[R-sig-ME] thoughts on variable importance

Thierry Onkelinx thierry.onkelinx at inbo.be
Mon Mar 26 15:42:05 CEST 2018

Dear David,

You are still very vague on the design. Which makes it much harder to
answer your question. Can you please give us a more focused question? And
provide some dummy data and a model?

Best regards,

ir. Thierry Onkelinx
Statisticus / Statistician

Vlaamse Overheid / Government of Flanders
Team Biometrie & Kwaliteitszorg / Team Biometrics & Quality Assurance
thierry.onkelinx at inbo.be
Havenlaan 88 bus 73, 1000 Brussel

To call in the statistician after the experiment is done may be no 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
The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of data.
~ John Tukey


2018-03-26 15:07 GMT+02:00 Farrar, David <Farrar.David at epa.gov>:

> Sorry yes.   I think my coffee had not taken effect.  The broad issue is
> comparison of variable importance when some variables have been modeled as
> fixed and others as random.   In my case the variables of most interest
> were modeled as fixed and some nuisance variables (as I saw them) were
> modeled as random.   I thought this was crude but possibly good enough for
> the situation, but I wondered if there was an interest in discussing this,
> or there are some more refined methods that I might have considered.  The
> actual analysis is already done and published some time ago.   I didn't
> want to go into more detail because I did not want to focus on the
> modeling.   I intended to be a little vague in order to cast a wide net.
> -----Original Message-----
> From: Ben Bolker [mailto:bbolker at gmail.com]
> Sent: Monday, March 26, 2018 8:54 AM
> To: Farrar, David <Farrar.David at epa.gov>
> Cc: r-sig-mixed-models at r-project.org
> Subject: Re: [R-sig-ME] thoughts on variable importance
> Methodology questions are fine, but can you spell out your question a bit
> more?
> On Mon, Mar 26, 2018 at 8:34 AM, Farrar, David <Farrar.David at epa.gov>
> wrote:
> > There is probably some tendency for studies to be planned so that the
> variables thought to be most important can be evaluated as fixed effects,
> as I did.
> > For analysis of a small field environmental field study, I eyeballed the
> BLUPs for a few nuisance variables, and noted that they did not suggest
> effects as large as for those variables that interested us most.   Thoughts?
> > My apology if a methodology question is not favored here.   I did not
> think it was a question about introductory mixed models.
> > Regards,
> > David
> >
> > David Farrar, Ph.D., Biostatistician
> > USEPA ORD NCEA BRAB Cincinnati, OH
> >
> >
> >         [[alternative HTML version deleted]]
> >
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