On Wed, 2006-09-13 at 08:04 +1000, Andrew Robinson wrote: > On Tue, September 12, 2006 7:34 am, Manuel Morales wrote: > > On Mon, 2006-09-11 at 11:43 -0500, Douglas Bates wrote: > >> 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. > > > > Am I right that the MCMC sample can not be used, however, to evaluate > > the significance of parameter groups. For example, to assess the > > significance of a three-level factor? Are there better alternatives than > > simply adjusting the CI for the number of factor levels > > (1-alpha/levels). > > I wonder whether the likelihood ratio test would be suitable here? That > seems to be supported. It just takes a little longer. > > > require(lme4) > > data(sleepstudy) > > fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) > > fm2 <- lmer(Reaction ~ Days + I(Days^2) + (Days|Subject), sleepstudy) > > anova(fm1, fm2) > > So, a brief overview of the popular inferential needs and solutions would > then be: > > 1) Test the statistical significance of one or more fixed or random > effects - fit a model with and a model without the terms, and use the LRT.
I believe that the LRT is anti-conservative for fixed effects, as described in Pinheiro and Bates companion book to NLME. > 2) Obtain confidence intervals for one or more fixed or random effects - > use mcmcsamp > > Did I miss anything important? - What else would people like to do? > > Cheers > > Andrew > > Andrew Robinson > Senior Lecturer in Statistics Tel: +61-3-8344-9763 > Department of Mathematics and Statistics Fax: +61-3-8344 4599 > University of Melbourne, VIC 3010 Australia > Email: [EMAIL PROTECTED] Website: http://www.ms.unimelb.edu.au > > ______________________________________________ > 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. ______________________________________________ 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.
