Dear all I am trying to compute the Cox reid adjusted likelihood ratio test for mixed models in r. The adjustment needs the information matrix. Is there a package/function in R that runs the test or is there a way to extract the information matrix from an lme object? Thanks Akshita
cox reid likelihood in R
3 messages · Akshita Chawla, Ben Bolker
Dear all I am trying to compute the Cox reid adjusted likelihood ratio test for mixed models in r. The adjustment needs the information matrix. Is there a package/function in R that runs the test or is there a way to extract the information matrix from an lme object? Thanks Akshita
Akshita Chawla <chawlaak at ...> writes:
Dear all I am trying to compute the Cox reid adjusted likelihood ratio test for mixed models in r. The adjustment needs the information matrix. Is there a package/function in R that runs the test or is there a way to extract the information matrix from an lme object? Thanks Akshita
Which information matrix? Within a merMod object, the "RX" component (getME(model,"RX")) gives the (unscaled) Cholesky factor of the fixed-effects information matrix (there's also an "RXi" component which has the inverse, i.e. the Cholesky factor of the fixed-effects variance-covariance matrix). You can take the cross-product of this element to get the information matrix, scaling by sigma^2 if necessary. (See https://github.com/lme4/lme4/issues/47 for some related discussion.) However, this is the information matrix *conditional on the theta (random-effects) parameters*. A full information matrix including the uncertainty in the theta parameters is trickier ... Ben Bolker