[R-sig-ME] Wald F tests

[Douglas Bates]

If I were using glmer to fit a generalized linear mixed model I would
use likelihood ratio tests rather than Wald tests.  That is, I would
fit a model including a particular term then fit it again without that
term and calculate the difference in the deviance values, comparing
that to a chi-square.

I'm not sure how one would do this using the results from glmmPQL.

On Fri, Oct 3, 2008 at 3:37 PM, Ben Bolker <bolker at ufl.edu> wrote:
>  [forwarding to R-sig-mixed, where it is likely to get more
> responses]
>
> Mark Fowler wrote:
>
> Hello,
>        Might anyone know how to conduct Wald-type F-tests of the fixed
> effects estimated by glmmPQL? I see this implemented in SAS (GLIMMIX),
> and have seen it recommended in user group discussions, but haven't come
> across any code to accomplish it. I understand the anova function treats
> a glmmPQL fit as an lme fit, with the test assumptions based on maximum
> likelihood, which is inappropriate for PQL. I'm using S-Plus 7. I also
> have R 2.7 and S-Plus 8 if necessary.
>
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