[R-sig-ME] [R] lmm WITHOUT random factor (lme4)
ONKELINX, Thierry
Thierry.ONKELINX at inbo.be
Fri Mar 18 09:55:30 CET 2011
Dear Mark,
I'm cc'ing this to the mixed models list to get some input from other experts. For them a link to the entire thread: http://r.789695.n4.nabble.com/lmm-WITHOUT-random-factor-lme4-tp3384054p3384823.html
My comment was based on what I have read in Zuur et al. (2009).
What worries me is that the loglikelihood of a lm() model and the equivalent gls() model is different. Although both models should be mathematically identical. Assuming that the loglikelihood is calculated on the same way within a package, I therefore have more confidence in comparing two models from the same package, thus gls() versus lme().
Furthermore, I get an error when doing an anova between a lm() and a lme() model.
Best regards,
Thierry
> library(nlme)
> data("sleepstudy", package = "lme4")
> fm <- lm(Reaction ~ Days, sleepstudy)
> fm0 <- gls(Reaction ~ Days, sleepstudy)
> logLik(fm)
'log Lik.' -950.1465 (df=3)
> logLik(fm0)
'log Lik.' -946.8318 (df=3)
>
> fm1 <- lme(Reaction ~ Days, random= ~1|Subject, sleepstudy)
> anova(fm, fm1)
Error in anova.lmlist(object, ...) :
models were not all fitted to the same size of dataset
> anova(fm0, fm1)
Model df AIC BIC logLik Test L.Ratio p-value
fm0 1 3 1899.664 1909.209 -946.8318
fm1 2 4 1794.465 1807.192 -893.2325 1 vs 2 107.1986 <.0001
>
> sessionInfo()
R version 2.12.2 (2011-02-25)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=Dutch_Belgium.1252 LC_CTYPE=Dutch_Belgium.1252
[3] LC_MONETARY=Dutch_Belgium.1252 LC_NUMERIC=C
[5] LC_TIME=Dutch_Belgium.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] nlme_3.1-98
loaded via a namespace (and not attached):
[1] grid_2.12.2 lattice_0.19-19 tools_2.12.2
----------------------------------------------------------------------------
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium
Research Institute for Nature and Forest
team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium
tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be
To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of.
~ Sir Ronald Aylmer Fisher
The plural of anecdote is not data.
~ Roger Brinner
The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey
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