like to check whether I understand correctly what I am trying to specify:

When using model #(3), the summary output gives me Formula: ~AT | ID, which to me would indicate that for each value of AT (which is continuous), grouped by ID (since it is the within-group variance), a different residual variance is estimated. For VarExp, this would result in Formula: ~AT, indicating that the variance of the residuals increases exponentially for the values of the covariate AT (regardless of the grouping?).

Therefore, I have two questions: (1) Am I understanding the meaning of the variance functions correctly, and (2) What could be happening with the model specification that it takes so long to run in model 3 (also with e.g. VarExp), and the variance function VarIdent is ignored when using weights = ...?

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  • $\begingroup$ I am curious if you ever figured out why varIdent gets ignored. I'm also experiencing that and other "ignoring" issues involving varFunc and corStruct calls in the nlme package and would love an explanation. $\endgroup$
    – wdkrnls
    Commented Aug 21 at 21:18

0

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