[R] degrees of freedom (lme4 and nlme)

Ramon Diaz-Uriarte rdiaz at cnio.es
Thu Sep 9 13:37:18 CEST 2004

Dear Elizabeth,

When I looked for this a couple of years ago, I found DF's to be discussed in 
the book by Pinheiro & Bates "Mixed effects models for S and S-Plus", as well 
as the documentation for SAS's PROC MIXED (I believe that the discussion on 
df's on the SAS "manual" was more complete than on the "SAS system for mixed 
models book" ---and I think html versions of the manuals for v 8 of SAS can 
be found on the web). I do not remember specifically, though, whether this 
discussions mentioned explicitly DFs for fixed effects with crossed random 
effects (I do not have the references here now).



On Wednesday 08 September 2004 19:54, Elizabeth Lynch wrote:
> Hi,
> I'm looking for pointers/references on calculating den DF's for fixed
> effects when using crossed random effects. Also, is there an implementation
> of simulate.lme that I could use in lme4?
> Thanks,
> Elizabeth Lynch
> Douglas Bates wrote:
> >Alexandre Galvão Patriota wrote:
> >>Hi, I'm having some problems regarding the packages
> >>lme4 and nlme, more specifically in the denominator
> >>degrees of freedom. <SNIP>
> >
> >The lme4 package is under development and only has a stub for the code
> > that calculates the denominator degrees of freedom.
> >
> >These Wald-type tests using the F and t distributions are approximations
> > at best.  In that sense there is no "correct" degrees of freedom.  I
> > think the more accurate tests may end up being the restricted likelihood
> > ratio tests that Greg Reinsel and his student Mr. Ahn were working on at
> > the time of Greg's death.
> >
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Ramón Díaz-Uriarte
Bioinformatics Unit
Centro Nacional de Investigaciones Oncológicas (CNIO)
(Spanish National Cancer Center)
Melchor Fernández Almagro, 3
28029 Madrid (Spain)
Fax: +-34-91-224-6972
Phone: +-34-91-224-6900

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