[R] Conservative "ANOVA tables" in lmer

[Douglas Bates]

On 9/10/06, John Maindonald <john.maindonald at anu.edu.au> wrote:
> A Wiki entry is an excellent idea.  I am happy to try to help.
>
> An account of mcmcsamp() might be very useful part of the Wiki.  My
> limited investigations suggest that once the data starts to overwhelm
> the prior (maybe ~3 df for an effect that is of interest), the
> posterior distribution that it gives provides a very good
> approximation to the sampling distribution.
>
> I have been meaning to put aside time to try to work out, with the
> help of a colleague here at ANU, how the Kenward & Roger (Biometrics,
> 1997) approximation might be implemented in lmer, but it has'nt yet
> happened and is unlikely to do so for a while.

I think it would be nontrivial to do this for a general case.  A
literal translation of the formulas in that paper may be suitable for
simple cases but not for general cases.  Like many papers in this
literature this one has the inverse of an n by n matrix (n being the
number of observations) embedded in the middle of most of the
formulas. Given that some users are seriously considering fitting
models for which n is in the millions, forming and manipulating an n
by n matrix in such cases is out of the question unless you can
exploit special properties of the matrix.


>
> John Maindonald             email: john.maindonald at anu.edu.au
> phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
> Centre for Mathematics & Its Applications, Room 1194,
> John Dedman Mathematical Sciences Building (Building 27)
> Australian National University, Canberra ACT 0200.
>
>
> On 10 Sep 2006, at 8:00 PM, r-help-request at stat.math.ethz.ch wrote:
>
> > From: Spencer Graves <spencer.graves at pdf.com>
> > Date: 10 September 2006 4:54:50 PM
> > To: Andrew Robinson <A.Robinson at ms.unimelb.edu.au>
> > Cc: Douglas Bates <bates at stat.wisc.edu>, R-Help <r-
> > help at stat.math.ethz.ch>
> > Subject: Re: [R] Conservative "ANOVA tables" in lmer
> >
> >
> > Hi, Doug, et al.:
> >      I'll volunteer to do the same, which is an extension of much
> > of what I've been doing for R Help for a while now.
> >      Regarding writing a FAQ, what about a Wiki entry (and maybe
> > ultimately a vignette)?  This thread provides notes around which
> > such could be built.  Another piece might be an example from
> > Scheffé (1958), which I sent as a reply to an earlier comment on
> > this thread, (foolishly sent without reducing the "cc" list, which
> > means it "awaits moderator approval").   Each time a question of
> > this nature arises, someone checks the Wiki, edits adds something
> > to it if necessary, then replies to the list with the reference to
> > the appropriate Wiki entry.
> >      Spencer Graves
> >
> > Andrew Robinson wrote:
> >> On Thu, Sep 07, 2006 at 07:59:58AM -0500, Douglas Bates wrote:
> >>
> >>
> >>> I would be happy to re-institute p-values for fixed effects in the
> >>> summary and anova methods for lmer objects using a denominator
> >>> degrees
> >>> of freedom based on the trace of the hat matrix or the rank of
> >>> Z:X if
> >>> others will volunteer to respond to the "these answers are obviously
> >>> wrong because they don't agree with <whatever> and the idiot who
> >>> wrote
> >>> this software should be thrashed to within an inch of his life"
> >>> messages.  I don't have the patience.
> >>>
> >>
> >> This seems to be more than fair to me.  I'll volunteer to help
> >> explain
> >> why the anova.lmer() output doesn't match SAS, etc.  Is it worth
> >> putting a caveat in the output and the help files?  Is it even worth
> >> writing a FAQ about this?
> >>
> >> Cheers
> >>
> >> Andrew
>
>
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>
>
>
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