[R-sig-ME] Significance and lmer

Adam D. I. Kramer adik at ilovebacon.org
Sat Mar 27 18:09:41 CET 2010


On Sat, 27 Mar 2010, Ben Bolker wrote:

>> ...a significant result completely unrelated to the t-value. My
>> interpretation of this would be that we have no good evidence that the
>> estimate for 'pred' is nonzero, but including pred in the model improves
>> prediction.
>
>  It is possible for Wald tests (as provided by summary()) to disagree
> radically with likelihood ratio tests (look up "Hauck-Donner effects", but
> my guess is that's not what's going on here (it definitely can apply in
> binomial models, don't think it should apply to LMMs but ?).

There are no Wald tests produced by the summary()...my understanding from
reading this list is that the t-values are provided because they are t-like
(effect / se), but that it is difficult (and perhaps foolish) to estimate
degrees of freedom for t. So my concern is based on the fact that t is very
small.

>  I have seen some wonky stuff happen with update() [sorry, can't provide
> any reproducible details], I would definitely try fitting b by spelling
> out the full model rather than using update() and see if that makes a
> difference.

This produces no difference in b's estimates or the anova() statistics.
(That said, I originally was fitting [implicitly] with REML=TRUE, which did
make a difference, but not a big one).

>  Other than that, nothing springs to mind.

Well, thanks for the reply. Are you, then, of the opinion that the above
interpretation is reasonable?

>  (Where does the log(x+0.1539) transformation come from???)

x is power-law distributed with a bunch of zeroes (but not ordinal, or I'd
use family=poisson), and .1539 is the 25th percentile. This normalizes is
pretty well. Good question, though! And thanks ofr the response!

--Adam




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