[R] degrees of freedom for t-tests in lme

Han-Lin Lai Han-Lin.Lai at noaa.gov
Wed Apr 24 19:16:47 CEST 2002


Hi,

I have trouble to figure out how the df is derived in LME.  Here is my
model,

   lme(y~x+log(den)+sex+dep,data=lwd,random= list(group=~x))

Number of total samples (N) is 3237
number of groups (J) is 26
number of level-1 variables (Q1) is 3, i.e., x, log(den) and sex
number of level-2 variables (Q2) is 1, i.e., dep
x and den are continuous variable
sex is associated with individual samples and has 2 levels
dep is associated with group has 4 levels: depD15, depD27, and depD35,
and depD35.

I got the results:

Fixed effects: y ~ x + log(den) + sex + dep
                         Value       Std.Error   DF   t-value p-value
(Intercept) -11.29271     0.1681915 3206 -67.14200  <.0001
              x     3.05937     0.0367970 3206  83.14182  <.0001
   log(den)     0.00898     0.0022357 3206   4.01732  0.0001
           sex     0.01980     0.0057675 3206   3.43216  0.0006
    depD27   -0.01505     0.0560142 3206  -0.26872  0.7882
    depD35   -0.06102     0.0548647 3206  -1.11227  0.2661
    depD50   -0.29123     0.0567132     24  -5.13511  <.0001

Are these coefficients are the level-2, and thus, DF for testing dep's
should be (J-Q2_1=26-1-1=24).  Why I get the number 3206, especially for
depD27 depD35 and depD50.

Thanks
Han
Han-Lin.Lai at noaa.gov


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