[R-sig-ME] factor elimination for lmer models

Austin Frank austin.frank at gmail.com
Tue Mar 20 16:53:04 CET 2007


Hello!

I'll preface this by saying that this question may reveal some
fundamental misunderstanding on my part.  Thanks in advance for
clarification if there are things that I'm obviously not getting.
That said...

The Design library provides a function fastbw that does fast backwards
elimination of factors in a model.  This is a very useful function,
and I'm wondering what it would take to make it work with lmer or
lmer2-fitted models.

The function works on any model, m, where Varcov(m) is defined.
Varcov is a function from Hmisc that extracts the variance-covariance
matrix from certain kinds of fitted models.  Currently it works for
lm, glm, and multinom fitted models.

So, five questions:

1) Is there already a way to do automated factor elimination on an
   lmer-fitted model?

2) Would it be possible to write a function Varcov.lmer to extract the
   variance-covariance matrix from an lmer-fitted model?

3) Would it be possible to port the fastbw function from the Design
   library so that it would work on lmer models (without relying on
   Varcov from Hmisc)?

4) If both 2 and 3 are possible, which is the path of least
   resistance?

5) If neither 2 nor 3 is possible (the algorithm used in Design's
   fastbw is unsuitable for lmer models), is there an approach to
   factor elimination that is appropriate for these models?

If you folks get me started in the right direction, I'd be happy to
submit a patch to lme4 or languageR.
   
Thanks for your responses,
/au

-- 
Austin Frank
http://aufrank.net
GPG Public Key (D7398C2F): http://aufrank.net/personal.asc




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