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how to know if random factors are significant?

1 message · Fabian Scheipl

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For linear mixed models with uncorrelated random effects, our package
RLRsim offers a rapid algorithm to determine the exact finite sample
distribution of the restricted likelihood ratio for testing whether
the variance of a random effect is zero.
Using the ChiSquare(1) or a 50:50  mixture of ChiSquare(1) and 0 will
almost always lead to very conservative tests. For a detailed
comparison of various approaches to test for zero variance in linear
mixed models have a look at:

 F.Scheipl, S.Greven, H.K?chenhoff (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(7):3283-3299
(http://dx.doi.org/10.1016/j.csda.2007.10.022).