[R] Highly significant intercept and large standard error
Sam
Sam_Smith at me.com
Wed Oct 6 14:03:14 CEST 2010
Dear list,
I am running a lmer model and have a question.
When ever i put a factor (Mag) in my model it lowers the AIC of the model, however the intercept is the only value with significant p-value. I have looked at the coefficients and the standard error and something jumps out at me.
Estimate Std. Error z value Pr(>|z|)
(Intercept) -1.35778 0.30917 -4.392 1.12e-05 ***
MagNew -15.76939 1255.06372 -0.013 0.990
MagOld 0.14250 0.25246 0.564 0.572
MagNew relates to a categorical factor (Mag) that has 3 levels of which New is one and Old is another ( The third is not displayed).
It appears MagNew has a huge Std.Error, what could cause this?
When i do str(Mag) you will see that New is relatively rare (29 out of 871) i presume it is this that is raising the Std.Error value. however i am not sure why this is causing the intercept to have a highly significant p value . Furthermore how do i interpret it, I am using AIC values as my basis of model selection and i am unsure if this really is the most likely model or not?
Thanks
Sam
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[870] Old Old
Levels: Mid New Old
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