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Copy file name to clipboardExpand all lines: docs/src/rankdeficiency.md
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@@ -12,7 +12,7 @@ The simplest case of rank deficiency is a duplicated predictor or a predictor th
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However, rank deficiency can also arise in more subtle ways, such as from missing cells in a two-factor experimental design.
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Rank deficiency can also arise as an extreme case of multicollinearity.
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In all cases, it is important to remember that we can only assess the numerical rank of a matrix, which may be less than its theoretical rank, and that evaluation of this numerical rank requires setting some numerical tolerance levels.
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These choices are not always welldefined.
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These choices are not always well-defined.
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In other words, the rank of a matrix is well-defined in theory but in practice can be difficult to evaluate.
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Rank deficiency can occur in two ways in mixed-effects models: in the fixed effects and in the random effects.
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If one or more predictors can be expressed as a linear combination of the other columns, then this column is redundant and the model matrix is rank deficient.
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Note however, that the redundant column is not defined uniquely.
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For example, in the case that of two columns `a` and `b` where `b = 2a`, then the rank deficiency can be handled by eliminating either `a` or `b`.
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While we defined `b` here in terms of `a`, it may be that `b` is actually the more 'fundamental' predictor and hence we may define `a` in terms of `b` as `a = 0.5b`.
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While we defined `b` here in terms of `a`, it may be that `b` is actually the more 'fundamental' predictor and hence we may define `a` in terms of `b` as `a = 0.5b`.
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The user may of course possess this information, but the choice is not apparent to the modelling software.
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As such, the handling of rank deficiency in `MixedModels.jl` should not be taken as a replacement for thinking about the nature of the predictors in a given model.
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@@ -35,12 +35,12 @@ move the surplus columns to the right side of the model matrix.
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In subsequent calculations, these columns are effectively ignored (as their estimates are zero and thus won't contribute to any other computations).
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For display purposes, this pivoting is unwound when the `coef` values are displayed.
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Both the pivoted and unpivoted coefficients are available in MixedModels.
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The [`fixef`](@ref) extractor returns the pivoted, truncated estimates (i.e. the nonredundant terms), while the [`coef`](@ref) extractor returns the unpivoted estimates (i.e. all terms, included the redundant ones).
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Both the pivoted and unpivoted coefficients are available in `MixedModels.jl`.
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The [`fixef`](@ref) extractor returns the pivoted, truncated estimates (i.e. the non-redundant terms), while the [`coef`](@ref) extractor returns the unpivoted estimates (i.e. all terms, included the redundant ones).
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The same holds for the associated [`fixefnames`](@ref) and [`coefnames`](@ref).
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### Pivoting is platform dependent
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In MixedModels.jl, we use standard numerical techniques to detect rank deficiency.
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In `MixedModels.jl`, we use standard numerical techniques to detect rank deficiency.
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We currently offer no guarantees as to which exactly of the standard techniques (pivoted QR decomposition, pivoted Cholesky decomposition, etc.) will be used.
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This choice should be viewed as an implementation detail.
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Similarly, we offer no guarantees as to which of columns will be treated as redundant.
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