Interpretation of hypothesis tests for mixed models
Thanks for setting me straight about the model
fm1 <- lme(y ~ Trt, random = list(Subj = pdCompSymm(~ Trt - 1)))
being the one that is equivalent to
fm2 <- lme(y ~ Trt, random = ~ 1 | Subj/Trt)
It seems that denDF of a fixed effect test for treatment should also be the same for fm1 and fm2. Is it possible to modify the method of computing denDF in nlme to achive this? Meanwhile, my understanding is that fm2 is to be preferred over fm1. I did simulations for fm1/fm2 with no true (fixed) difference between treatments, which seemed to show that a test with the fm1 formulation can sometimes produce considerably more statistical significances than would be warranted. I then have another question. How should I go about formulating a model corresponding to the nesting in fm2 if instead of a treatment factor I have a covariate? Since in my example Trt was a two-level factor, one could for instance let the levels be zero and one and regard the treatment as a covariate. If I express the treatment as a covariate x and fit
fm4 <- lme(y ~ x, random = ~ 1 | Subj/x)
I get the same denDF as for fm2, but for a general covariate (with more than two values) denDF depends on the number of distinct values taken by the covariate (but it should not, should it?). It seems that random = ~ 1 | Subj/x treats x as a a factor. Is there another model formulation that takes care of this problem? More generally, if I have complex terms, like a treatment by covariate interaction, for which I suspect random subject components, how can I formulate a mixed model so that denDF properly takes into account the nested random effects?
Olof Leimar, Professor Department of Zoology Stockholm University SE-106 91 Stockholm Sweden Olof.Leimar at zoologi.su.se