[R-sig-ME] test significance of single random effect

Ben Bolker bolker at ufl.edu
Tue Nov 17 00:26:06 CET 2009


  Have you tried the RLRsim package??

Tom Van Dooren wrote:
> I tried to find an easy way to test whether the random effect would be 
> significant in a (generalized) mixed model with a single random effect.
> It annoyed me that log-likelihoods of lm or glm and lmer are not 
> necesarily directly comparable -> trouble with calculating likelihood 
> ratios.
> What do members of this list think of the following simulation approach?
> It basically amounts to simulating a distribution for the log 
> likelihood, given the null hypothesis that there is no random effect 
> variance and that the fixed effect model is correct.
> 
> 
> library(lme4)
> mm1 <- lmer(Reaction ~ Days + (1|Subject), sleepstudy)
> lm1<- lm(Reaction ~ Days, sleepstudy)
> 
> 
> LL<-numeric(500)
> for(i in 1:500){
> resp<-simulate(lm1)
> LL[i]<-logLik(lmer(resp[,1] ~ Days + (1|Subject), sleepstudy))
> }
> 
> hist(LL)
> logLik(mm1)
> mean(LL>logLik(mm1))
> 
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models


-- 
Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc




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