Statistical significance of random-effects (lme4 or others)
Dear Victor,
I'm looking for the p-value for the "variance components", the variance (or
sd) estimated for random-effects in the 4 models I showed?
For example, for m1 I'm looking for the p-value for the terms shown below.
Linear mixed model fit by REML ['lmerMod']
Formula: math ~ 1 + (1 | sch.id)
Data: hsb
REML criterion at convergence: 47116.8
Scaled residuals:
Min 1Q Median 3Q Max
-3.0631 -0.7539 0.0267 0.7606 2.7426
Random effects: *************
Groups Name Variance Std.Dev.
sch.id (Intercept) 8.614 2.935 *****P-VALUE HERE?****
Residual 39.148 6.257 **** P_VALUE HERE? ****
Number of obs: 7185, groups: sch.id, 160
On Sun, Sep 6, 2020 at 10:15 PM Simon Harmel <sim.harmel at gmail.com> wrote:
Hi Victor, Thanks for your response. First, as far as I know "lsmeans" has now become "emmeans". Second, all my data and code is 100% reproducible, would you please let me know how can I possibly obtain the p-value for the random-effects' variance components in any of the 4 models I showed in my original question? Thanks, Simon On Sun, Sep 6, 2020 at 9:42 PM Victor Oribamise < victor.oribamise at gmail.com> wrote:
Hey Simon, You can check the lsmeans package in R, you can obtain p values for your models using the package Victor On Sun, Sep 6, 2020 at 9:38 PM Simon Harmel <sim.harmel at gmail.com> wrote:
Dear All, Most MLM packages (e.g., HLM, SPSS, SAS, STATA) provide a p-value for the variance components. My understanding based on ( https://bbolker.github.io/mixedmodels-misc/glmmFAQ.html#testing-significance-of-random-effects ) is that this is not possible to achieve in R, right? If not, for my 4 models below, I assume I need to compare, using anova(), each model against its OLS equivalent to obtain a likelihood ratio test p-value for each model's variance component, correct? hsb <- read.csv(' https://raw.githubusercontent.com/rnorouzian/e/master/hsb.csv') library(lme4) m1 <- lmer(math ~ 1 + (1|sch.id), data = hsb) m2 <- lmer(math ~ meanses + (1|sch.id), data = hsb) m3 <- lmer(math ~ ses + (ses | sch.id), data = hsb) m4 <- lmer(math~ ses * meanses + (ses | sch.id ), data = hsb) ols1 <- lm(math ~ 1, data = hsb) ols2 <- lm(math ~ meanses, data = hsb) ols3 <- lm(math ~ ses, data = hsb) ols4 <- lm(math ~ ses * meanses, data = hsb) [[alternative HTML version deleted]]
_______________________________________________ R-sig-mixed-models at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models