[R-sig-ME] p-value for the fixed effect

[Patrick Onyango]

Hi,
First, here are some texts on R that you might find useful:
1. Pinheiro & Bates, 2000. Mixed Effects Model inn S and S-PLUS
2. West et al., 2007. Linear Mixed Models: A Practical Guide USing  
Statistical Software.
3. Crawley 2005: The R Book.

These books are gems!!

Second, and briefly: There are 3 approaches known to me; they are as  
follows
1. Obtain conditional tests (t-test and F-tests) using summary ( ) or  
anova ( ). These tests have some drawbacks (see Pinheiro & Bates,  
2000; West et al, 2007; Baayen et al., 2008). Also, the F  test in R  
is a Type 1, which means from what I have gathered that p values  
obtained are sequential, dependent on the order of your fixed effects  
in the model. The t-test is not.

2. Likelihood ratios test using the anova( ) function, which you can  
use to compare two models that differ in either the random effects  
structure in which case you specify REML as method; or the fixed  
effects structure in which case you specify method as ML. Please see  
above refs for further details. Here the p value is based on a chi- 
square distribution, which has its own drawbacks.

3. In lmer, you can also us MCMC commands, which are in the package  
languageR. So you will need to load that library. I will let the  
experts tell you more about what it does; because I am still reading  
about it myself.


Good luck
Patrick






On Sep 17, 2009, at 5:48 AM, FMH wrote:

> Dear All,
>
> Could someone advice me the way  to extract the p-value for the  
> fixed effect in  lme and lmer functions?
>
> Thank you
> Fir
>
>
>
>
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