Re: [R] degrees of freedom in lme On Mon, 2007-06-25 at 13:15 -0400, Doran, Harold wrote: > This is such a common question that it has a an "FAQ-like" response from Spie Bates. Google "lmer p-values and all that" to find the response.  Isn't this a different question, though, since Jean-Baptiste is using nlme.  Details on the calculation of DF in nlme can be found in chapter 4 of the book by Pinheiro and Bates "Mixed Effects Models in S and S-PLUS. Using the formula provided, I get denDF of 10 for level 1 and 32 for level 2. I'm not sure why lme is using the denDF estimated at level 2 in this example ... > > -----Original Message----- > > From: r-help-bounces@stat.math.ethz.ch  > > [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of  > > Jean-Baptiste Ferdy > > Sent: Monday, June 25, 2007 12:26 PM > > To: r-help@stat.math.ethz.ch > > Subject: [R] degrees of freedom in lme > >  > > Dear all, > >  > > I am starting to use the lme package (and plan to teach a  > > course based on it next semester...). To understand what lme  > > is doing precisely, I used balanced datasets described in  > > Pinheiro and Bates and tried to compare the lme outputs to  > > that of aov. Here is what I obtained: > >  > > > data(Machines) > > > summary(aov(score~Machine+Error(Worker/Machine),data=Machines)) > > Error: Worker > >           Df  Sum Sq Mean Sq F value Pr(>F) Residuals  5  > > 1241.89  248.38 > >  > > Error: Worker:Machine > >           Df  Sum Sq Mean Sq F value    Pr(>F) > > Machine    2 1755.26  877.63  20.576 0.0002855 *** > > Residuals 10  426.53   42.65 > > --- > > Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > >  > > Error: Within > >           Df Sum Sq Mean Sq F value Pr(>F) > > Residuals 36 33.287   0.925 > > >  > > anova(lme(fixed=score~Machine,random=~1|Worker/Machine,data=Machines)) > >             numDF denDF  F-value p-value > > (Intercept)     1    36 773.5709  <.0001 > > Machine         2    10  20.5762   3e-04 > >    > > No problem here: the results are essentially the same, which  > > is expected. Now I turn to an ANCOVA with a random grouping factor. > >  > > > data(Orthodont) > > > OrthoFem <- Orthodont[Orthodont$Sex=="Female",]; > > > summary(aov(distance~age+Error(Subject/age),data=OrthoFem)) > > Error: Subject > >           Df  Sum Sq Mean Sq F value Pr(>F) Residuals 10  > > 177.227  17.723 > >  > > Error: Subject:age > >           Df Sum Sq Mean Sq F value    Pr(>F) > > age        1 50.592  50.592  52.452 2.783e-05 *** > > Residuals 10  9.645   0.965 > > --- > > Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 > >  > > Error: Within > >           Df Sum Sq Mean Sq F value Pr(>F) Residuals 22 9.8250  0.4466 > > > anova(lme(fixed=distance~age,random=~1+age|Subject,data=OrthoFem)) > >             numDF denDF   F-value p-value > > (Intercept)     1    32 1269.7764  <.0001 > > age             1    32   52.4517  <.0001 > >  > > This time the F values are (almost) identical, the numerator  > > degrees of freedom are the same, but the denominator degrees  > > of freedom are very different (10 for aov vs. 32 for lme). I  > > understand that there is an issue with the estimation of that  > > number, but I would naively expect the number given by lme to  > > be close to that provided by aov is the case of a balanced  > > dataset. That's obviously not true in the case of an  > > ANCOVA... But why?? And how should I interpret the F-test  > > given by anova.lme? > >  > > Thanks in advance for your help ! > > -- > > Jean-Baptiste Ferdy > > Institut des Sciences de l'Ãvolution de Montpellier CNRS UMR  > > 5554 UniversitÃ© Montpellier 2 > > 34 095 Montpellier cedex 05 > > tel. +33 (0)4 67 14 42 27 > > fax  +33 (0)4 67 14 36 22 > >  > > ______________________________________________ > > 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 > > and provide commented, minimal, self-contained, reproducible code. > > >  > ______________________________________________ > 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 > and provide commented, minimal, self-contained, reproducible code. --  Manuel A. Morales http://mutualism.williams.edu