generalized linear mixed models: large differences when using glmmPQL or lmer with laplace approximation
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Greg Snow wrote:
You make reference to my comment below, but I think you overstate my position a bit
(the words in quotes are not a direct quote of what I said). Fair enough. Sorry about that.
The original poster mentioned that 2 different methods gave 2 different models,
one possibility is that one method gave a wrong model (biased in a non-good way), another possibility is that the predictor variables are correlated enough that there are multiple good models. I merely pointed out that comparing the predicted values to the original values would be one way to possibly distinguish between the 2 cases. Looking at the parameters, they seemed to be pretty similar to me, although of course the details of the data (range of predictor variables) matters too.
Focusing too much on the predicted values can lead to overfitting,
so we should not depend only on that. P-values are useful in some cases, so I would not say "don't worry about the p-values" as a general statement. Point taken.
The issue of editors wanting p-values even when they answer the wrong question
is part of the result of statisticians doing to good a job of training other researchers. Now it is our responsibility to continue to train them as to when to use certain tools.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.snow at imail.org 801.408.8111
-----Original Message----- From: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed- models-bounces at r-project.org] On Behalf Of Ben Bolker Sent: Tuesday, October 07, 2008 11:44 AM To: Martijn Vandegehuchte; R Mixed Models Subject: Re: [R-sig-ME] generalized linear mixed models: large differences when using glmmPQL or lmer with laplace approximation Martijn Vandegehuchte wrote:
First of all, thanks a lot for the info. I know the differences seem small, but most ecological journals still let their opinion about ecological relevance of predictors depend completely on p-values... So I think I'll stick to lmer because of
the
Laplace approximation.
Well, Laplace should be better anyway. (If the difference were in
the other direction -- non-significant with Laplace and significant
with
glmmPQL -- I would still tell you to use Laplace.)
To speak to Greg Snow's comment ("don't worry about p-values, just
look at predictions") -- this is really tough. I still don't know
what to do about the compromise between how statistics should be done
and how journal editors seem to insist it should be done ...
cheers
Ben
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