[R-sig-ME] [R] Question concerning anova()

Rainer M Krug r.m.krug at gmail.com
Wed Aug 22 17:56:11 CEST 2012


On 22/08/12 17:36, Alan Haynes wrote:
> Hi Rainer,
>
> 1) I *think* you dont get tests for your 2 vs 3 because your models arent nested which is a
> condition for using anova() in this way I think. I would suggest you write out your models rather
> than use update as you have been. The you'll know exactly whats nested and whats not.

OK - tried it out, and it makes sense.

>
> 2) Im not sure about a best way (you'll probably get different answers depending on who you ask). In
> any case, I believe its recommended to sort out your random effects before you start dealing with
> fixed effects. Then reduce your fixed effects if needs be.

That is what I was thinking about, effectively going along with the steps described in the Modern 
Applied Statistics book. But further suggestions are welcome.

Rainer

>
> HTH
>
> Alan
>
>
>
> --------------------------------------------------
> Email: aghaynes at gmail.com <mailto:aghaynes at gmail.com>
> Mobile: +41794385586
> Skype: aghaynes
>
>
> On 22 August 2012 16:55, Rainer M Krug <r.m.krug at gmail.com <mailto:r.m.krug at gmail.com>> wrote:
>
>     On 22/08/12 16:36, Bert Gunter wrote:
>
>         Models with different fixed effects estimated by REML cannot be
>         compared by anova.
>
>
>     I have seen that much in "Modern Applied Statistics in S", and therefore have chosen the model =
>     "ML"
>
>
>         In future, please post questions on mixed effects models on the
>         r-sig-mixed-effects mailing lists. You're likely to receive more
>         informative replies there, too.
>
>
>     Thanks - wasn't aware of this sig - I'll send the reply there as well.
>
>     Thanks,
>
>     Rainer
>
>
>         -- Bert
>
>         On Wed, Aug 22, 2012 at 7:23 AM, Rainer M Krug <r.m.krug at gmail.com
>         <mailto:r.m.krug at gmail.com>> wrote:
>
>             Hi
>
>             I am comparing four different linear mixed effect models, derived from
>             updating the original one. To compare these, I want to use anova(). I
>             therefore do the following (not reproducible - just to illustration
>             purpose!):
>
>             dat <- loadSPECIES(SPECIES)
>             subs <- expression(dead==FALSE & recTreat==FALSE)
>             feff <- noBefore~pHarv*year      # fixed effect in the model
>             reff <- ~year|plant              # random effect in the model, where year is
>             the
>             corr <- corAR1(form=~year|plant) # describing the within-group correlation
>             structure
>             #
>             dat.lme <- lme(
>                            fixed = feff,                           # fixed effect in the
>             model
>                            data  = dat,
>                            subset = eval(subs),
>                            method = "ML",
>                            random = reff,                          # random effect in the
>             model
>                            correlation = corr,
>                            na.action = na.omit
>                            )
>             dat.lme.r1 <- update(dat.lme, random=~1|plant)
>             dat.lme.f1 <- update(dat.lme, fixed=noBefore~year)
>             dat.lme.r1.f1 <- update(dat.lme.r1, fixed=noBefore~year)
>
>
>             The anova is as follow:
>
>                 anova(dat.lme, dat.lme.r1, dat.lme.f1, dat.lme.r1.f1)
>
>                             Model df      AIC      BIC    logLik   Test      L.Ratio
>             p-value
>             dat.lme           1  9 1703.218 1733.719 -842.6089
>             dat.lme.r1        2  7 1699.218 1722.941 -842.6089 1 vs 2 1.019230e-07
>             1
>             dat.lme.f1        3  7 1705.556 1729.279 -845.7779
>             dat.lme.r1.f1     4  5 1701.556 1718.501 -845.7779 3 vs 4 8.498318e-08
>             1
>
>             I have two questions:
>             1) I am wondering why the "2 vs 3" does not give the Test values?
>             Is this because the two models are considered as "identical", which would be
>             strange, due to the different logLik values.
>
>             2) If I want to compare all models among each other - is there a "best" way?
>             I would be reluctant to do several ANOVA's, due to necessary corrections for
>             multple tests (although this should not be a problem here?)
>
>             I can obviously select the best model based on the AIC.
>
>             Thanks in advance,
>
>             Rainer
>
>             --
>             Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology,
>             UCT), Dipl. Phys. (Germany)
>
>             Centre of Excellence for Invasion Biology
>             Stellenbosch University
>             South Africa
>
>             Tel : +33 - (0)9 53 10 27 44 <tel:%2B33%20-%20%280%299%2053%2010%2027%2044>
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>
>             email: Rainer at krugs.de <mailto:Rainer at krugs.de>
>
>             Skype:      RMkrug
>
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>
>
>
>
>
>     --
>     Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys.
>     (Germany)
>
>     Centre of Excellence for Invasion Biology
>     Stellenbosch University
>     South Africa
>
>     Tel : +33 - (0)9 53 10 27 44 <tel:%2B33%20-%20%280%299%2053%2010%2027%2044>
>     Cell: +33 - (0)6 85 62 59 98 <tel:%2B33%20-%20%280%296%2085%2062%2059%2098>
>     Fax : +33 - (0)9 58 10 27 44 <tel:%2B33%20-%20%280%299%2058%2010%2027%2044>
>
>     Fax (D): +49 - (0)3 21 21 25 22 44 <tel:%2B49%20-%20%280%293%2021%2021%2025%2022%2044>
>
>     email: Rainer at krugs.de <mailto:Rainer at krugs.de>
>
>     Skype:      RMkrug
>
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-- 
Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation Biology, UCT), Dipl. Phys. (Germany)

Centre of Excellence for Invasion Biology
Stellenbosch University
South Africa

Tel :       +33 - (0)9 53 10 27 44
Cell:       +33 - (0)6 85 62 59 98
Fax :       +33 - (0)9 58 10 27 44

Fax (D):    +49 - (0)3 21 21 25 22 44

email:      Rainer at krugs.de

Skype:      RMkrug



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