[R] difference between splus and R

[Patrik Waldmann]

> Faheem Mitha <faheem at email.unc.edu> writes:
> 
> > On Fri, 7 Apr 2000, Faheem Mitha wrote:
> > 
> > > 
> > > On Fri, 7 Apr 2000, Prof Brian D Ripley wrote:
> > >  
> > > > (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'm replying to my own reply, here. I took a more careful look, and
> > apparently there is a problem if you are trying to apply anova to models
> > fitted with REML where the fixed effects are different. If you try to do
> > this, anova gives you results, but also gives a warning message saying the
> > results are not meaningful.
> > 
> > My understanding is that using anova on lme models fitted with REML is Ok
> > as long as the fixed effects are the same.
> 
> That has been our experience too.  This is discussed in more detail in
> the forthcoming book "Mixed-Effects Models in S and S-PLUS" by Jose
> Pinheiro and me.  There are some corrections that could be applied
> when comparing difference structures for the variance-covariance of
> the random effects.  See
> @Article{self:lian:1987,
>   author = {S. G. Self and K. Y. Liang},
>   title = {Asymptotic properties of maximum likelihood
>                   estimators and likelihood ratio tests under
>                   nonstandard conditions},
>   journal = {Journal of the American Statistical Association},
>   year = 1987,
>   volume = 82,
>   pages = {605--610}
> }
> and also a recent paper by Chris Morrell.  An early version of
> Morrell's paper was
> @inproceedings{morr:1997,
>          Author = {Morrell, Christopher H.},
>          Title = {Likelihood Ratio Testing of Variance Components in the Linear
>                  Mixed-effects Model Using Restricted Maximum Likelihood},
>          Year = 1997,
>          Booktitle  = {ASA Proceedings of the Biometrics Section},
>          Publisher = {American Statistical Association (Alexandria, VA)},
>          Pages = {181--186}
>      }


Morrell, C. H. 1998. Likelihood Ratio Testing of Variance Components in the Linear
Mixed-Effects Model Using Restricted Maximum Likelihood. Biometrics 54: 1560-1568.

Also take a look at:

Stram, D. O. & Lee, J. W. 1994. Variance component testing in the longitudinal mixed effects model. Biometrics 50:1171-1177.

Welham, S. J. & Thompson, R. 1997. Likelihood ratio tests for fixed model terms using residual maximum likelihood. J. R. Stat. Soc. B. 59:701-714.

Verbyla, A. P., Cullis, B. R., Kenward, M. G. & Welham, S. J. 1999. The analysis of designed experiments and longitudinal data by using smoothing splines. J. R. Stat. Soc. C. 48:269-311.


Patrik Waldmann

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