lme() vs aov()
Peter Dalgaard wrote:
The gut reaction is that you shouldn't trust lme() in low-df cases, but in this particular case the issue is different:
> summary(mod.aov)
Error: source
Df Sum Sq Mean Sq F value Pr(>F) drug 2 61.167
30.583 61.167 0.003703 **
Residuals 3 1.500 0.500 ---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Error: Within
Df Sum Sq Mean Sq F value Pr(>F)
Residuals 6 9.0 1.5
Notice that the Residuals Mean Sq is larger in the Within stratum than
in the source stratum. In terms of a mixed-effects model, this implies a
negative estimate for the variance of the source effect. lme() will have
nothing of that and sets it to zero instead. If you drop the
Error(source) you get the same F as in lme() although the df differ.
(The "negative variance" can be interpreted as negative within-source
correlation, but that only works properly for balanced designs. Long
story...)
Thank you Peter for the explanation. I'm perfectly happy about this particular model, but I'd like to ask you (and everyone else who'd like to chime in), what do you mean with "you shouldn't trust lme() in low-df cases"? Why? (I ask because I often have low-df analyses to do). Regards, Federico
Federico C. F. Calboli Department of Epidemiology and Public Health Imperial College, St Mary's Campus Norfolk Place, London W2 1PG Tel +44 (0)20 7594 1602 Fax (+44) 020 7594 3193 f.calboli [.a.t] imperial.ac.uk f.calboli [.a.t] gmail.com