R: [R] help with lme()

Vito Muggeo vito.muggeo at giustizia.it
Tue Nov 4 17:21:19 CET 2003

Dear Bill,
I am not a lme-expert, but I believe the Pinheiro&Bates' book is rather
clear here.

However you know that a lme model is, for instance

fixed= y~x1+x2 and random=y~x1|group

and you can fit it by ML or REML.

If you are interested in testing for x2 by means the LRT (namely by
comparing the models with and without x2) you have to fit them by  ML.

hope this helps,

----- Original Message -----
From: Bill Shipley <bill.shipley at usherbrooke.ca>
To: R help list <r-help at stat.math.ethz.ch>
Sent: Tuesday, November 04, 2003 4:42 PM
Subject: [R] help with lme()

Hello. I am trying to determine whether I should be using ML or REML
methods to estimate a linear mixed model.   In the book by Pinheiro &
Bates (Mixed-effects models in S and S-PLUS, page 76) they state that
one difference between REML and ML is that « LME models with different
fixed-effects structures fit using REML cannot be compared on the basis
of their restricted likelihoods.  In particular, likelihood ratio tests
are not valid under these circumstances."

I am not sure what "fixed-effects structures" means.  Does it mean that,
as long as the types of contrasts are the same between two models, they
ARE comparable, but are NOT comparable if the types of contrasts are
changes?  Or rather, does it simply mean that one should use t or F
tests for the fixed effects, and restrict the likelihood ratio tests to
the random effects only if using REML?

Bill Shipley

Associate Editor, Ecology

North American Editor, Annals of Botany

Département de biologie, Université de Sherbrooke,

Sherbrooke (Québec) J1K 2R1 CANADA

Bill.Shipley at USherbrooke.ca


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