[R] difference between splus and R

Faheem Mitha faheem at email.unc.edu
Fri Apr 7 16:17:18 CEST 2000

On Fri, 7 Apr 2000, Faheem Mitha wrote:

> On Fri, 7 Apr 2000, Prof Brian D Ripley wrote:
> > (The fits for ran2 give the same statistics, so look both to be REML.) 
> > You should not be using anova on lme models fitted with REML. Although in
> > this case they are using the same fixed-effects model and so are on
> > comparable data, the supporting theory is for ML fits only, AFAIK.
> I am only using the prepackaged function anova.lme from the package nlme.
> If you look at the documentation, you will see that not doing anything
> unconventional with it. While I am not sure what likelihood ratio
> statistic is being used (the documentation does not say, but it appears
> that it is probably REML-based) if it is not a legitimate test, then why
> is it included in the package?

I'm replying to my own reply, here. I took a more careful look, and
apparently there is a problem if you are trying to apply anova to models
fitted with REML where the fixed effects are different. If you try to do
this, anova gives you results, but also gives a warning message saying the
results are not meaningful.

My understanding is that using anova on lme models fitted with REML is Ok
as long as the fixed effects are the same.


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