[R] problem with anova() and syntax in lmer

John Fox jfox at mcmaster.ca
Thu Oct 18 13:15:39 CEST 2007


Dear David and Gilles,

Currently, Anova() in the car package doesn't handle lmer objects. I'm
working on a default method for Anova that will work with objects that
respond to coef() and vcov() and produce Wald-like tests. This should
almost work for lmer objects, replacing coef() with fixef(), but I'm
not sure that the tests would be correct.

Regards,
 John 

On Wed, 17 Oct 2007 20:52:10 -0600
 "David C. Howell" <David.Howell at uvm.edu> wrote:
> The answer to your first question is "yes, the order does make a 
> difference." I have not worked with lmer, but the standard anova
> applied 
> to lm() will provide what are called Type I sums of squares. Each
> effect 
> is adjusted for all prior effects.
> 
> Look at John Fox's car package. I don't know if it will handle lmer 
> models, but it is worth trying. Note that for car the function is
> Anova, 
> not anova.
> 
> Good luck,
> Dave Howell
> 
> 
> Gilles San Martin wrote:
> > Dear R user
> > 
> > I have 2 problems with lmer.
> > The statistical consultance service of my university has recomended
> to me to 
> > expose those problems here.
> > 
> > Sorry for this quite long message.
> > Your help will be greatly appreciated...
> > 
> > Gilles San Martin
> > 
> > 
> > 1) anova()
> > 
> > I fit a first model :
> > model1 <- lmer(eclw~1 + density + landsc + temp + landsc:temp +
> (1|region) + 
> > (1|region:pop) + (1|region:pop:family), data=fem1)
> > 
> > I fit the same model but I'm just changing the order of 2 fixed
> factors 
> > (here : "temp" and "landsc") :
> > model2 <- lmer(eclw~1 + density + temp + landsc + landsc:temp +
> (1|region) + 
> > (1|region:pop) + (1|region:pop:family), data=fem1)
> > 
> > Then, if I apply the anova() function on these 2 models, the given
> Sum of 
> > Squares are different for the fixed effects whose place has been
> changed:
> > 
> >> anova(model1)
> > Analysis of Variance Table
> >             Df  Sum Sq Mean Sq
> > density      1 21941.3 21941.3
> > landsc       1  4800.7  4800.7
> > temp         1 10119.9 10119.9
> > landsc:temp  1   292.2   292.2
> > 
> >> anova(model2)
> > Analysis of Variance Table
> >             Df  Sum Sq Mean Sq
> > density      1 21941.3 21941.3
> > temp         1 10441.1 10441.1
> > landsc       1  4479.5  4479.5
> > temp:landsc  1   292.2   292.2
> > 
> > How is it possible? Do the fixed effects need to be writen in a
> particular 
> > order ?
> > My dataset is unbalanced. Somebody tells to me that this could have
> some 
> > importance for this problem.
> > 
> > 
> > 
> > 2) syntax
> > 
> > I have a quite complex model and we have not been able to find
> accurate 
> > documentation about the syntax corresponding to my model.
> > 
> > I have  :
> >  - 2 fixed factors : "landsc" & "temp" and their interaction "
> landsc:temp"
> >  - 1 continuous covariate considered as fixed
> >  - 3 nested random factors : "region", "pop" and "family" with
> family nested 
> > in pop and pop nested in region*landsc
> > 
> > I'm mainly interrested in the effect of "landsc" ane "landsc:temp"
> on the 
> > variable I'm studying.
> > 
> > I had used the following synthax :
> > model3 <- lmer(eclw~1 + density + landsc + temp + landsc:temp +
> (1|region) + 
> > (1|region:pop) + (1|region:pop:family), data=fem1)
> > 
> > But somebody told to me that the folowing one could be more correct
> , and 
> > I'm in doubt now:
> > model4 <- lmer(eclw~1 + density + landsc + temp + landsc:temp +
> (1|region) + 
> > (pop|region) + (family|pop), data=fem1)
> > 
> > The variables are coded with unique levels from inner nested
> factors as 
> > recomended here (Bates & Pinheiro : lme for SAS PROC MIXED users)
>  :
> >
>
http://biostat.hitchcock.org/FacultyandStaff/OnlineManuals/PDF%20Files/lmesas.pdf
> > 
> > Which syntax is the right one and describe de nested structure
> correctly? 
> > And what could be the meaning of the wrong model?
> > Is there somewhere general information about lmer synthax that we
> could have 
> > missed  (not just simple examples)?
> > (I just have an article D. Bates from Rnews vol5/1 and a book of Mr
> Galwey 
> > in addition to the lme4 package help).
> > 
> > 
> > I have also tried lme  (without the covariate) :
> > But the denominator DF seem very strange to me considering the
> containment 
> > method that is used, so I wonder also if the syntax that I use is
> correct :
> > 
> >> model5 <-lme(eclw~landsc + temp + landsc*temp , random= ~ 
> >> 1|region/pop/family ,method="REML", data=femr)
> >> anova.lme(model5)
> >             numDF denDF  F-value p-value
> > (Intercept)     1   332 546.0825  <.0001
> > landsc          1     9   2.8841  0.1237
> > temp            1   332  25.7565  <.0001
> > landsc:temp     1   332   0.4316  0.5117
> > 
> > The number of levels of the factors are : temp : 2 ; landsc : 2 ;
> region : 2 
> > ; pop : 12 ; family : 34
> > If I'm not wrong the containment method use the same denominator DF
> as the 
> > classical Anova approach.
> > So here landsc would have to be tested against landsc*region with
> (2-1) * 
> > (2-1) = 1 denominator DF.
> > And the same for temp...
> > 
> > 
> > 
> > 
> > ________________________________
> > 
> > Gilles San Martin y Gomez
> > 
> > Biodiversity Research Centre
> > Ecology & Biogeography Unit
> > University of Louvain-La-Neuve (UCL)
> > Croix du Sud 4/5
> > B-1348 Louvain-la-Neuve
> > Belgium
> > 
> > Tel. +32 (0)10 47 21 73
> > E-mail: gilles.sanmartin at gmail.com
> > 
> > ______________________________________________
> > R-help at r-project.org 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.
> > 
> 
> -- 
> David C. Howell
> PO Box 770059
> 627 Meadowbrook Circle
> Steamboat Springs, CO
> 80477
> 
> ______________________________________________
> R-help at r-project.org 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.

--------------------------------
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/



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