Re: [R] lme versus proc mixed in SAS

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.ac.be>
Date: Wed 04 May 2005 - 23:42:52 EST

check this:

library(nlme)

B <- 1000
N <- 100
n <- 5
x <- rep(runif(N, -4, 4), each=n)

gr <- rep(1:N, each=n)
####################

T <- numeric(B)
for(i in 1:B){

    y <- rnorm(N*n, 1 + 1.5*x)
    L0 <- lm(y~x)
    L1 <- lme(y~x, random=~1|gr, method="ML")     T[i] <- anova(L1, L0)$L.Ratio[2]
}
hist(T, prob=TRUE, breaks=100)

I hope it helps.

Best,
Dimitris



Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat/
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm



> Dear all,
>
> I am trying to simulate the null distribution for the likelihood
> ratio test statistic for testing 1 random effect versus no random
> effect. The asymptotic null distribution should be a mixture of a
> chi-squared distribution with 0 degrees of freedom and a chi-squared
> distribution with 1 degree of freedom. This means that I expect a
> point mass of 50% on 0 for the likelihood ratio test statistic.
> However, when I generate data using no random effects and when I
> calculate the test statistics for these data, I never obtain exactly
> zero. I think this might be due to rounding errors but in fact, 70%
> of the calculated test statistics are negative. I have compared a
> few of these results with the results in proc MIXED and I found that
> SAS does give test statistics that are exactly zero and gives no
> negative results.
>
> The code I use for calculating the likelihood ratio test statistics
> is as follows:
>
> a1<-summary(lme(y~x,random=~1|gr,method="ML"))$logLik
> a2<-logLik(lm(y~x))
> (-2*(a2-a1))
>
> I don't know how I can simulate the null distribution in R using
> lme.
>
> Thanks for your help,
>
> Kind regards,
> Beatrijs Moerkerke
>
> --
> Beatrijs Moerkerke
> Department of Applied Mathematics and Computer Science
> Ghent University
> Krijgslaan 281 - S9
> B-9000 GENT
> Tel: +32-(0)9-264.47.56 Fax: +32-(0)9-264.49.95
> E-mail: Beatrijs.Moerkerke@UGent.be
>
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>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu May 05 00:05:02 2005

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