[R-sig-ME] glmer p-values?

Ben Bolker bbolker at gmail.com
Thu Dec 2 04:57:49 CET 2010


On 10-12-01 09:42 PM, Lucas Kid wrote:
> Am I correct in assuming that the p-values returned by glmer do not suffer
> from the same issues as those that are not returned by lmer (addressed quite
> famously before by Dr. Bates)?
> 
  Unfortunately, you're incorrect.

  The situation is possibly even worse than for linear mixed models.  To
**very** briefly recap, for classical linear mixed models, we know that
certain ratios of sums of squares are F-distributed with certain degrees
of freedom under the null hypothesis.  This goes away once one leaves
the classical (balanced, orthogonal, nested ...) case.

  For generalized (NOT mixed) linear models, we don't even have a good
(or at least widely used) finite-sample correction (that I know of).
For models with overdispersion there are some cases where you may use an
F test (or at least Venables and Ripley say so), but even that use is
"with caution".

  The usual choices (use large-sample/asymptotic approaches and hope for
the best; MCMC approaches, non-parameteric or parametric bootstrap) apply.

   I would be happy to be corrected by someone.

  Ben Bolker




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