[R-sig-ME] Questions on the results from glmmPQL(MASS)
Ken Beath
ken at kjbeath.com.au
Mon Dec 8 10:39:19 CET 2008
On 08/12/2008, at 6:42 PM, zhijie zhang wrote:
> On Mon, Dec 8, 2008 at 3:29 PM, David Duffy
> <David.Duffy at qimr.edu.au> wrote:
>
>> On Mon, 8 Dec 2008, zhijie zhang wrote:
>>
>>
>>> Do u mean the following method?
>>>> model0<-glmmML(y ~ trt + I(week > 2), cluster=ID, family=binomial,
>>> data=bacteria)
>>>
>>>> model1<-glm(y ~ trt + I(week > 2), family=binomial, data=bacteria)
>>>> anova(model0,model1)
>>>>
>>> Error message occurred.
>>>
>>
>> anova does not have a method for glmmML, but the deviances seem to be
>> calculated the same (see model0$cluster.null.deviance etc):.
>>
>> model0 Residual deviance: 192.3 on 215 degrees of freedom
>> AIC: 202.3
>> model1 Residual deviance: 199.18 on 216 degrees of freedom
>>
>>
>
>> LRTS = 6.88. We will assume that the test statistic is distributed
>> 1/2
>> X2(0) and 1/2 X2(1), so P ~ 0.004.
>
>
> 1/2 X2(0) and 1/2 X2(1): ?? what do they mean?
>
X2 is chi-square. Because the test is on the boundary the test
statistic is distributed as the weighted sum of chi-square rather than
the usual chi-square. Verbeke and Molenberghs cover this in their books.
Simulation (parametric bootstrap) seems a better way of doing this.
Information criteria (AIC or BIC) can also be used. Most usual
justification for a random effect is that there is expected to be one,
so provided it can be estimated it is included.
>> Comparing to a Wald test using the SE on the random effect SD, I get:
>>
>> Z = 1.242/0.4024 = 3.08, P=0.001
>
> Is this a "clerical error"? Based on your hints, it seems that p
> should be
> 0.003475077 .
>> dnorm(3.08)
> [1] 0.003475077
> Thanks.
>
P value for z test is 2*dnorm(3.08) which is close enough to 0.001
given that the test is only an approximation.
Ken
>>
>>
>>
>>
>>
>> --
>> | David Duffy (MBBS PhD) ,-
>> _|\
>> | email: davidD at qimr.edu.au ph: INT+61+7+3362-0217 fax:
>> -0101 / *
>> | Epidemiology Unit, Queensland Institute of Medical Research
>> \_,-._/
>> | 300 Herston Rd, Brisbane, Queensland 4029, Australia GPG
>> 4D0B994A v
>>
>
>
>
> --
> With Kind Regards,
>
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> [***********************************************************************]
> ZhiJie Zhang ,PhD
> Dept.of Epidemiology, School of Public Health,Fudan University
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