[R] lmer4 and variable selection

Andreas Nord andreas.nord at zooekol.lu.se
Tue Aug 26 00:03:23 CEST 2008


Bert, 

Yes, I am aware of that, maybe I was a bit unclear in my previous post. My
issue is not at all with interpreting data or deciding on what to do with
it. That I am quite capable of doing myself and I could perform the analyses
I want to do using other software. However, as I'm trying to implement R in
my own research (and at the deparment as well!) I'd prefer to perform them
using lmer.


Thus, I simply wanted advice on how to apply a simple variable selection
method using the lmer-output. Of course, I could drop or add variables at
random and do the selection "manually", but I'm not too keen on doing that
with such a large original model. I hope this clarified my issue a bit!

All the best, 
Andreas



Bert Gunter wrote:
> 
> 
> You **really** should work with a local statistician. Remote statistical
> advice (this is not really about R) from even well-meaning helpers
> unfamiliar with your work is really very risky. For example, I would
> suggest
> making all sorts of plots (statistical summaries alone are wholly
> inadequate
> and potentially quite misleading), but exactly what to plot, how to
> interpret what the plots show, and what to do next would depend on both
> the
> subject matter background (how the study was conducted and what sorts of
> mechanisms are expected, for example)and what the plots revealed.
> 
> Like the gangster movies (used to) say: just a friendly warning ...  :)
> 
> -- Bert Gunter
> Genentech
> 
> 
> ----- Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On
> Behalf Of Andreas Nord
> Sent: Monday, August 25, 2008 9:22 AM
> To: r-help at r-project.org
> Subject: [R] lmer4 and variable selection
> 
> 
> Dear list, 
> 
> I am currently working with a rather large data set on body temperature
> regulation in wintering birds. My original model contains quite a few
> dependent variables, but I do not (of course) wish to keep them all in my
> final model. I've fitted the following model to the data:
> 
>>
> temp.lme1<-lmer(T.B~tarsus+wing+weight+factor(age)+factor(sex)+fat+minsunset
> +day1oct+day1oct.2+minnight+ave.day+minnight.1+T.A+ave.night.1+(1|ID)+(1|sig
> n),data=bodytemp.df)
> 
> where T.B equals body temperature; explanatories are a number of biometric
> measures (tarsus,  wing, weight, fat, age, sex) and various measures of
> ambient temperature (ave.day, minnight.1, minnight,  ave.night.1, T.A) and
> time/date (minsunset,day1oct,day1oct.2). Random factors are ID
> (individuals
> were samples ranging from 1 to 3 times) and sign (person performing
> measurements; 2 levels).
> 
> Model output looks like this:
> 
>> summary(temp.lme1)
> Linear mixed model fit by REML 
> Formula: T.B ~ tarsus + wing + weight + factor(age) + factor(sex) + fat +
> 
> minsunset + day1oct + day1oct.2 + minnight + ave.day + minnight.1 +     
> T.A
> + ave.night.1 + (1 | ID) + (1 | sign) 
>    Data: bodytemp.df 
>    AIC BIC logLik deviance REMLdev
>  557.8 614 -260.9      441   521.8
> Random effects:
>  Groups   Name        Variance   Std.Dev.  
>  ID       (Intercept) 1.0399e-01 0.32247096
>  sign     (Intercept) 6.2663e-08 0.00025033
>  Residual             8.0162e-01 0.89533134
> Number of obs: 167, groups: ID, 124; sign, 2
> 
> Fixed effects:
>                  Estimate Std. Error t value
> (Intercept)     4.124e+01  4.104e+00  10.049
> tarsus         -5.925e-02  5.801e-02  -1.021
> wing           -6.252e-02  4.984e-02  -1.254
> weight          1.499e-01  1.446e-01   1.037
> factor(age)2K+  1.981e-01  1.651e-01   1.200
> factor(sex)M    9.232e-02  2.146e-01   0.430
> fat            -2.297e-02  8.150e-02  -0.282
> minsunset      -1.104e-03  1.043e-03  -1.058
> day1oct        -4.247e-03  2.879e-02  -0.148
> day1oct.2       5.087e-05  1.560e-04   0.326
> minnight       -5.987e-02  7.022e-02  -0.853
> ave.day         1.128e-01  1.582e-01   0.713
> minnight.1     -9.590e-02  1.684e-01  -0.570
> T.A            -4.855e-02  5.185e-02  -0.936
> ave.night.1     1.420e-01  2.477e-01   0.573
> 
> Correlation of Fixed Effects:
>             (Intr) tarsus wing   weight f()2K+ fct()M fat    mnsnst day1ct
> dy1c.2 mnnght ave.dy mnng.1 T.A   
> tarsus      -0.851
> 
> wing        -0.870  0.966
> 
> weight       0.071 -0.417 -0.411
> 
> factr(g)2K+  0.211 -0.248 -0.241  0.219
> 
> factor(sx)M  0.573 -0.499 -0.526 -0.179  0.105
> 
> fat         -0.037  0.046  0.052 -0.264 -0.152  0.045
> 
> minsunset   -0.177 -0.144 -0.122  0.214 -0.101 -0.027 -0.045
> 
> day1oct     -0.261 -0.051 -0.052 -0.117 -0.145  0.140  0.131  0.515
> 
> day1oct.2    0.257  0.050  0.051  0.121  0.141 -0.149 -0.125 -0.484 -0.993
> 
> minnight    -0.074  0.249  0.216 -0.271 -0.032 -0.043  0.022  0.022 -0.168 
> 0.231                            
> ave.day     -0.025  0.070  0.050  0.001  0.045 -0.022  0.046 -0.363 -0.120 
> 0.041 -0.415                     
> minnight.1   0.304 -0.081 -0.045  0.069  0.129  0.012 -0.054 -0.349 -0.636 
> 0.644  0.023  0.052              
> T.A          0.049 -0.043  0.018  0.130  0.040 -0.164 -0.065 -0.317 -0.288 
> 0.249 -0.598  0.267  0.143       
> ave.night.1 -0.234  0.004 -0.015 -0.030 -0.110  0.016  0.031  0.493  0.614
> -0.586  0.105 -0.524 -0.863 -0.243
> 
> At this point, I want to go on selecting the variables with most
> explanatory
> power to come up with a final model. However, I'm not sure on how to do
> this, because (not being a trained statistician) I'm used to having
> p-values
> to guide me. Similarly, I would like to be able to report the relative
> "importance" of  variables in some way but, as apparent from a number of
> threads, p-values seem to be the least preferred option when it comes to
> lmer. I've read about the mcmcsamp()-function, but I'm not entirely sure
> on
> how to use it or on how to intrepret the output. 
> 
> Any advice would be most appreciated.
> 
> 
> Kind regards, 
> Andreas Nord                   
> 
> -- 
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> 
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