[R-sig-ME] binomial fixed-effect p-values by simulation

Daniel Ezra Johnson danielezrajohnson at gmail.com
Mon Aug 25 10:38:38 CEST 2008


Sorry if this has been covered elsewhere, but if my interest is in
testing a single fixed effect _term_ (all coefficients at once) is
there an appropriate statistic to simulate for a binomial model?

In other words, if I fit a linear model "glmodel" I can simulate one
of the F-statistics from anova(glmodel). If there's only one
coefficient for the term then F = t^2...

If I have a "glmmodel" I can do anova(glmmodel) but I wanted to make
sure the F-statistic reported there was a sensible thing to look at
since it wasn't quite the square of the z-statistic in the simple
case.

Maybe it doesn't have an F-distribution but it would still work well
as a single-number stand-in for the 'size of a fixed effect' in a
simulation...

Thanks,
D




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