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

[Ben Bolker]

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On 11-03-29 07:35 AM, Manuel Spínola wrote:
> I am not a statistician, but what the p-value is telling me?
> 
> Is not more important the effect size?
> 
> Best,
> 
> Manuel
> 

  Hmm.  What's the motivation for your question?

  The p-value gives you the probability of the observed pattern, or a
more extreme one, having occurred if the null hypothesis were true.
  The effect size (defined in various ways) tells you something about
the strength of the observed pattern.
   Statistical and subject-area (in your case, biological) significance
are complementary. A highly statistically significant but biologically
trivial effect is a curiosity; a biologically important but
statistically insignificant effect means you need more/better data.

  I don't know if that answers your question.

> On 28/03/2011 04:40 p.m., Ben Bolker wrote:
>> 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
>>>
>>   Ben
>>
>> _______________________________________________
>> R-sig-mixed-models at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>>
>>
> 
> 
> -- 
> *Manuel Spínola, Ph.D.*
> Instituto Internacional en Conservación y Manejo de Vida Silvestre
> Universidad Nacional
> Apartado 1350-3000
> Heredia
> COSTA RICA
> mspinola at una.ac.cr
> mspinola10 at gmail.com
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