Power calculations for random effect models
you could also have a look at the following recent articles: Greven, S., Crainiceanu. C., Kuchenhoff, H. and Peters, A. (2008). Restricted Likelihood Ratio Testing for Zero Variance Components in Linear Mixed Models. Journal of Computational and Graphical Statistics 17, 870-891. Scheipl, F., Greven, S. and Kuchenhoff, H. (2008). Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models. Computational Statistics & Data Analysis 52, 3283-3299. and the associated package: http://cran.r-project.org/web/packages/RLRsim/index.html I hope it helps. Best, Dimitris
Christos Hatzis wrote:
Hello, I have a nested random effects model of the form Yijk = M + Ai + Bj(i) + Ek(ij) where biopsies (B) are nested within persons (A) and arrays (E) are nested within biopsies. I am interested in estimating the power of a study of a given size to determine whether the variance associated with B is trivial, i.e. H0: var_b = 0 vs Ha: var_b > 0 at a fixed Type-I error rate. I have written a function to simulate data from this model and used lmer to estimate the random effects as shown below. What is the recommended way of going about testing the null hypothesis? One approach would be to use the estimated standard deviation of the random effect and assuming normality to test whether the appropriate CI contains zero. Another would be to use the theoretical chi-square distribution for var_b, but that would require the appropriate degrees of freedom. Or to use mcmc to estimate the distribution of var_b and use this distribution for inference. I would think that the mcmc approach is the recommended one, but I would appreciate any advise on this. In this case, I have tried to run the MCMC simulation (which runs fine), but have not been able yet to figure out how to use the results of MCMC to test the above hypothesis. Any hints or pointing out materials that explain how to use MCMC for inference on random effects will be very much appreciated. Thank you. -Christos Christos Hatzis, Ph.D. Nuvera Biosciences, Inc. 400 West Cummings Park Suite 5350 Woburn, MA 01801 Tel: 781-938-3830 www.nuverabio.com <http://www.nuverabio.com/>
fake.dt <- tumor.heter.dt(10, 3, 2, k=0, sa=4, sb=.6, se=.2) fake.dt
person biopsy array resp bioWper 1 1 1 1 4.308434 1:1 2 1 1 2 4.293186 1:1 3 1 2 1 5.503841 1:2 4 1 2 2 5.640362 1:2 5 1 3 1 5.579461 1:3 6 1 3 2 5.416201 1:3 7 2 1 1 12.479513 2:1 8 2 1 2 12.311426 2:1 9 2 2 1 13.283566 2:2 10 2 2 2 13.138276 2:2 11 2 3 1 12.954277 2:3 12 2 3 2 13.059925 2:3 13 3 1 1 11.649726 3:1 14 3 1 2 11.694472 3:1 15 3 2 1 12.342050 3:2 16 3 2 2 12.316214 3:2 17 3 3 1 12.762695 3:3 18 3 3 2 12.451338 3:3 19 4 1 1 17.168248 4:1 20 4 1 2 17.573315 4:1 21 4 2 1 16.885176 4:2 22 4 2 2 16.819536 4:2 23 4 3 1 15.924120 4:3 24 4 3 2 16.038491 4:3 25 5 1 1 7.981279 5:1 26 5 1 2 7.777929 5:1 27 5 2 1 6.701801 5:2 28 5 2 2 6.978284 5:2 29 5 3 1 7.136417 5:3 30 5 3 2 7.378498 5:3 31 6 1 1 21.499796 6:1 32 6 1 2 21.397173 6:1 33 6 2 1 22.551116 6:2 34 6 2 2 22.521006 6:2 35 6 3 1 21.027998 6:3 36 6 3 2 21.416872 6:3 37 7 1 1 13.312857 7:1 38 7 1 2 13.559062 7:1 39 7 2 1 13.753016 7:2 40 7 2 2 13.608642 7:2 41 7 3 1 13.556446 7:3 42 7 3 2 13.400672 7:3 43 8 1 1 12.758548 8:1 44 8 1 2 12.486574 8:1 45 8 2 1 13.388409 8:2 46 8 2 2 13.263029 8:2 47 8 3 1 12.991308 8:3 48 8 3 2 12.962116 8:3 49 9 1 1 11.420214 9:1 50 9 1 2 11.308010 9:1 51 9 2 1 13.186774 9:2 52 9 2 2 12.778966 9:2 53 9 3 1 11.625079 9:3 54 9 3 2 11.637015 9:3 55 10 1 1 9.108635 10:1 56 10 1 2 8.895658 10:1 57 10 2 1 9.718046 10:2 58 10 2 2 9.552510 10:2 59 10 3 1 8.794893 10:3 60 10 3 2 9.047379 10:3
heter.lmer <- lmer(resp ~ (1 | person) + (1 | bioWper), fake.dt) heter.lmer
Linear mixed model fit by REML
Formula: resp ~ (1 | person) + (1 | bioWper)
Data: fake.dt
AIC BIC logLik deviance REMLdev
98.24 106.6 -45.12 92.85 90.24
Random effects:
Groups Name Variance Std.Dev.
bioWper (Intercept) 0.312327 0.55886
person (Intercept) 21.780993 4.66701
Residual 0.020633 0.14364
Number of obs: 60, groups: bioWper, 30; person, 10
Fixed effects:
Estimate Std. Error t value
(Intercept) 12.368 1.479 8.36
VarCorr(heter.lmer)[["bioWper"]]
(Intercept)
(Intercept) 0.3123273
attr(,"stddev")
(Intercept)
0.5588625
attr(,"correlation")
(Intercept)
(Intercept) 1
heter.mcmc <- mcmcsamp(heter.lmer, n=1000) str(heter.mcmc)
Formal class 'merMCMC' [package "lme4"] with 9 slots ..@ Gp : int [1:3] 0 30 40 ..@ ST : num [1:2, 1:1000] 3.89 32.49 1.44 27.06 1.24 ... ..@ call : language lmer(formula = resp ~ (1 | person) + (1 | bioWper), data = fake.dt) ..@ deviance: num [1:1000] 92.9 92.9 114.5 119.1 134 ... ..@ dims : Named int [1:18] 2 60 1 40 1 2 0 1 2 5 ... .. ..- attr(*, "names")= chr [1:18] "nt" "n" "p" "q" ... ..@ fixef : num [1, 1:1000] 12.4 14.1 11.9 12.6 12.6 ... .. ..- attr(*, "dimnames")=List of 2 .. .. ..$ : chr "(Intercept)" .. .. ..$ : NULL ..@ nc : int [1:2] 1 1 ..@ ranef : num[1:40, 0 ] ..@ sigma : num [1, 1:1000] 0.144 0.128 0.126 0.212 0.228 ...
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Dimitris Rizopoulos Assistant Professor Department of Biostatistics Erasmus University Medical Center Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands Tel: +31/(0)10/7043478 Fax: +31/(0)10/7043014