Skip to content

ML or REML for LR tests

2 messages · Austin Frank, Ken Beath

#
First off, thanks to all who have responded to the series of questions I
asked!
On Fri, Aug 29 2008, Ken Beath wrote:

            
Ken was the only one to address this particular point, and I want to
make sure I've got it straight.  Are REML-based likelihood-ratio tests
(presumably not performed with anova.mer, as that sets REML=FALSE on the
call to logLik) an acceptable method for testing nested models with
different random effects specifications?

As a point of reference, the anova() method is called on two lmer models
that differ only in their random effects in the manuscript by Baayen,
Davidson, and Bates at
http://www.ualberta.ca/~baayen/publications/baayenDavidsonBates.pdf (pp
12-15).  The discussion of that analysis makes no mention of the
difference between REML and ML fits.  Is this because, as discussed
recently, the REML and ML estimates are so close that there is no
practical difference in which quantity is used for this test?


Thanks again!
/au
12 days later
#
On 11/09/2008, at 5:01 AM, Austin Frank wrote:

            
This is discussed in Pinheiro and Bates. It is not statistically  
correct, so probably isn't a good idea for a publication. I recommend  
reading the sections in Verbeke and Molenberghs book on Linear Mixed  
Models. I have used AIC.

The easiest way to avoid choices is to decide that certain parameters  
must be modelled by random effects based on medical, biological etc  
considerations.

Ken