[R-sig-ME] How to compare two coefficent estimates in a multilevel model?

Blazej Mrozinski blazej.mrozinski at gmail.com
Mon Jan 29 09:47:08 CET 2018


Good Morning Thierry,
yes - that was my goal in this example.
Although I'm not what should I do if there where mode (say 3 or 4) fixed
effect estimates. I'd be guessing (based on Ben Bolker suggestion given on
StackOverflow) that contrasts set by hand are the right approach.
I already sorted out how to do it (with 2 estimates), in order to match
results from HLM software - that is
by using linearHypothesis function from car package:

library(car)
linearHypothesis(model, "score1=score2")
Linear hypothesis test

Hypothesis:
score1 - score2 = 0

Model 1: restricted model
Model 2: Reaction ~ score1 + score2 + (1 | Subject)

  Df  Chisq Pr(>Chisq)  1                       2  1 2.8187    0.09317 .---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1


https://stats.stackexchange.com/a/325502/133561

Best Regards,
Blazej

Blazej Mrozinski

2018-01-29 9:40 GMT+01:00 Thierry Onkelinx <thierry.onkelinx at inbo.be>:

> Dear Blazej,
>
> Your question is not clear to me. What is the hypothesis that you want
> to test? H_0: \gamma_{01} = \gamma_{02} ?
>
> Best regards,
>
> ir. Thierry Onkelinx
> Statisticus / Statistician
>
> Vlaamse Overheid / Government of Flanders
> INSTITUUT VOOR NATUUR- EN BOSONDERZOEK / RESEARCH INSTITUTE FOR NATURE
> AND FOREST
> Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance
> thierry.onkelinx at inbo.be
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>
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> more than asking him to perform a post-mortem examination: he may be
> able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher
> The plural of anecdote is not data. ~ Roger Brinner
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> not ensure that a reasonable answer can be extracted from a given body
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>
>
>
>
> 2018-01-28 17:43 GMT+01:00 Blazej Mrozinski <blazej.mrozinski at gmail.com>:
> > Greetings,
> >
> > Could anyone help me in answering the following question:
> >
> > How can I compare two coefficient estimates from a lme4 or nlme model?
> >
> > In HLM7 (software I'm more familiar with) such comparisons are evaluated
> > with χ2 tests. I can't find out what function in lme4, nlme or just base
> > can do the same.
> >
> > An imaginary example I'm working with, is a modified sleepstudy dataset -
> > with two score variables added at level 2. The model being tested is
> this:
> >
> > Level1:
> > Reaction=β0+r
> >
> > Level2:
> > β0=γ00+γ01(score1)+γ02(score2)+u0j
> >
> > I'm looking for a χ2 comparing both level 2 coefficients (or 3+ if there
> > are more of them)
> >
> > Here is my modified dataset:
> >
> > library(lme4)
> >
> > set.seed(123)
> > score1=NULL
> > score2=NULLfor(i in 1:18) {
> >       x1 = rep(sample(1:5, size = 1), 10)
> >       score1 = c(score1, x1)
> >       x2 = rep(sample(1:5, size = 1), 10)
> >       score2 = c(score2, x2)}
> >
> > sleepstudy$score1 <- score1
> > sleepstudy$score2 <- score2
> >
> > model <-lmer(Reaction ~ score1 + score2 + (1|Subject), data=sleepstudy)
> >
> > Best regards,
> > Blazej Mrozinski
> >
> > ps. this question was posted on CrossValidated:
> > https://stats.stackexchange.com/questions/325302/how-to-
> compare-two-coefficent-estimates-in-a-multilevel-model
> >
> >         [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > R-sig-mixed-models at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>

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