[R-sig-ME] lme approximation method for dfs

Maarten Jung M@@rten@Jung @end|ng |rom m@||box@tu-dre@den@de
Mon May 25 10:40:59 CEST 2020 

Hi Sala,

I'm glad I could help.
Please keep the mailing list in cc.

Just a small addition to my last mail: If you call joint_tests()
directly on your model (and not on an emmGrid object which is returned
by the functions emmeans() or ref_grid()), you also have to pass the
"mode" argument, otherwise you won't get the degrees of freedom you
want (i.e., use joint_tests(lme_fit, mode = "appx-satterthwaite") and
not just joint_tests(lme_fit)).

Best,
Maarten



On Mon, May 25, 2020 at 7:09 AM Salahadin Lotfi
<salahadin.lotfi using gmail.com> wrote:
>
> Maarten,
>
> Both suggestions were great. I used them and they are perfectly working.
>
> Sala
>
> On Sun, May 24, 2020 at 4:57 AM Maarten Jung <Maarten.Jung using mailbox.tu-dresden.de> wrote:
>>
>> Dear Sala,
>>
>> I *think* the containment method that is mentioned in the "Models
>> supported by emmeans" vignette is something similar to the containment
>> degrees of freedom approximation in SAS [1] but if you want to use
>> this method, you should ask the author of emmeans (Russell Lenth) to
>> make sure that my guess is correct.
>>
>> I guess your emmeans() call throws an error because you are missing
>> the "specs" argument which specifies the predictor variables over
>> which the estimated marginal means should be calculated. Also, the
>> last argument is "sigmaAdjust" instead of "adjustSigma" but it
>> defaults to TRUE anyway. This should work (if the emmeans package is
>> loaded, otherwise use emmeans:emmeans()):
>> emmeans(lme_fit, ~ Group * TIME, mode = "appx-satterthwaite",
>> sigmaAdjust = TRUE)
>>
>> The function joint_tests() which constructs Type-III-ANOVA-like tables
>> of all predictors and the function contrast() could be useful for your
>> analysis, too. See also the nice vignettes here [2].
>>
>> [1]  https://documentation.sas.com/?docsetId=statug&docsetTarget=statug_glimmix_details38.htm&docsetVersion=15.1&locale=en
>> [2]  https://cran.r-project.org/web/packages/emmeans/vignettes/
>>
>> Best,
>> Maarten
>>
>>
>> On Sun, May 24, 2020 at 4:55 AM Salahadin Lotfi
>> <salahadin.lotfi using gmail.com> wrote:
>> >
>> > Wow! Such a thorough answer, Phillip. Thanks very much.
>> > I misspoken when I said the lmer would generate p values for fixed effects (yes it is indeed lmerTest package which does it).
>> > Just to make sure I understand it correctly:
>> > lme uses ML/REML to approximate beta weights of fixed effects,
>> > it uses Wald to approximate t/z values (fixed effects), and
>> > it uses "inner-outer" rule to get denominator of df (ddf) which is apparently the least optimal method to estimate ddf among other methods (etc., Satterthwaite's). Lastly, is this "inner-outer" rule the same as "containment method"?
>> >
>> > Maarten,
>> > First of all thank you for the nice pointer. The emmeans is elegant. But, I could not get it to work. Could you point out what I am missing in the emmeans function?
>> >   Here is my code:
>> > ## Group and Time are categorical IVs with three levels.
>> > lme_fit<- lme(DV~  factor (Group) * factor(TIME), random = ~ TIME | SubjectID, # factor(Group) * factor(TIME)
>> >                   correlation = corSymm (form = ~ 1 | SubjectID),
>> >                   weights = varIdent (form = ~ 1 | TIME),
>> >                   data = my_data,
>> >                   method= "REML",
>> >                   na.action = "na.omit")
>> > emmeans::emmeans(lme.fit, mode= "appx-satterthwaite", adjustSigma = TRUE) ## NOT working
>> >
>> >
>> > I appreciate for taking time and replying.
>> > Sala
>> >
>> > *************
>> > Salahadin (Sala) Lotfi
>> >
>> > PhD Candidate of Cognitive Neuroscience
>> >
>> > University of Wisconsin-Milwaukee
>> >
>> > Anxiety Disorders Laboratory
>> >
>> > President, Association of Clinical and Cognitive Neuroscience, UWM
>> >
>> >
>> > On Sat, May 23, 2020 at 5:01 PM Maarten Jung <Maarten.Jung using mailbox.tu-dresden.de> wrote:
>> >>
>> >> Dear Sala,
>> >>
>> >> As Phillip Alday explained, there is no implementation of the Satterthwaite approximation in the nlme package. If you want to stick with this package, the only way I know to get something similar (for lme objects) is to use functions of the emmeans package with the argument "mode" set to "appx-satterthwaite" (see [1]).
>> >>
>> >> [1] https://cran.r-project.org/web/packages/emmeans/vignettes/models.html#K
>> >>
>> >> Best,
>> >> Maarten
>> >>
>> >>
>> >> On Sat, 23 May 2020, 17:07 Phillip Alday <phillip.alday using mpi.nl> wrote:
>> >>>
>> >>> Hi,
>> >>>
>> >>> On 23/5/20 9:11 am, Salahadin Lotfi wrote:
>> >>> > Dear all,
>> >>> > I have a very simple question but, have been having a hard time to figure
>> >>> > it out.
>> >>> > I am using a mixed model with random intercept and slope using lme function
>> >>> > with an unstructured covariance matrix. I know lmer uses Satterthwaite's
>> >>> > approximation method to approximate dfs of fixed effects,
>> >>>
>> >>> This is not accurate. lme4 by default doesn't even try to figure out the
>> >>> df and doesn't report p-values. The lmerTest package adds in options to
>> >>> use Satterthwaite or Kenward-Roger approximations for p-values, but
>> >>> depending on who you ask around here, the sentiment for those
>> >>> approximations ranges from "of course" to "hmrpf, why would you bother?"
>> >>> to "the heretics must be purged!".
>> >>>
>> >>> The GLMM FAQ (https://bbolker.github.io/mixedmodels-misc/glmmFAQ.html)
>> >>> has some info on each of these, but I'll copy and paste something
>> >>> relevant that I wrote on a different mailing list:
>> >>>
>> >>> Treating the t-values as z-values is as reasonable as using the
>> >>> t-distribution with some estimated degrees of freedom for studies with
>> >>> 20-30 subjects and 10s of observations per condition per subject for two
>> >>> reasons. One is that a t-distribution with dozens of degrees of freedom
>> >>> is essentially a normal distribution, and so even if you could figure
>> >>> out what the "right" number of degrees of freedom were, it wouldn't be
>> >>> far off from the number you get from the normal distribution. The other
>> >>> reason is that none of these asymptotic results are guaranteed to be
>> >>> particularly great for anything other than very well behaved linear
>> >>> mixed models, which is why things like parametric bootstrap are the gold
>> >>> standard for figuring out coverage intervals. And for large models,
>> >>> bootstrapping is about as fast as KR (because KR as implemented in
>> >>> pbkrmodcomp, which lmerTest depends on, computes the inverse of a large
>> >>> n x matrix).
>> >>>
>> >>> > but I am not sure
>> >>> > what is the preferred method that lme uses. Is it Wald or Likelihood ratio?
>> >>>
>> >>> Wald and likelihood ratio are not degrees of freedom estimates. The
>> >>> likelihood-ratio tests do have a df, which corresponds to the difference
>> >>> in the number of free parameters between the models, but this not the
>> >>> relevant df. (It's numerator degrees of freedom in the ANOVA framework,
>> >>> while what you need are the denominator degrees of freedom.) The Wald
>> >>> tests are just the things you see in the table of the fixed effects,
>> >>> i.e. the tests corresponding to the t- or z-values (or more generally
>> >>> the ANOVA-style tests / tests of linear hypotheses you then construct
>> >>> from the fixed effects).
>> >>>
>> >>>
>> >>> > I don't think lme offers such an option to specify an approximation method
>> >>> > for dfs of fixed effects. Does it?
>> >>>
>> >>> The dfs in nlme are computed using the "inner-outer" rule which doesn't
>> >>> work well for many types of designs common in cognitive neuroscience.
>> >>> More information on this is in the GLMM FAQ, search for "Df
>> >>> alternatives" on that page.
>> >>>
>> >>>
>> >>> Hope that helps!
>> >>>
>> >>> Phillip
>> >>>
>> >>>
>> >>> >
>> >>> > I appreciate any response in advance.
>> >>> > Sala
>> >>> >
>> >>> >
>> >>> > *************
>> >>> > Salahadin (Sala) Lotfi
>> >>> >
>> >>> > PhD Candidate of Cognitive Neuroscience
>> >>> >
>> >>> > University of Wisconsin-Milwaukee
>> >>> >
>> >>> > Anxiety Disorders Laboratory
>> >>> >
>> >>> > President, Association of Clinical and Cognitive Neuroscience, UWM
>> >>> >
>> >>> >       [[alternative HTML version deleted]]
>> >>> >
>> >>> > _______________________________________________
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>> >>> > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>> >>>
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