On 9/10/06, Andrew Robinson <[EMAIL PROTECTED]> wrote: > On Thu, Sep 07, 2006 at 07:59:58AM -0500, Douglas Bates wrote: > > > I would be happy to re-institute p-values for fixed effects in the > > summary and anova methods for lmer objects using a denominator degrees > > of freedom based on the trace of the hat matrix or the rank of Z:X if > > others will volunteer to respond to the "these answers are obviously > > wrong because they don't agree with <whatever> and the idiot who wrote > > this software should be thrashed to within an inch of his life" > > messages. I don't have the patience. > > This seems to be more than fair to me. I'll volunteer to help explain > why the anova.lmer() output doesn't match SAS, etc. Is it worth > putting a caveat in the output and the help files? Is it even worth > writing a FAQ about this?
Having made that offer I think I will now withdraw it. Peter's example has convinced me that this is the wrong thing to do. I am encouraged by the fact that the results from mcmcsamp correspond closely to the correct theoretical results in the case that Peter described. I appreciate that some users will find it difficult to work with a MCMC sample (or to convince editors to accept results based on such a sample) but I think that these results indicate that it is better to go after the marginal distribution of the fixed effects estimates (which is what is being approximated by the MCMC sample - up to Bayesian/frequentist philosophical differences) than to use the conditional distribution and somehow try to adjust the reference distribution. ______________________________________________ R-help@stat.math.ethz.ch 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.
