On Fri, 7 Apr 2000, Prof Brian Ripley wrote:> I *have* looked at the documentation. It does not give a reference for > the validity of REML-based LRTs, so can you please supply one?Sorry, I can't. Perhaps someone else can?> There is a warning note: > > Likelihood comparisons are not meaningful for objects fit using > restricted maximum likelihood and with different fixed effects. > > which does not say that the converse *is* meaningful. nlme2 even gives the > comparisons in the excluded case. Bill Venables' warning (V&R3 p.203) is > rather stronger.> S does not usually stop you doing non-meaningful statistics, so do not > assume that because it gives a result it is `legitimate'.Point taken. However, nothing I have read suggests the converse *isn't* meaningful, and this does appear to be the default behaviour of anova.lme. If there is a problem with this, it should say so up front. I would be grateful if someone (perhaps the authors of nlme) could clarify this one way or the other. Faheem. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Prof Brian Ripley
2000-Apr-07 15:16 UTC
lme questions (was [R] difference between splus and R)
> Date: Fri, 7 Apr 2000 09:55:08 -0400 (EDT) > From: Faheem Mitha <faheem at email.unc.edu>[I have given a more meaningful subject line.]> On Fri, 7 Apr 2000, Prof Brian D Ripley wrote: > > > On Thu, 6 Apr 2000, Faheem Mitha wrote: > > > > > I'm running splus 5 on a solaris platform remotely, and running R on linux > > > on my home machine....> > > > Might I suggest you install nlme 3.x on Splus5 too? (nlme.stat.wisc.edu) > > Then you won't have to use two different syntaxes. > > Not an option, unfortunately. It is a univ mainframe, and I don't have > those kinds of powers. I can ask them (the powers that be) nicely to do > it, I suppose. How should I convince them that nlme3.x is better than nlme > 2.x which they presumably have installed?Any user can have a private library on S-PLUS, and in the same way on R. See V&R3 p.470 for S-PLUS (and set R_LIBS on R). You need no special privileges to install library sections or packages, so this should be an option.> > > The models are supposed to be identical, and my understanding of the L > > > ratio and the p value is that they are the values corresponding to the > > > null hypothesis that the smaller model is true ie. that the random > > > effect due to age is zero. So a large p value in both cases > > > corresponds to strong evidence in favour of the null hypothesis. > > > > My understanding is that both R and Splus are doing exactly this. So > > > why are they returning different value. Are the models somehow > > > different? Another possibility is that one is using ordinary likelihood > > > and the other is using REML. I see from the R documentation that REML > > > is indeed used here and I thought the same was true of Splus. > > > (The fits for ran2 give the same statistics, so look both to be REML.) > > You should not be using anova on lme models fitted with REML. Although in > > this case they are using the same fixed-effects model and so are on > > comparable data, the supporting theory is for ML fits only, AFAIK. > > I am only using the prepackaged function anova.lme from the package nlme. > If you look at the documentation you will see that not doing anything > unconventional with it. While I am not sure what likelihood ratio > statistic is being used (the documentation does not say, but it appears > that it is probably REML-based) if it is not a legitimate test, then why > is it included in the package?I *have* looked at the documentation. It does not give a reference for the validity of REML-based LRTs, so can you please supply one? There is a warning note: Likelihood comparisons are not meaningful for objects fit using restricted maximum likelihood and with different fixed effects. which does not say that the converse *is* meaningful. nlme2 even gives the comparisons in the excluded case. Bill Venables' warning (V&R3 p.203) is rather stronger. S does not usually stop you doing non-meaningful statistics, so do not assume that because it gives a result it is `legitimate'. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._