[R-sig-ME] anova (lm, lmer ) question

romunov romunov at gmail.com
Thu Oct 2 13:38:58 CEST 2014


FWIW, this is from the glmm faq site <http://glmm.wikidot.com/faq>.

How can I test whether a random effect is significant?

   - perhaps you shouldn't (if the random effect is part of the
   experimental design, this procedure may be considered 'sacrificial
   pseudoreplication' (Hurlburt 1984); using stepwise approaches to eliminate
   non-significant terms in order to squeeze more significance out of the
   remaining terms is dangerous in any case)
   - *do not* compare lmer models with the corresponding lm fits, or
   glmer/glm; the log-likelihoods are not commensurate (i.e., they include
   different additive terms)
   - consider using RLRsim for simple tests
   - parametric bootstrap
   - profile likelihood (using more recent versions of lme4?) to evaluate
   likelihood at σ2=0
   - keep in mind that LRT-based null hypothesis tests are conservative
   when the null value (such as σ2=0) is on the boundary of the feasible
   space; in the simplest case (single random effect variance), the p-value is
   approximately twice as large as it should be [23]



Cheers,
Roman

On Thu, Oct 2, 2014 at 1:33 PM, Ben Pelzer <b.pelzer at maw.ru.nl> wrote:

> Dear list,
>
> Is it possible to use the anova( ) function to compare the deviances of a
> model1 (fixed intercept) and a model2 (random intercept):
>
> model1 <- lm (y ~ 1)
> model2 <- lmer (y ~ (1|country), REML=FALSE)
>
> In the above situation, one can use -2*LogLike(model1) and
> -2*LogLike(model2) to find both deviances, the difference of which then can
> tested. However, it would be nice if anova (model1, model2) could be used
> to this end. Is this possible somehow?
>
> Ben.
>
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>



-- 
In God we trust, all others bring data.

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