magnitude of random effect vs significance
Mike Dunbar wrote:
Following on from previous recent post, here is an example of a random effect which is tiny but highly significant. I've got no problem explaining a fixed effect which is tiny but significant (ie precisely estimated), but I'm struggling here! regards Mike # read in temp3 first below varcor.2h.crustacea.hf <- lme(log(crustdens+1) ~ HEIGHT, random=~1|MONTH/TIME/TRANSECT/POLE, data=temp3) VarCorr(varcor.2h.crustacea.hf) varcor.2h.crustacea.nomonth.hf <- lme(log(crustdens+1) ~ HEIGHT, random=~1|TIME/TRANSECT/POLE, data=invdens.bottommiddle) anova(varcor.2h.crustacea.hf,varcor.2h.crustacea.nomonth.hf) # month random effect of very low magnitude, yet it it highly significant: how can I explain this, or have I made a mistake!
I don't think those models are comparable. Let's ignore TRANSECT and POLE for now. In one model you have MONTH with 4 groups and TIME %in% MONTH with 16 groups, and in the other you have TIME with 4 groups. Put differently the variance for that term in one case means main effect of TIME and in the other case ditto plus the interaction. If TIME really only makes sense as nested in MONTH, the former can give a substantially worse fit to data whether or not there is a MONTH term. For comparability, try this: > temp3$MTIME <- interaction(temp3$MONTH,temp3$TIME)> varcor.2h.crustacea.nomonth2.hf <- lme(log(crustdens+1) ~ HEIGHT, random=~1|MTIME/TRANSECT/POLE, data=temp3)
anova(varcor.2h.crustacea.hf,varcor.2h.crustacea.nomonth2.hf)
Model df AIC BIC logLik Test
varcor.2h.crustacea.hf 1 7 1900.187 1929.923 -943.0935
varcor.2h.crustacea.nomonth2.hf 2 6 1898.187 1923.675 -943.0935 1 vs 2
L.Ratio p-value
varcor.2h.crustacea.hf
varcor.2h.crustacea.nomonth2.hf 3.202003e-07 0.9995
O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907