如果我没有正确格式化,请提前道歉,这是我关于 SO 的第一个问题。
我在 R 中使用 lme4 运行了一系列多级模型。我的结果变量是连续的,我有一个具有多个类别(美国地区:中西部、东北部、南部、西部)的分类二级预测变量以及一系列的时变协变量。当我运行这段代码时,
m5 <- lmer(percentfemale~ timecat1 + region + sizelogc +
perLatinxc.lag8 + perBlackc.lag8 +
femincomedisc.lag8 + femLFPdisc.lag8 + fememploydisc.lag8 + femedudisc.lag8 +
(1 + timecat1|AJID), data=data, REML=F)
我得到以下结果(减少空间):
AIC BIC logLik deviance df.resid
8182.5 8269.8 -4075.2 8150.5 1722
Scaled residuals:
Min 1Q Median 3Q Max
-6.4726 -0.3921 -0.0245 0.3687 6.4414
Random effects:
Groups Name Variance Std.Dev. Corr
AJID (Intercept) 12.70271 3.5641
timecat1 0.04184 0.2045 0.44
Residual 2.16582 1.4717
Number of obs: 1738, groups: AJID, 531
Fixed effects:
Estimate Std. Error t value
(Intercept) 1.088e+01 3.544e-01 30.696
timecat1 1.086e-01 1.252e-02 8.679
regionNortheast -2.337e+00 4.749e-01 -4.920
regionSouth 6.269e-01 4.472e-01 1.402
regionWest 1.079e+00 4.807e-01 2.245
但是,当我按自变量绘制残差时,我只有四个区域中的两个区域的残差(见下文)。
xyplot(resid(m5) ~ region, data=data, jitter.x=T, abline=0, type=c("p", "g"))
残差绘制在 y 轴上,中西部、东北部、南部、西部绘制在 x 轴上,残差仅适用于南部和西部地区
我在区域变量中没有丢失数据,并且不知道为什么我会对没有相应残差的区域进行估计。为什么会这样?
编辑2:
m5 <- lmer(percentfemale~ timecat1 + region + sizelogc +
(1 + timecat1|AJID), data=egdata, REML=F)
xyplot(resid(m5) ~ region, data=data, jitter.x=T, abline=0, type=c("p", "g"))
> dput(egdata)
structure(list(AJID = c(8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 13L,
51L, 51L, 51L, 51L, 51L, 51L, 51L, 51L, 68L, 68L, 68L, 68L, 68L,
68L, 68L, 68L, 79L, 83L, 83L, 83L, 83L, 83L, 83L, 83L, 97L, 116L,
116L, 116L, 127L, 127L, 127L, 127L, 127L, 127L, 127L, 148L, 148L,
148L, 148L, 148L, 148L, 148L, 148L, 152L, 152L, 152L, 152L, 152L,
152L, 160L, 160L, 160L, 160L, 160L, 160L, 168L, 168L, 168L, 168L,
168L, 168L, 168L, 171L, 171L, 171L, 176L, 176L, 176L, 176L, 176L,
176L, 176L, 176L, 179L, 179L, 179L, 179L, 179L, 179L, 179L, 183L,
183L, 183L, 183L, 183L, 183L, 191L, 191L, 191L, 191L, 191L, 191L,
191L, 197L, 197L, 207L, 207L, 207L, 225L, 235L, 235L, 235L, 235L,
235L, 235L, 235L, 237L, 237L, 237L, 237L, 237L, 237L, 237L, 238L,
238L, 238L, 238L, 238L, 238L, 238L, 238L, 245L, 245L, 245L, 245L,
245L, 251L, 251L, 251L, 251L, 251L, 251L, 251L, 265L, 265L, 265L,
265L, 265L, 266L, 266L, 266L, 266L, 266L, 266L, 266L, 273L, 273L,
273L, 273L, 273L, 275L, 275L, 275L, 275L, 275L, 275L, 275L, 275L,
279L, 279L, 279L, 279L, 279L, 280L, 280L, 280L, 280L, 280L, 280L,
284L, 284L, 284L, 284L, 284L, 284L, 284L, 286L, 286L, 286L, 286L,
286L, 286L, 286L, 286L, 296L, 296L, 296L, 296L, 296L, 296L, 296L,
296L, 313L, 341L, 341L, 341L, 341L, 341L, 345L, 345L, 345L, 345L,
345L, 345L, 345L, 345L, 352L, 363L, 363L, 365L, 365L, 365L, 365L,
365L, 365L, 365L, 365L, 369L, 369L, 369L, 369L, 374L, 374L, 374L,
374L, 374L, 374L, 374L, 385L, 385L, 385L, 385L, 385L, 385L, 385L,
391L, 391L, 391L, 391L, 391L, 391L, 391L, 416L, 416L, 416L, 416L,
416L, 416L, 416L, 417L, 417L, 417L, 417L, 417L, 417L, 417L, 423L,
423L, 423L, 423L, 423L, 423L, 423L, 429L, 429L, 429L, 429L, 429L,
429L, 434L, 434L, 434L, 434L, 434L, 434L, 441L, 441L, 441L, 441L,
441L, 441L, 441L, 441L, 447L, 447L, 447L, 447L, 447L, 447L, 447L,
447L, 448L, 448L, 448L, 448L, 448L, 448L, 448L, 448L, 453L, 454L,
454L, 454L, 454L, 454L, 454L, 466L, 466L, 466L, 466L, 466L, 466L,
466L, 480L, 480L, 480L, 480L, 480L, 480L, 482L, 482L, 506L, 506L,
506L, 510L, 510L, 510L, 510L, 510L, 513L, 513L, 513L, 513L, 513L,
513L, 513L, 514L, 514L, 514L, 514L, 514L, 514L, 514L, 525L, 525L,
525L, 525L, 525L, 525L, 525L, 525L, 547L, 563L, 563L, 563L, 563L,
563L, 563L, 563L, 563L, 577L, 577L, 577L, 577L, 577L, 577L, 577L,
580L, 580L, 580L, 580L, 580L, 580L, 580L, 586L, 586L, 586L, 586L,
586L, 586L, 586L, 598L, 598L, 598L, 598L, 598L, 598L, 598L, 598L,
602L, 602L, 602L, 602L, 602L, 602L, 602L, 603L, 603L, 603L, 617L,
617L, 617L, 617L, 617L, 617L, 617L, 617L, 630L, 630L, 630L, 630L,
630L, 630L, 630L, 636L, 636L, 641L, 641L, 641L, 641L, 641L, 641L,
641L), percentfemale = c(7.834101382, 8.612440191, 8.173076923,
9.030837004, 10.81081081, 12.15932914, 15.47861507, 13.06818182,
13.51351351, 6.010928962, 5.825242718, 8.5, 9.708737864, 9.302325581,
9.5, 12.29946524, 12.06896552, 6.802721088, 6.622516556, 7.042253521,
8.843537415, 7.843137255, 7.792207792, 11.25, 11.11111111, 10.85271318,
4.972375691, 6.179775281, 4.651162791, 4.954954955, 6.392694064,
4.867256637, 3.555555556, 5.172413793, 13.63636364, 13.97058824,
12.40875912, 5.925925926, 6.25, 7.692307692, 7.586206897, 0.666666667,
6.756756757, 8.904109589, 6.25, 6.94980695, 8.148148148, 10.98039216,
9.318996416, 8.865248227, 9.863945578, 10.52631579, 8.088235294,
11.64383562, 12.10191083, 10.625, 13.0952381, 12.4260355, 7.246376812,
9.289617486, 10.44776119, 11.01321586, 16.04938272, 14.71861472,
12.07207207, 15.55763824, 18.0734856, 17.56756757, 17.72639692,
19.07020873, 19.71014493, 17.64705882, 18, 18.25396825, 19.13043478,
16.31944444, 17.79935275, 20, 22.11838006, 19.77077364, 20.32967033,
19.66292135, 12.5, 14.59074733, 17.66666667, 19.62905719, 17.64705882,
16.09042553, 16.43646409, 6.060606061, 7.947019868, 7.638888889,
11.9205298, 13.15789474, 12.58741259, 6.091370558, 7.929515419,
12.38095238, 12.82051282, 12.88888889, 14.52991453, 15.49295775,
12.5984252, 12.90322581, 14.17322835, 13.17829457, 14.92537313,
9.803921569, 3.333333333, 5.109489051, 3.496503497, 3.821656051,
6.060606061, 9.756097561, 9.85915493, 2.857142857, 2.142857143,
4.516129032, 4.268292683, 5.769230769, 7.407407407, 7.317073171,
7.894736842, 5.365853659, 7.798165138, 9.482758621, 10.86956522,
9.777777778, 10.24590164, 11.29032258, 10.67961165, 9.615384615,
9.322033898, 9.649122807, 10.08403361, 4.615384615, 4.761904762,
6.25, 5.303030303, 7.8125, 5.882352941, 5.454545455, 8.620689655,
7.352941176, 9.032258065, 10.97560976, 9.036144578, 6.870229008,
9.459459459, 14.36464088, 11.5, 13.90134529, 18.4, 16, 8.571428571,
8.771929825, 6.194690265, 5.504587156, 6.796116505, 11.03117506,
19.47743468, 12.07289294, 12.9740519, 15.49295775, 16.42411642,
16.99604743, 19.1681736, 6.034482759, 14.28571429, 6.923076923,
9.929078014, 9.433962264, 8.074534161, 9.941520468, 13.77245509,
7.01754386, 8.333333333, 7.851239669, 4.827586207, 4.861111111,
7.092198582, 9.868421053, 10.1910828, 10.96774194, 13.66459627,
9.386776293, 10.94023069, 12.86926995, 14.01687216, 15.68885959,
17.43400859, 16.4295393, 15.56459817, 5.696202532, 5.921052632,
19.44444444, 8.024691358, 7.142857143, 6.951871658, 7.692307692,
6.179775281, 9.482758621, 4.761905, 3.703704, 4.950495, 2.912621,
6.930693, 5.447471, 7.142857, 9.056604, 13.42513, 16.14583, 17.77379,
17.54967, 17.65677, 9.565217, 6.306306, 8.181818, 5.340114, 7.124352,
7.549669, 12.74876, 13.29752, 14.33311, 15.43027, 15.96702, 7.758621,
7.968127, 10.16949, 9.60961, 2.424242, 15.34091, 10.30928, 4.6875,
5.050505, 7.009346, 7.906977, 2.9615, 3.616637, 10.94527, 11.86903,
15.31532, 17.4939, 20.42042, 0, 0, 0, 1.694915, 3.225806, 3.149606,
5, 1.183432, 1.694915, 2.717391, 2.312139, 0.9478673, 2.45098,
3.012048, 0, 1.734104, 2.564103, 3.5, 3.626943, 3.571429, 5.729167,
1, 0.9803922, 1.818182, 1.818182, 1.694915, 1.709402, 0.862069,
6.956522, 9.917355, 10.25641, 0, 11.51079, 9.333333, 1.470588,
3.472222, 4.166667, 4.166667, 6.756757, 7.801418, 0, 7.741935,
7.643312, 6.962025, 7.594937, 8.823529, 9.333333, 9.677419, 9.574468,
7.446809, 7.55814, 7.821229, 6.989247, 10.27027, 8.196721, 8.441558,
5.714286, 5.5, 6.521739, 6, 5.940594, 4.663212, 8.837209, 11.45833,
4.516129, 3.703704, 4.285714, 5.625, 5.91716, 5.813953, 6.134969,
11.87335, 12.16545, 12.23529, 12.72321, 12.67606, 15.6746, 15.21739,
6.930693, 9.677419, 11.2, 11.2782, 12.19512, 9.448819, 10.18519,
8.490566, 7.894737, 10.15625, 11.19403, 8.917197, 11.68831, 17.51412,
16.66667, 18.53933, 4.081633, 4.6875, 5.181347, 4.812834, 4.975124,
3.349282, 4.624277, 0.6369427, 2.857143, 7.142857, 5.454545,
7.058824, 7.142857, 8.391608, 1.360544, 1.37931, 1.360544, 4.026846,
4.697987, 6.535948, 5.405405, 7.801418, 5.454545, 6.622517, 5.882353,
7.18232, 8.571429, 9.589041, 9.846154, 10.81871, 11.47059, 3.90625,
4.6875, 3.571429, 4.511278, 6.818182, 11.04294, 14.10256, 4.020101,
3.045685, 2.439024, 3.478261, 3.2, 3.703704, 3.571429, 4.363636,
3.97351, 4.792332, 5.333333, 5.315615, 7.923497, 7.286432, 10.35387,
11.32075, 11.50923, 11.9877, 11.8007, 11.60267, 11.66078, 10.52002,
6.752412, 6.583072, 9.898477, 10.51345, 10.22444, 10.90487, 8.878505,
13.67521, 16.66667, 17.43119, 10, 10.62802, 12.61682, 13.00813,
11.78862, 7.33945, 10.69959, 20.95238, 7.438017, 7.5, 8.333333,
10.32028, 13.35616, 15.24823, 11.67883, 18.30508, 21.59468, 3.902439,
4.950495, 5.365854, 5.263158, 7, 8.653846, 7.614213), timecat1 = c(-26L,
-23L, -20L, -16L, -13L, -10L, -6L, 0L, 0L, -26L, -23L, -20L,
-16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L, -13L, -10L,
-6L, 0L, 0L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -6L, -10L,
-6L, 0L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L,
-16L, -13L, -10L, -6L, 0L, -20L, -16L, -13L, -10L, -6L, 0L, -20L,
-16L, -13L, -10L, -6L, 0L, -23L, -20L, -16L, -13L, -10L, -6L,
0L, -13L, -10L, -6L, -26L, -23L, -20L, -16L, -13L, -10L, -6L,
0L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -20L, -16L, -13L,
-10L, -6L, 0L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -6L, 0L,
-10L, -6L, 0L, -10L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -23L,
-20L, -16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L, -13L,
-10L, -6L, 0L, -16L, -13L, -10L, -6L, 0L, -23L, -20L, -16L, -13L,
-10L, -6L, 0L, -16L, -13L, -10L, -6L, 0L, -23L, -20L, -16L, -13L,
-10L, -6L, 0L, -16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L,
-13L, -10L, -6L, 0L, -23L, -20L, -16L, -13L, 0L, -26L, -23L,
-20L, -13L, -6L, 0L, -26L, -23L, -20L, -13L, -10L, -6L, 0L, -26L,
-23L, -20L, -16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L,
-13L, -10L, -6L, 0L, -16L, -23L, -20L, -16L, -13L, -10L, -26L,
-23L, -20L, -16L, -13L, -10L, -6L, 0L, -13L, -10L, -6L, -26L,
-23L, -20L, -16L, -13L, -10L, -6L, 0L, -13L, -10L, -6L, 0L, -23L,
-20L, -16L, -13L, -10L, -6L, 0L, -23L, -20L, -16L, -13L, -10L,
-6L, 0L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L,
-16L, -10L, -6L, 0L, -26L, -23L, -20L, -16L, -13L, -10L, 0L,
-23L, -20L, -16L, -13L, -10L, -6L, 0L, -23L, -20L, -16L, -13L,
-10L, -6L, -23L, -20L, -16L, -13L, -10L, -6L, -26L, -23L, -20L,
-16L, -13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L, -13L, -10L,
-6L, 0L, -26L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -16L, -23L,
-20L, -13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L, -13L, -10L,
0L, -23L, -20L, -13L, -10L, -6L, 0L, -13L, 0L, -10L, -6L, 0L,
-26L, -23L, -16L, -13L, -10L, -26L, -23L, -20L, -16L, -13L, -10L,
0L, -26L, -23L, -20L, -13L, -10L, -6L, 0L, -26L, -23L, -20L,
-16L, -13L, -10L, -6L, 0L, 0L, -26L, -23L, -20L, -16L, -13L,
-10L, -6L, 0L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -26L, -23L,
-20L, -16L, -13L, -10L, -6L, -26L, -23L, -20L, -16L, -13L, -6L,
0L, -26L, -23L, -20L, -16L, -13L, -10L, -6L, 0L, -26L, -23L,
-16L, -13L, -10L, -6L, 0L, -10L, -6L, 0L, -26L, -23L, -20L, -16L,
-13L, -10L, -6L, 0L, -26L, -23L, -20L, -16L, -13L, -6L, 0L, -26L,
-23L, -26L, -23L, -20L, -16L, -13L, -10L, -6L), region = structure(c(3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 1L, 1L, 1L, 1L, 1L, 3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L,
1L, 4L, 4L, 4L, 4L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 4L,
4L, 4L, 4L, 4L, 4L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 4L, 4L, 4L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L,
2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L,
3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 4L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 4L,
4L, 4L, 4L, 4L, 4L, 4L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L), .Label = c("Midwest",
"Northeast", "South", "West"), class = "factor"), sizelogc = c(0.408823946,
0.636182014, 0.663878359, 0.774106962, 0.837491565, 0.81147203,
0.731559255, 0.989580112, -0.52527906, -0.277305662, -0.02646953,
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1.315573819, 1.477612502, 1.56898489, 1.741486445, 1.795245059,
1.968924143, 2.11464897, 0.14434477, 0.319548119, 0.663544174,
0.670843847, 0.680632429, 0.731559255, 0.749879332, -0.687899475,
-0.622986408, -0.73479636, -0.291390402, -0.058788322, 0.020036939,
0.217706611, 0.239519072, 0.076585244, 0.182078689, 0.051608314,
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0.324394911, 0.291056575, -0.009041676, 0.268254825, -0.361143441,
-0.077205048, -0.172647405, -0.015317049, -0.207445767, -0.114297445,
-0.093907344)), row.names = c(NA, -432L), class = "data.frame")
> str(egdata)
'data.frame': 432 obs. of 5 variables:
$ AJID : int 8 8 8 8 8 8 8 8 13 51 ...
$ percentfemale: num 7.83 8.61 8.17 9.03 10.81 ...
$ timecat1 : int -26 -23 -20 -16 -13 -10 -6 0 0 -26 ...
$ region : Factor w/ 4 levels "Midwest","Northeast",..: 3 3 3 3 3 3 3 3 4 4 ...
$ sizelogc : num 0.409 0.636 0.664 0.774 0.837 ...