[R-sig-ME] Confidence interval around random effect variances in place of p-value

Ben Bolker bbo|ker @end|ng |rom gm@||@com
Sat Apr 3 01:51:56 CEST 2021


  Sure. If all you want is p-values, I'd recommend parametric 
bootstrapping (implemented in the pbkrtest package) ... that will avoid 
these difficulties.  (I would also make sure that you know *why* you 
want p-values on the random effects ... they have all of the issues of 
regular p-values plus some extras: 
http://bbolker.github.io/mixedmodels-misc/glmmFAQ.html#testing-significance-of-random-effects 
)

On 4/2/21 7:37 PM, Jack Solomon wrote:
> Thanks. Just to make sure, to declare a statistically NON-significant 
> random effect variance component, the lower bound of the CI must be 
> EXACTLY "0", right?
> 
> Tha is, for example, a CI like: [.0002, .14] is a 
> statistically significant random-effect variance component but one that 
> perhaps borders a p-value of relatively close to but smaller than .05, 
> right?
> 
> On Fri, Apr 2, 2021 at 6:19 PM Ben Bolker <bbolker using gmail.com 
> <mailto:bbolker using gmail.com>> wrote:
> 
>         This seems like a potential can of worms (as indeed are all
>     hypothesis tests of null values on a boundary ...) However, in this
>     case
>     bootstrapping (provided you have resampled appropriately - you may need
>     to do hierarchical bootstrapping ...) seems reasonable, because a null
>     model would give you singular fits (i.e. estimated sd=0) half of the
>     time ...
> 
>         Happy to hear more informed opinions.
> 
>     On 4/2/21 6:55 PM, Jack Solomon wrote:
>      > Dear All,
>      >
>      > A colleague of mine suggested that I use the bootstrapped CIs
>     around my
>      > model's random effect variances in place of p-values for them.
>      >
>      > But random effect variances (or sds) start from "0". So, to declare a
>      > statistically NON-significant random effect variance component, the
>      > lower bound of the CI must be EXACTLY "0", right?
>      >
>      > Thank you very much,
>      > Jack
>      >
>      >       [[alternative HTML version deleted]]
>      >
>      > _______________________________________________
>      > R-sig-mixed-models using r-project.org
>     <mailto:R-sig-mixed-models using r-project.org> mailing list
>      > https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
>      >
> 
>     _______________________________________________
>     R-sig-mixed-models using r-project.org
>     <mailto:R-sig-mixed-models using r-project.org> mailing list
>     https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>     <https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models>
>



More information about the R-sig-mixed-models mailing list