Message: 18 Date: Fri, 30 Dec 2005 12:51:59 -0600 From: Douglas Bates <[EMAIL PROTECTED]> Subject: Re: [R] lme X lmer results To: John Maindonald <[EMAIL PROTECTED]> Cc: [email protected] Message-ID: <[EMAIL PROTECTED]> Content-Type: text/plain; charset=ISO-8859-1
On 12/29/05, John Maindonald <[EMAIL PROTECTED]> wrote: >> Surely there is a correct denominator degrees of freedom if the design >> is balanced, as Ronaldo's design seems to be. Assuming that he has >> specified the design correctly to lme() and that lme() is getting the df >> right, the difference is between 2 df and 878 df. If the t-statistic >> for the >> second level of Xvar had been 3.0 rather than 1.1, the difference >> would be between a t-statistic equal to 0.095 and 1e-6. In a design >> where there are 10 observations on each experimental unit, and all >> comparisons are at the level of experimental units or above, df for >> all comparisons will be inflated by a factor of at least 9. Doug Bates commented: I don't want to be obtuse and argumentative but I still am not convinced that there is a correct denominator degrees of freedom for _this_ F statistic. I may be wrong about this but I think you are referring to an F statistic based on a denominator from a different error stratum, which is not what is being quoted. (Those are not given because they don't generalize to unbalanced designs.) This is why I would like to see someone undertake a simulation study to compare various approaches to inference for the fixed effects terms in a mixed model, using realistic (i.e. unbalanced) examples. Doug-- Here is a paper that focused on the various alternatives to denominator degrees of freedom in SAS and does report some simulation results: http://www2.sas.com/proceedings/sugi26/p262-26.pdf Not sure whether it argues convincingly one way or the other in the present discussion. cheers, Dave -- Dave Atkins, PhD [EMAIL PROTECTED] ______________________________________________ [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
