On Mon, 2007-06-25 at 13:15 -0400, Doran, Harold wrote: > This is such a common question that it has a an "FAQ-like" response from Doug > Bates. Google "lmer p-values and all that" to find the response.
Isn't this a different question, though, since Jean-Baptiste is using nlme. Details on the calculation of DF in nlme can be found in chapter 4 of the book by Pinheiro and Bates "Mixed Effects Models in S and S-PLUS. Using the formula provided, I get denDF of 10 for level 1 and 32 for level 2. I'm not sure why lme is using the denDF estimated at level 2 in this example ... > > -----Original Message----- > > From: [EMAIL PROTECTED] > > [mailto:[EMAIL PROTECTED] On Behalf Of > > Jean-Baptiste Ferdy > > Sent: Monday, June 25, 2007 12:26 PM > > To: [email protected] > > Subject: [R] degrees of freedom in lme > > > > Dear all, > > > > I am starting to use the lme package (and plan to teach a > > course based on it next semester...). To understand what lme > > is doing precisely, I used balanced datasets described in > > Pinheiro and Bates and tried to compare the lme outputs to > > that of aov. Here is what I obtained: > > > > > data(Machines) > > > summary(aov(score~Machine+Error(Worker/Machine),data=Machines)) > > Error: Worker > > Df Sum Sq Mean Sq F value Pr(>F) Residuals 5 > > 1241.89 248.38 > > > > Error: Worker:Machine > > Df Sum Sq Mean Sq F value Pr(>F) > > Machine 2 1755.26 877.63 20.576 0.0002855 *** > > Residuals 10 426.53 42.65 > > --- > > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > > > Error: Within > > Df Sum Sq Mean Sq F value Pr(>F) > > Residuals 36 33.287 0.925 > > > > > anova(lme(fixed=score~Machine,random=~1|Worker/Machine,data=Machines)) > > numDF denDF F-value p-value > > (Intercept) 1 36 773.5709 <.0001 > > Machine 2 10 20.5762 3e-04 > > > > No problem here: the results are essentially the same, which > > is expected. Now I turn to an ANCOVA with a random grouping factor. > > > > > data(Orthodont) > > > OrthoFem <- Orthodont[Orthodont$Sex=="Female",]; > > > summary(aov(distance~age+Error(Subject/age),data=OrthoFem)) > > Error: Subject > > Df Sum Sq Mean Sq F value Pr(>F) Residuals 10 > > 177.227 17.723 > > > > Error: Subject:age > > Df Sum Sq Mean Sq F value Pr(>F) > > age 1 50.592 50.592 52.452 2.783e-05 *** > > Residuals 10 9.645 0.965 > > --- > > Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > > > > Error: Within > > Df Sum Sq Mean Sq F value Pr(>F) Residuals 22 9.8250 0.4466 > > > anova(lme(fixed=distance~age,random=~1+age|Subject,data=OrthoFem)) > > numDF denDF F-value p-value > > (Intercept) 1 32 1269.7764 <.0001 > > age 1 32 52.4517 <.0001 > > > > This time the F values are (almost) identical, the numerator > > degrees of freedom are the same, but the denominator degrees > > of freedom are very different (10 for aov vs. 32 for lme). I > > understand that there is an issue with the estimation of that > > number, but I would naively expect the number given by lme to > > be close to that provided by aov is the case of a balanced > > dataset. That's obviously not true in the case of an > > ANCOVA... But why?? And how should I interpret the F-test > > given by anova.lme? > > > > Thanks in advance for your help ! > > -- > > Jean-Baptiste Ferdy > > Institut des Sciences de l'Évolution de Montpellier CNRS UMR > > 5554 Université Montpellier 2 > > 34 095 Montpellier cedex 05 > > tel. +33 (0)4 67 14 42 27 > > fax +33 (0)4 67 14 36 22 > > > > ______________________________________________ > > [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. > > > > ______________________________________________ > [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. -- Manuel A. Morales http://mutualism.williams.edu
______________________________________________ [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.
