[R] Conservative "ANOVA tables" in lmer
Martin Henry H. Stevens
hstevens at muohio.edu
Thu Sep 7 13:46:24 CEST 2006
My thanks for all of you who are sharing your trials and tribulations
I was hoping to elicit some feedback on my thoughts on denominator
degrees of freedom for F ratios in mixed models. These thoughts and
practices result from my reading of previous postings by Doug Bates
- I start by assuming that the appropriate denominator degrees lies
between n - p and and n - q, where n=number of observations, p=number
of fixed effects (rank of model matrix X), and q=rank of Z:X.
- I then conclude that good estimates of P values on the F ratios lie
between 1 - pf(F.ratio, numDF, n-p) and 1 - pf(F.ratio, numDF, n-q).
- I further surmise that the latter of these (1 - pf(F.ratio, numDF,
n-q)) is the more conservative estimate.
When I use these criteria and compare my "ANOVA" table to the results
of analysis of Helmert contrasts using MCMC sample with highest
posterior density intervals, I find that my conclusions (e.g. factor
A, with three levels, has a "significant effect" on the response
variable) are qualitatively the same.
Dr. Hank Stevens, Assistant Professor
338 Pearson Hall
Oxford, OH 45056
Office: (513) 529-4206
Lab: (513) 529-4262
FAX: (513) 529-4243
"E Pluribus Unum"
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