[R] lmer fixed effects, SE, t . . . and p
Gavin Simpson
gavin.simpson at ucl.ac.uk
Fri Sep 10 19:00:15 CEST 2010
On Fri, 2010-09-10 at 09:51 -0700, array chip wrote:
> But as far as I know, profile() seems to be de-activated in the lme4 package.
It is beta software. The lme4a version of the lme4 "package" might have
had profile re-enabled, IIRC.
G
> ----- Original Message ----
> From: Gavin Simpson <gavin.simpson at ucl.ac.uk>
> To: John Sorkin <jsorkin at grecc.umaryland.edu>
> Cc: r-help at r-project.org; Bert Gunter <gunter.berton at gene.com>
> Sent: Fri, September 10, 2010 2:05:37 AM
> Subject: Re: [R] lmer fixed effects, SE, t . . . and p
>
> On Thu, 2010-09-09 at 23:40 -0400, John Sorkin wrote:
> > Bert,
> > I appreciate you comments, and I have read Doug Bates writing about p
> > values in mixed effects regression. It is precisely because I read
> > Doug's material that I asked "how are we to interpret the estimates"
> > rather than "how can we compute a p value". My question is a simple
> > question whose answer is undoubtedly complex, but one that needs an
> > answer. Without p values, or confidence intervals, I am not certain
> > what to make of the results of my analysis. Does my analysis suggest,
> > or does it not suggest that there is a relation between time and y? If
> > I can't answer this question after running the analysis, I don't have
> > any more information than I did before I ran the analysis, and a fair
> > question would be why did I run the analysis? I am asking for help not
> > in calculation a p value or a CI, but rather to know what I can and
> > can't say about the results of the analysis. If this basic question
> > can not be answered, I am at a loss to interpret my results.
> > Thank you,
> > John
>
> Doug talks quite a lot about profiling lmer fits using 'profile
> deviance' to investigate variability in fixed effects. For example, see
> section 1.5 in the draft of chapter 1 of Doug's book on mixed models:
>
> http://lme4.r-forge.r-project.org/book/
>
> HTH
>
> G
>
> > John David Sorkin M.D., Ph.D.
> > Chief, Biostatistics and Informatics
> > University of Maryland School of Medicine Division of Gerontology
> > Baltimore VA Medical Center
> > 10 North Greene Street
> > GRECC (BT/18/GR)
> > Baltimore, MD 21201-1524
> > (Phone) 410-605-7119
> > (Fax) 410-605-7913 (Please call phone number above prior to faxing)>>> Bert
> >Gunter <gunter.berton at gene.com> 9/9/2010 11:21 PM >>>
> > John:
> >
> > Search on this issue in the list archives. Doug Bates has addressed it
> > at length. Basically, he does not calculate CI's or p-values because
> > he does not know how to reliably do so.
> >
> > However, the key remark in your query was:
> >
> > > (2) lmer does not give p values or confidence intervals for the fixed
> >effects. How we are to interpret the estimates given that no p value or CI is
> >given for the estimates?
> >
> > Think about it. A statistical analysis -- ANY statistical analysis --
> > treats the data in isolation: it is not informed by physics,
> > thermodynamics, biology, other similar data, prior experience, or,
> > indeed, any part of the body of relevant scientific knowledge. Do you
> > really think that any such analysis, especially when predicated upon
> > often tenuous or even (necessarily) unverifiable assumptions and
> > simplifications should be considered authoritative? Classical
> > statistical inference is just another piece of the puzzle, and not
> > even particularly useful when, as if typically the case, hypotheses
> > are formulated AFTER seeing the data (this invalidates the probability
> > calculations -- hypotheses must be formulated before seeing the data
> > to be meaningfully assessed). Leo Breiman called this statistics'
> > "quiet scandal" something like 20 years ago, and he was no dummy.
> >
> > It is comforting, perhaps, but illusory to believe that statistical
> > inference can be relied on to give sound, objective scientific
> > results. True, without such a framework, science seems rather
> > subjective, perhaps closer to religion and arbitrary cultural
> > archetypes than we care to admit. But see Thomas Kuhn and Paul
> > Feuerabend for why this is neither surprising nor necessarily a bad
> > thing.
> >
> > Cheers,
> > Bert Gunter
> >
> >
> >
> >
> > On Thu, Sep 9, 2010 at 8:00 PM, John Sorkin <jsorkin at grecc.umaryland.edu>
> >wrote:
> > > windows Vista
> > > R 2.10.1
> > >
> > >
> > > (1) How can I get the complete table of for the fixed effects from lmer. As
> >can be seen from the example below, fixef(fit2) only give the estimates and not
> >the SE or t value
> > >
> > >> fit3<- lmer(y~time + (1|Subject) + (time|Subject),data=data.frame(data))
> > >> summary(fit3)
> > > Linear mixed model fit by REML
> > > Formula: y ~ time + (1 | Subject) + (time | Subject)
> > > Data: data.frame(data)
> > > AIC BIC logLik deviance REMLdev
> > > -126.2 -116.4 70.1 -152.5 -140.2
> > > Random effects:
> > > Groups Name Variance Std.Dev. Corr
> > > Subject (Intercept) 2.9311e+01 5.41396385
> > > Subject (Intercept) 0.0000e+00 0.00000000
> > > time 0.0000e+00 0.00000000 NaN
> > > Residual 8.1591e-07 0.00090328
> > > Number of obs: 30, groups: Subject, 10
> > >
> > > Fixed effects:
> > > Estimate Std. Error t value
> > > (Intercept) 14.998216 1.712046 9
> > > time -0.999779 0.000202 -4950
> > >
> > > Correlation of Fixed Effects:
> > > (Intr)
> > > time -0.001
> > >> fixef(fit3)
> > > (Intercept) time
> > > 14.9982158 -0.9997793
> > >
> > > (2) lmer does not give p values or confidence intervals for the fixed
> >effects. How we are to interpret the estimates given that no p value or CI is
> >given for the estimates?
> > >
> > >
> > >
> > >
> > > John David Sorkin M.D., Ph.D.
> > > Chief, Biostatistics and Informatics
> > > University of Maryland School of Medicine Division of Gerontology
> > > Baltimore VA Medical Center
> > > 10 North Greene Street
> > > GRECC (BT/18/GR)
> > > Baltimore, MD 21201-1524
> > > (Phone) 410-605-7119
> > > (Fax) 410-605-7913 (Please call phone number above prior to faxing)
> > >
> > > Confidentiality Statement:
> > > This email message, including any attachments, is for ...{{dropped:25}}
> >
> > ______________________________________________
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> > and provide commented, minimal, self-contained, reproducible code.
>
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Dr. Gavin Simpson [t] +44 (0)20 7679 0522
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