But as far as I know, profile() seems to be de-activated in the lme4 package.
----- Original Message ---- From: Gavin Simpson <gavin.simp...@ucl.ac.uk> To: John Sorkin <jsor...@grecc.umaryland.edu> Cc: r-help@r-project.org; Bert Gunter <gunter.ber...@gene.com> Sent: Fri, September 10, 2010 2:05:37 AM Subject: Re: [R] lmer fixed effects, SE, t . . . and p On Thu, 2010-09-09 at 23:40 -0400, John Sorkin wrote: > Bert, > I appreciate you comments, and I have read Doug Bates writing about p > values in mixed effects regression. It is precisely because I read > Doug's material that I asked "how are we to interpret the estimates" > rather than "how can we compute a p value". My question is a simple > question whose answer is undoubtedly complex, but one that needs an > answer. Without p values, or confidence intervals, I am not certain > what to make of the results of my analysis. Does my analysis suggest, > or does it not suggest that there is a relation between time and y? If > I can't answer this question after running the analysis, I don't have > any more information than I did before I ran the analysis, and a fair > question would be why did I run the analysis? I am asking for help not > in calculation a p value or a CI, but rather to know what I can and > can't say about the results of the analysis. If this basic question > can not be answered, I am at a loss to interpret my results. > Thank you, > John Doug talks quite a lot about profiling lmer fits using 'profile deviance' to investigate variability in fixed effects. For example, see section 1.5 in the draft of chapter 1 of Doug's book on mixed models: http://lme4.r-forge.r-project.org/book/ HTH G > John David Sorkin M.D., Ph.D. > Chief, Biostatistics and Informatics > University of Maryland School of Medicine Division of Gerontology > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing)>>> Bert >Gunter <gunter.ber...@gene.com> 9/9/2010 11:21 PM >>> > John: > > Search on this issue in the list archives. Doug Bates has addressed it > at length. Basically, he does not calculate CI's or p-values because > he does not know how to reliably do so. > > However, the key remark in your query was: > > > (2) lmer does not give p values or confidence intervals for the fixed >effects. How we are to interpret the estimates given that no p value or CI is >given for the estimates? > > Think about it. A statistical analysis -- ANY statistical analysis -- > treats the data in isolation: it is not informed by physics, > thermodynamics, biology, other similar data, prior experience, or, > indeed, any part of the body of relevant scientific knowledge. Do you > really think that any such analysis, especially when predicated upon > often tenuous or even (necessarily) unverifiable assumptions and > simplifications should be considered authoritative? Classical > statistical inference is just another piece of the puzzle, and not > even particularly useful when, as if typically the case, hypotheses > are formulated AFTER seeing the data (this invalidates the probability > calculations -- hypotheses must be formulated before seeing the data > to be meaningfully assessed). Leo Breiman called this statistics' > "quiet scandal" something like 20 years ago, and he was no dummy. > > It is comforting, perhaps, but illusory to believe that statistical > inference can be relied on to give sound, objective scientific > results. True, without such a framework, science seems rather > subjective, perhaps closer to religion and arbitrary cultural > archetypes than we care to admit. But see Thomas Kuhn and Paul > Feuerabend for why this is neither surprising nor necessarily a bad > thing. > > Cheers, > Bert Gunter > > > > > On Thu, Sep 9, 2010 at 8:00 PM, John Sorkin <jsor...@grecc.umaryland.edu> >wrote: > > windows Vista > > R 2.10.1 > > > > > > (1) How can I get the complete table of for the fixed effects from lmer. As >can be seen from the example below, fixef(fit2) only give the estimates and >not >the SE or t value > > > >> fit3<- lmer(y~time + (1|Subject) + (time|Subject),data=data.frame(data)) > >> summary(fit3) > > Linear mixed model fit by REML > > Formula: y ~ time + (1 | Subject) + (time | Subject) > > Data: data.frame(data) > > AIC BIC logLik deviance REMLdev > > -126.2 -116.4 70.1 -152.5 -140.2 > > Random effects: > > Groups Name Variance Std.Dev. Corr > > Subject (Intercept) 2.9311e+01 5.41396385 > > Subject (Intercept) 0.0000e+00 0.00000000 > > time 0.0000e+00 0.00000000 NaN > > Residual 8.1591e-07 0.00090328 > > Number of obs: 30, groups: Subject, 10 > > > > Fixed effects: > > Estimate Std. Error t value > > (Intercept) 14.998216 1.712046 9 > > time -0.999779 0.000202 -4950 > > > > Correlation of Fixed Effects: > > (Intr) > > time -0.001 > >> fixef(fit3) > > (Intercept) time > > 14.9982158 -0.9997793 > > > > (2) lmer does not give p values or confidence intervals for the fixed >effects. How we are to interpret the estimates given that no p value or CI is >given for the estimates? > > > > > > > > > > John David Sorkin M.D., Ph.D. > > Chief, Biostatistics and Informatics > > University of Maryland School of Medicine Division of Gerontology > > Baltimore VA Medical Center > > 10 North Greene Street > > GRECC (BT/18/GR) > > Baltimore, MD 21201-1524 > > (Phone) 410-605-7119 > > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > > > > Confidentiality Statement: > > This email message, including any attachments, is for ...{{dropped:25}} > > ______________________________________________ > R-help@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. -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ______________________________________________ R-help@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. ______________________________________________ R-help@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.
