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

Ben Bolker bbolker at gmail.com
Sat Oct 4 02:48:27 CEST 2014


Thanks for checking.  The comparison with Stata isn't necessarily relevant
though -- or question is whether `lm` and `lmer` (or `glm` and `glmer`)
include/exclude the same additive constants, so that their log-likelihoods
are directly comparable.

On Fri, Oct 3, 2014 at 8:38 PM, Ken Beath <ken.beath at mq.edu.au> wrote:

> nAGQ=1 and greater than 1 give different results, and the nAGQ=1 matches
> fairly closely the log likelihood from Stata for 3 quadrature points, so
> presumably is correct. Stata's Laplace didn't converge with my data.
>
>
> Ken
>
>
>
> On 4 October 2014 09:06, Ben Bolker <bbolker at gmail.com> wrote:
>
>> romunov <romunov at ...> writes:
>>
>> >
>> > FWIW, this is from the glmm faq site <http://glmm.wikidot.com/faq>.
>> >
>> > How can I test whether a random effect is significant?
>> >
>>
>>   ...
>>
>> >    - *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)
>>
>>   For what it's worth, I believe this is out of date, _except_ for
>> glmer fits with nAGQ>1.  It should be possible to implement
>> anova(<merMod>,<lm>/<glm>) -- it's only a nuisance (sadly, if we
>> were still using S4 classes at this level it would be easier ...)
>>
>>   Ben Bolker
>>
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>>
>
>
>
> --
>
> *Ken Beath*
> Lecturer
> Statistics Department
> MACQUARIE UNIVERSITY NSW 2109, Australia
>
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