[R-sig-ME] Fixed vs random effects with lme4

[John Poe]

Yep,

Peter Westfall wrote up how to do it in an example script
http://westfall.ba.ttu.edu/ISQS5349/Hausman_test_inR.txt

Please be aware that the test does not imply that you shouldn't use random
effects if there is correlation between a group-varying intercept and a
lower level variable. It just means that you need to do something to
properly model that correlation. That could be a within-group only model
with dummy variables for groups (standard Fixed Effects models) or a
group-mean centered model a la much of multilevel modeling. In econ this is
known as a Hausman Taylor model (yes, the same Hausman as the test) or a
correlated random effects model. You could also use a random slopes model
to allow the variability in Xi across groups but it's less effective at
debiasing than the other choices.

On Thu, Aug 23, 2018 at 11:09 AM Yashree Mehta <yashree19 using gmail.com> wrote:

> Hello,
>
> Is there a way to conduct the Hausman test on models which have been
> estimated using lme4?
>
> To be more specific,
>
> My model assumption is that the plot size(X covariate) is correlated with
> the random intercept ( estimated from Household_ID) which will be
> estimated. So I have to find out how to tell lmer to consider this
> correlation. I would also, similarly, want to carry random effects where
> this correlation assumption is done away with. Finally, I want to conduct
> the Hausman test for model choice.
>
> Thank you,
>
> Regards,
> Yashree
>
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>
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-- 




Thanks,
John


John Poe, Ph.D.
Postdoctoral Scholar / Research Methodologist
Center for Public Health Services & Systems Research
University of Kentucky
www.johndavidpoe.com

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