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lme4 (version 1.1-7)

pvalues: Getting p-values for fitted models

Description

One of the most frequently asked questions about lme4 is "how do I calculate p-values for estimated parameters?" Previous versions of lme4 provided the mcmcsamp function, which efficiently generated a Markov chain Monte Carlo sample from the posterior distribution of the parameters, assuming flat (scaled likelihood) priors. Due to difficulty in constructing a version of mcmcsamp that was reliable even in cases where the estimated random effect variances were near zero (e.g. https://stat.ethz.ch/pipermail/r-sig-mixed-models/2009q4/003115.html), mcmcsamp has been withdrawn (or more precisely, not updated to work with lme4 versions >=1.0.0).

Many users, including users of the aovlmer.fnc function from the languageR package which relies on mcmcsamp, will be deeply disappointed by this lacuna. Users who need p-values have a variety of options. In the list below, the methods marked MC provide explicit model comparisons; CI denotes confidence intervals; and P denotes parameter-level or sequential tests of all effects in a model. The starred (*) suggestions provide finite-size corrections (important when the number of groups is <50); those="" marked="" (+)="" support="" glmms="" as="" well="" lmms.<="" p="">

parametric bootstrap confidence intervals and model comparisons via bootMer (or PBmodcomp in the pbkrtest package) (MC/CI,*,+) for random effects, simulation tests via the RLRsim package (MC,*) for fixed effects, F tests via Kenward-Roger approximation using KRmodcomp from the pbkrtest package (MC) car::Anova and lmerTest::anova provide wrappers for pbkrtest: lmerTest::anova also provides t tests via the Satterthwaite approximation (P,*) afex::mixed is another wrapper for pbkrtest and anova providing "Type 3" tests of all effects (P,*,+)

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