[R-sig-ME] Test of random effect in lme4
Luciano La Sala
lucianolasala at yahoo.com.ar
Thu Mar 11 14:32:17 CET 2010
Dear R-list members,
I am running mixed models using lme4 package. In model selection, terms were
eliminated from a maximum model (with random intercept) to achieve a simpler
model that retained only the significant main effects and interactions,
using the Akaike information criterion. My final model includes three fixed
factors plus random intercept. Then I perform a likelihood ratio test to
test the significance of the random term. However, because when testing on
the boundary the p-value from the table is incorrect, I followed Zuur et al
(2009) to get the corrected p-value by dividing the p value obtained by 2.
Briefly, my best fit model consists of three main effects: Year (2006,
2007), Hatching Order (1st, 2nd, 3rd) and Sibling Competence
(Present/Absent) plus NestID as random intercept. The modelled outcome is
level of plasma proteins (continuous).
I test the random effect (Nest ID), which has variance 2.1795e-16 and Std.
Dev. 1.4763e-08 (see output). LRT yields a p-value of 0.00031 (0.00015 after
dividing it by 2 as suggested). This would mean that adding a random effect
Nest ID to the model is a significant improvement. However, random effect
variance is near zero, which would indicate otherwise.
In support of the non-significant random effect I think, coefficients and
standard error are exactly the same for models with and without the RE, as
seen in the outputs.
Q 1. In your opinion, should I trust this LRT with a small p-value and leave
the random effect in my model, or follow the parsimony principle and
eliminated it?
Q 2. Is it possible, under certain conditions, to have a random effect with
such low variance and still obtain a LTR p-value indicating that model fit
is improved by it?
Outputs for both models, with and without random effect, followed by LRT
output:
MIXED MODEL
> full.1 <- lmer(TP10Diff~HatchOrder+Year+SibComp+(1|NestID))
Linear mixed model fit by REML
AIC BIC logLik deviance REMLdev
739.4 758.5 -362.7 738.5 725.4
Random effects:
Groups Name Variance Std.Dev.
NestID (Intercept) 2.1795e-16 1.4763e-08
Residual 4.4754e+01 6.6898e+00
Number of obs: 112, groups: NestID, 81
Fixed effects:
Estimate Std. Error t value
(Intercept) 6.959 1.078 6.453
HatchOrderSecond -1.130 2.472 -0.457
HatchOrderThird -12.483 3.514 -3.552
Year2007 7.157 1.299 5.509
SibCompPresente -2.120 2.641 -0.803
Correlation of Fixed Effects:
(Intr) HtchOS HtchOT Yr2007
HtchOrdrScn -0.219
HtchOrdrThr -0.154 0.677
Year2007 -0.676 0.016 0.020
SibCmpPrsnt 0.019 -0.816 -0.738 -0.079
MODEL WITHOUT RANDOM EFFECT
> null.1 <- lm(TP10Diff~HatchOrder+Year+SibComp)
Residuals:
Min 1Q Median 3Q Max
-16.4597 -3.8812 -0.2394 4.1472 17.4203
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.959 1.078 6.453 3.28e-09 ***
HatchOrderSecond -1.130 2.472 -0.457 0.648649
HatchOrderThird -12.483 3.514 -3.552 0.000569 ***
Year2007 7.157 1.299 5.509 2.51e-07 ***
SibCompPresente -2.120 2.641 -0.803 0.424037
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 6.69 on 107 degrees of freedom
(155 observations deleted due to missingness)
Multiple R-squared: 0.3771, Adjusted R-squared: 0.3539
F-statistic: 16.2 on 4 and 107 DF, p-value: 2.117e-10
TEST OF SIGNIFICANCE FOR RANDOM TERM
> as.numeric(2*(logLik(full.1)-logLik(null.1)))
[1] 13.01191
> 0.5*(1-pchisq(13.01191, 1))
[1] 0.0001547580
Thank you very much for previous assistance!
Luciano
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