[R-sig-ME] lmer and p-values (variable selection)

Ben Bolker bbolker at gmail.com
Tue Mar 29 00:40:59 CEST 2011

On 03/28/2011 06:15 PM, John Maindonald wrote:

> Elimination of a term with a p-value greater than say 0.15 or 0.2 is
> however likely to make little differences to estimates of other terms
> in the model.  Thus, it may be a reasonable way to proceed.  For
> this purpose, an anti-conservative (smaller than it should be)  
> p-value will usually serve the purpose.

  Note that naive likelihood ratio tests of random effects are likely to
be conservative (in the simplest case, true p-values are twice the
nominal value) because of boundary issues and those of fixed effects are
probably anticonservative because of finite-size effects (see PB 2000
for examples of both cases.)

> John Maindonald             email: john.maindonald at anu.edu.au
> phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
> Centre for Mathematics & Its Applications, Room 1194,
> John Dedman Mathematical Sciences Building (Building 27)
> Australian National University, Canberra ACT 0200.
> http://www.maths.anu.edu.au/~johnm


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