same old question - lme4 and p-values
Unfortunately, the latest changes to lme4 seem to have broken languageR. Many of the plotting functions are now built in to lme4, but the p-value obsessed among us would love to have the other functions in languageR back in action. Harold, any plans for an update? Will Doug let you do it? :-) Rob Kushler
Andy Fugard wrote:
I made (more) sense of mixed effects models when I went back to standard regression and ANOVAs with the philosophy: Everything is a Comparison. So for instance noting different ways of getting the magical numbers that result from doing regression: ---8<--------------------------------------------------------------------
> m.0 = lm(Fertility ~ 1, data = swiss) > m.full = lm(Fertility ~ ., data = swiss) > summary(m.full)
...
Residual standard error: 7.17 on 41 degrees of freedom
Multiple R-squared: 0.707, Adjusted R-squared: 0.671
F-statistic: 19.8 on 5 and 41 DF, p-value: 5.59e-10
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
> anova(m.0,m.full)
Analysis of Variance Table
Model 1: Fertility ~ 1
Model 2: Fertility ~ Agriculture + Examination + Education + Catholic +
Infant.Mortality
Res.Df RSS Df Sum of Sq F Pr(>F)
1 46 7178
2 41 2105 5 5073 19.8 5.6e-10 ***
^^ ^ ^^^^^^^^^^^^
----------------------------------------------------------------->8------
Noting what happens when you compare nested models (incidentally, a
confusing term when used the context of "multilevel" models):
---8<--------------------------------------------------------------------
> m.full = lm(Fertility ~ . , data = swiss) > summary(m.full)
...
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 66.9152 10.7060 6.25 1.9e-07 ***
Agriculture -0.1721 0.0703 -2.45 0.0187 *
Examination -0.2580 0.2539 -1.02 0.3155
Education -0.8709 0.1830 -4.76 2.4e-05 ***
Catholic 0.1041 0.0353 2.95 0.0052 **
Infant.Mortality 1.0770 0.3817 2.82 0.0073 **
^^^^^^
...
> > m1 = update(full.model, ~. -Infant.Mortality) > anova(m.full,m1)
Analysis of Variance Table
Model 1: Fertility ~ Agriculture + Examination + Education + Catholic +
Infant.Mortality
Model 2: Fertility ~ Agriculture + Examination + Education + Catholic
Res.Df RSS Df Sum of Sq F Pr(>F)
1 41 2105
2 42 2514 -1 -409 7.96 0.0073 **
^^^^^^
----------------------------------------------------------------->8------
Playing around with this sort of thing made it a lot easier to
understand why statisticians get annoyed (e.g.,
<http://www.stats.ox.ac.uk/pub/MASS3/Exegeses.pdf> for a good example)
with us non-statisticians.
On a more practical note, the languageR package has an especially useful
pvals.fnc function for when you really do need a test of whether a slope
is significantly different to zero, e.g. when you've got a load of
categorical predictors and want to see where the difference is.
Hope that wasn't too far off topic.
Cheers,
Andy
Hank Stevens wrote:
Google: p-values lmer wiki On Apr 4, 2008, at 9:33 AM, Douglas Bates wrote:
---------- Forwarded message ---------- From: Douglas Bates <bates at stat.wisc.edu> Date: Fri, Apr 4, 2008 at 7:54 AM Subject: Re: same old question - lme4 and p-values To: andreas.nord at zooekol.lu.se On Fri, Apr 4, 2008 at 5:24 AM, <andreas.nord at zooekol.lu.se> wrote:
Dear Prof. Bates, I've recently switched to using R for my analyses, and I find the
lme4 package to be extremely helpful. I have read your explanation (posted on the mailing list) of why you choose not to display p-values. Unfortunately, most of the journals I publish in require that I include p-values, which is why I have to find a way of calculating them from the lmer output. However, not being a trained statistician I have some difficulties following your recommendations given in the explanatory text. In other words, after having fitted my model, I am not at all sure on what to do in order to obtain p-values (or similar).
I am sorry to have to bother you with a question I know you have
already answered many times, but perhaps you would be so kind as to
give me some hints on how to proceed.
I understand your situation. Statisticians have created the "every
question of scientific interest must be answered by a p-value" monster
and now it turns on us. Nevertheless I am reluctant to give advice on
p-values in lme4 because apparently I don't know how to do it
correctly.
May I send a copy of this reply to the
R-SIG-Mixed-Models at r-project.org mailing list? ("SIG" == "Special
Interest Group")? (I ask your permission to send the copy because I am
quoting your original question.) Some who subscribe to that mailing
list may have the courage to wade into this swamp and offer their
advice.
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
Dr. Hank Stevens, Associate Professor 338 Pearson Hall Botany Department Miami University Oxford, OH 45056 Office: (513) 529-4206 Lab: (513) 529-4262 FAX: (513) 529-4243 http://www.cas.muohio.edu/~stevenmh/ http://www.cas.muohio.edu/ecology http://www.muohio.edu/botany/ "If the stars should appear one night in a thousand years, how would men believe and adore." -Ralph Waldo Emerson, writer and philosopher (1803-1882)
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