[R-sig-ME] how to know if random factors are significant?
John Maindonald
John.Maindonald at anu.edu.au
Wed Apr 2 08:21:52 CEST 2008
Sure, I should have said:
"p-values (once one has worked out how to calculate them)"
Where was it said that degrees of freedom would necessarily help,
especially for a generalized linear mixed model?
:-) John.
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 2 Apr 2008, at 2:46 PM, Robert Kushler wrote:
>
> Wait a minute ... what p-values? Have you informed Doug that the
> degrees of freedom police have resolved the issue?
>
> :-) Rob Kushler
>
> (Sorry, couldn't resist.)
>
>
> John Maindonald wrote:
>> There was a related question from Mariana Martinez a day or two
>> ago. Before removing a random term that background knowledge or
>> past experience with similar data suggests is likely, check what
>> difference it makes to the p-values for the fixed effects that
>> are of interest. If it makes a substantial difference, caution
>> demands that it be left it in.
>> To pretty much repeat my earlier comment:
>> If you omit the component then you have to contemplate the
>> alternatives:
>> 1) the component really was present but undetectable
>> 2) the component was not present, or so small that it could be
>> ignored, and the inference from the model that omits it is valid.
>> If (1) has a modest probability, and it matters whether you go
>> with (1) or (2), going with (2) leads to a very insecure
>> inference. The p- value that comes out of the analysis is
>> unreasonably optimistic; it is wrong and misleading.
>> If you do anyway want a Bayesian credible interval, which you can
>> treat pretty much as a confidence interval, for the random
>> component, check Douglas Bates' message of a few hours ago, the
>> first of two messages with the subject "lme4::mcmcsamp +
>> coda::HPDinterval", re the use of the function HPDInterval().
>> 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 2 Apr 2008, at 4:02 AM, Leonel Arturo Lopez Toledo wrote:
>>> Dear all:
>>> I’m new to mixed models and I’m trying to understand the output
>>> from “lme” in the nlme
>>> package. I hope my question is not too basic for that list-mail.
>>> Really sorry if that
>>> is the case.
>>> Especially I have problems to interpret the random effect output.
>>> I have only one
>>> random factor which is “Site”. I know the “Variance and Stdev”
>>> indicate variation by
>>> the random factor, but are they indicating any significance? Is
>>> there any way to
>>> obtain a p-value for the random effects? And in case is not
>>> significant, how can I
>>> remove it from the model? With “update (model,~.-)”?
>>>
>>> The variance in first case (see below) is very low and in the
>>> second example is more
>>> considerable, but should I consider in the model or do I remove it?
>>>
>>> Thank you very much for your help in advance.
>>>
>>> EXAMPLE 1
>>> Linear mixed-effects model fit by maximum likelihood
>>> Data: NULL
>>> AIC BIC logLik
>>> 277.8272 287.3283 -132.9136
>>>
>>> Random effects:
>>> Formula: ~1 | Sitio
>>> (Intercept) Residual
>>> StdDev: 0.0005098433 9.709515
>>>
>>> EXAMPLE 2
>>> Generalized linear mixed model fit using Laplace
>>> Formula: y ~Canopy*Area + (1 | Sitio)
>>> Data: tod
>>> Family: binomial(logit link)
>>> AIC BIC logLik deviance
>>> 50.93 54.49 -21.46 42.93
>>>
>>> Random effects:
>>> Groups Name Variance Std.Dev.
>>> Sitio (Intercept) 0.25738 0.50733
>>> number of obs: 18, groups: Sitio, 6
>>>
>>>
>>> Leonel Lopez
>>> Centro de Investigaciones en Ecosistemas-UNAM
>>> MEXICO
>>>
>>>
>>>
>>>
>>> --
>>> Este mensaje ha sido analizado por MailScanner
>>> en busca de virus y otros contenidos peligrosos,
>>> y se considera que está limpio.
>>> For all your IT requirements visit: http://www.transtec.co.uk
>>>
>>> _______________________________________________
>>> R-sig-mixed-models at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>> _______________________________________________
>> R-sig-mixed-models at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
More information about the R-sig-mixed-models
mailing list