Re: [R] how calculation degrees freedom

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Sat 28 Jan 2006 - 09:08:28 EST

Søren Højsgaard <Soren.Hojsgaard@agrsci.dk> writes:

> Along similar lines, I've noticed that the anova() function for lmer
> models now only reports the mean squares to go into the numerator
> but "nothing for the denominator" of an F-statistic; probably in
> recognition of the degree of freedom problem. It could be nice,
> however, if anova() produced even an approximate anova table which
> can be obtained from Wald tests. The anova function could then print
> that "these p-values are large sample ones and hence only
> approximate"...

I'm reasonably convinced by now that the relevant denominator is always the residual variance, but it is happening via deep magic that I don't quite understand... (and is quite counterintuitive to people who are used to the traditional ANOVA decompositions in orthogonal designs)

While we're on the subject: It would be desirable to have Wald tests for specific terms rather than the "Type 1" (sorry, Bill) progressive ANOVA table. Just like we already have in lme().

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

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Received on Sat Jan 28 09:16:04 2006

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