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Comparing lme4 and glm?

Comments are interspersed.
John.

John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.
On 30 Mar 2008, at 11:32 AM, Mariana Martinez wrote:

            
For reasons given under 2., maybe you do not want such tests.
If this makes a difference to the inference that you draw, you should  
worry.  I take the view that if such a random component is likely to  
be present, then the model should accommodate it, irrespective of  
whether is it statistically significant.  This is an especially  
important point when the component in question is estimated with a  
rather small number of degrees of freedom, i.e., not much information  
to go on.

If you omit the component then you have to contemplate the alternatives
1) the effect really was present but undetectable
2) the effect was not present, or so small that it could be ignored,  
and my inference is valid.

If (1) has a modest probability, and it matters whether you go with  
(1) or (2), going with (2) leads to a very insecure inference.  Your p- 
value is not, in truth, the one that comes out of the analysis!

Historical data can be useful.  Have you analysed other such data in  
the past?  With enough such samples, you can look at the distribution  
of estimates of the random component.
If the random effects all reduce to zero, then you have a glm model.