[R-sig-ME] lmer: LRT and mcmcpvalue for fixed effects

Simon Blomberg s.blomberg1 at uq.edu.au
Tue Jul 15 09:00:22 CEST 2008

On Tue, 2008-07-15 at 13:43 +0800, Julie Marsh wrote:

> Given that I am using 2 different tests for two different hypotheses I  
> still would have expected these p-values to be more similar. 

Well, as Pinheiro and Bates say in their book (worth reading!), the LRT
for mixed effects models is anti-conservative. So your LRT p-value is
almost certainly too small. The posterior p-value might be more
accurate, if you accept the usual caveats re: priors and convergence
etc. Also, when calculating p-values by hand using pchisq, you should
probably use pchisq(..., lower.tail=FALSE) instead of 1-pchisq(...),
which is inaccurate. The log.p option might also be useful if you really
need to compare small probabilities. And why were you using pchisq with
0 df (which always == 1)? I don't understand that at all.

> I am so  
> sorry that I can't post the data and the lmer output but I am bound by  
> confidentiality. <big sigh>  I understand completely if it is not  
> possible to provide any help given this lack of further information.
> I have eagerly read and re-read the rwiki help page  .........
> http://wiki.r-project.org/rwiki/doku.php?id=guides:lmer-tests
> ....... but still am unable to explain why the results should be so  
> different. Much as I would love to argue against the reliance on  
> p-values I'm afraid I am a resigned pragmatist when it comes to trying  
> to get anything published.  <sorry!>  Needless to say I will swamp the  
> article with far more informative plots and CI's.
> Any help would be very much appreciated.
> kindest regards,  julie marsh.
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
Simon Blomberg, BSc (Hons), PhD, MAppStat. 
Lecturer and Consultant Statistician 
Faculty of Biological and Chemical Sciences 
The University of Queensland 
St. Lucia Queensland 4072 
Room 320 Goddard Building (8)
T: +61 7 3365 2506
email: S.Blomberg1_at_uq.edu.au

1.  I will NOT analyse your data for you.
2.  Your deadline is your problem.

The combination of some data and an aching desire for 
an answer does not ensure that a reasonable answer can 
be extracted from a given body of data. - John Tukey.

More information about the R-sig-mixed-models mailing list