I have a doubt about the calculation of tests for fixed effects in mixed-effects models.
I have read that, except in well-balanced designs, the F statistic that is usually calculated for ANOVA tables may be far from being distributed as an exact F distribution, and that's the reason why the anova method on "mer" objects (calculated by lmer) do not calculate the denominator df nor a p-value. --- See for instance Douglas Bates' long post on this topic, in: https://stat.ethz.ch/pipermail/r-help/2006-May/094765.html However, Anova does calculate p-values from Wald chi-square tests for fixed terms from "mer" objects (as well as from "lme" objects, from lme). I suppose that the key to understand the logic for this is in Fox & Weisberg's commentary in "An R Companion to Applied Regression" (2nd edition, p. 272), where they say: "Likelihood ratio tests and F tests require fitting more than one model to the data, while Wald tests do not." Unfortunately, that's too brief a commentary for me to understand why and how the Wald test can overcome the deficiencies of F-tests in mixed-effects models. The online appendix of "An R Companion..." about mixed-effects models does not comment on hypothesis tests either. I would appreciate if someone can give some clues or references to read about this issue. Thanks, Helios INSTITUTO DE BIOMECÁNICA DE VALENCIA Universidad Politécnica de Valencia • Edificio 9C Camino de Vera s/n • 46022 VALENCIA (ESPAÑA) Tel. +34 96 387 91 60 • Fax +34 96 387 91 69 www.ibv.org Antes de imprimir este e-mail piense bien si es necesario hacerlo. En cumplimiento de la Ley Orgánica 15/1999 reguladora de la Protección de Datos de Carácter Personal, le informamos de que el presente mensaje contiene información confidencial, siendo para uso exclusivo del destinatario arriba indicado. En caso de no ser usted el destinatario del mismo le informamos que su recepción no le autoriza a su divulgación o reproducción por cualquier medio, debiendo destruirlo de inmediato, rogándole lo notifique al remitente. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
