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unequal variance assumption for lme (mixed effect model)

<comments in line>
shirley zhang wrote:
SG:  In general, I suspect we generally lose power when we estimate more 
parameters. 

SG:  You can check this using the 'simulate.lme' function, whose use is 
illustrated in the seminal work reported in sect. 2.4 of Pinheiro and 
Bates (2000) Mixed-Effects Models in S and S-Plus (Springer).
SG:  The general advice I've seen is to avoid excessive 
overparameterization of heterscedasticity and correlations.  However, 
parsimonious correlation had heterscedasticity models would likely be 
wise.  Years ago, George Box expressed concern about people worrying too 
much about outliers, which are often fairly obvious and relatively easy 
to detect, while they worried too little, he thought, about dependence, 
especially serial dependence, which is generally more difficult to 
detect and creates bigger problems in inference than outliers.  He 
wrote, "Why worry about mice when there are tigers about?" 

SG:  Issues of this type can be fairly easily evaluated using 
'simulate.lme'. 

      Hope this helps. 
      Spencer Graves