Peter Dalgaard
2007-Jul-22 21:49 UTC
[R] summary of linear fixed effects model is different than the HSAUR book
Christopher W. Ryan wrote:> But on page 169, summary() is shown to produce additional columns in the > "fixed effects" section, namely degrees of freedom and the P-value (with > significance stars). > > How can I produce that output? Am I doing something wrong? Has lme4 > changed? > >The latter. To make a long story short, the author got so fed up with the reliability of the DF heuristics that he decided to remove them altogether.
Christopher W. Ryan
2007-Jul-22 22:33 UTC
[R] summary of linear fixed effects model is different than the HSAUR book
Running R 2.5.1 and a newly downloaded lme4 package on WinXP I'm trying to work my way through Everitt and Hothorn's "Handbook of Statistical Analyses Using R," c 2006. (No, it's not homework.) Chapter 10 discusses linear mixed effects models for longitudinal data. I've called my long data frame BtheB.long Here's the model from the book, which I run. lmer1 <- lmer(bdi ~ bdi.pre + months + treatment + drug + length + (1 | subject), data = BtheB.long, method = "ML", na.action = na.omit) Here is the summary of the model that I see:> summary(lmer1)Linear mixed-effects model fit by maximum likelihood Formula: bdi ~ bdi.pre + months + treatment + drug + length + (1 | subject) Data: BtheB.long AIC BIC logLik MLdeviance REMLdeviance 1885 1910 -935.3 1871 1866 Random effects: Groups Name Variance Std.Dev. subject (Intercept) 48.299 6.9498 Residual 25.129 5.0128 number of obs: 280, groups: subject, 97 Fixed effects: Estimate Std. Error t value (Intercept) 5.94372 2.24915 2.643 bdi.pre 0.63819 0.07759 8.225 months -0.71703 0.14606 -4.909 treatmentBtheB -2.37311 1.66368 -1.426 drugYes -2.79786 1.71993 -1.627 length>6m 0.25639 1.63213 0.157 Correlation of Fixed Effects: (Intr) bdi.pr months trtmBB drugYs bdi.pre -0.678 months -0.264 0.023 tretmntBthB -0.389 0.121 0.022 drugYes -0.071 -0.237 -0.025 -0.323 length>6m -0.238 -0.242 -0.043 0.002 0.158 But on page 169, summary() is shown to produce additional columns in the "fixed effects" section, namely degrees of freedom and the P-value (with significance stars). How can I produce that output? Am I doing something wrong? Has lme4 changed? Thanks. -- Christopher W. Ryan, MD SUNY Upstate Medical University Clinical Campus at Binghamton 40 Arch Street, Johnson City, NY 13790 cryanatbinghamtondotedu PGP public keys available at http://home.stny.rr.com/ryancw/ "If you want to build a ship, don't drum up the men to gather wood, divide the work and give orders. Instead, teach them to yearn for the vast and endless sea." [Antoine de St. Exupery]