[R] lme degrees of freedoms: SAS and R
Kaiya Liu
liu.262 at osu.edu
Sun Mar 31 12:52:35 CEST 2002
Dear list,
I ran a mixed effect model using R 1.4.1 and SAS 8.0 on the SIMS data found
in the SASmixed package and found that the degrees of freedoms for fixed
effects are very different.
From R, df = n - v -1 where n is total # of observations, v is the # of
levels for the grouping factor. From SAS df = v -1. Am I wrong about this
or can somebody explain which is correct and why?
Thanks a lot!
Kaiya Liu
-------------------------------------
Here are the codes:
For R:
> formula (SIMS)
Gain ~ Pretot | Class
> data(SIMS)
> fm1SIMS <- lme(Gain ~ Pretot, data = SIMS, random = ~ Pretot | Class,
control = list(msVerbose = TRUE))
> summary (fm1SIMS)
_________________________________
For SAS:
proc mixed data=sims;
class class;
model gain = pretot / solution;
random intercept pretot / subject=class type=un;
run;
Most of the results are comparable except the degrees of freedoms for the
fixed effects:
From R: DF = 3500
Fixed effects: Gain ~ Pretot
Value Std.Error DF t-value p-value
(Intercept) 7.066218 0.3631916 3500 19.45589 <.0001
Pretot -0.187538 0.0163680 3500 -11.45756 <.0001
Number of Observations: 3691
Number of Groups: 190
__________________________________________________________
From SAS: DF = 189
Solution for Fixed Effects
Standard
Effect Estimate Error DF t
Value Pr > |t|
Intercept 7.0595 0.3658 189 19.30
<.0001
pretot -0.1860 0.01610 189 -11.56
<.0001
-----------------------------------------------------------
Kaiya Liu
School of Journalism and Communication
Ohio State University
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