求教:
请问形如模型:
library(lme4)
Km2<-lmer(y~1+(1|subject),w)
的结果:[img=0,1]file:///C:\Users\Administrator\AppData\Roaming\Tencent\Users\123558526\QQ\WinTemp\RichOle\S%}VX@L]4%MK@0$R[GIXLIR.png[/img]
Linear mixed model fit by REML ['lmerMod']
Formula: y ~ 1 + (1 | subject)
Data: w
REML criterion at convergence: 33380.49
Random effects:
Groups Name Variance Std.Dev. subject (Intercept) 1.186 1.089 Residual 5.635 2.374
Number of obs: 7072, groups: subject, 1768
Fixed effects:
Estimate Std. Error t value (Intercept) 2.19595 0.03831 57.32
pvalues {lme4} R Documentation
Getting p-values for fitted models
Description
One of the most frequently asked questions about lme4 is "how do I calculate p-values for estimated parameters?" Previous versions of lme4 provided the mcmcsamp function, which efficiently generated a Markov chain Monte Carlo sample from the posterior distribution of the parameters, assuming flat (scaled likelihood) priors. Due to difficulty in constructing a version of mcmcsamp that was reliable even in cases where the estimated random effect variances were near zero (e.g. https://stat.ethz.ch/pipermail/r-sig-mixed-models/2009q4/003115.html), mcmcsamp has been withdrawn (or more precisely, not updated to work with lme4 versions >=1.0.0).
Many users, including users of the aovlmer.fnc function from the languageR package which relies on mcmcsamp, will be deeply disappointed by this lacuna. Users who need p-values have a variety of options. In the list below, the methods marked MC provide explicit model comparisons; CI denotes confidence intervals; and P denotes parameter-level or sequential tests of all effects in a model. The starred (*) suggestions provide finite-size corrections (important when the number of groups is <50); those marked (+) support GLMMs as well as LMMs.
likelihood ratio tests via anova or drop1 (MC,+)
profile confidence intervals via profile.merMod and confint.merMod (CI,+)
parametric bootstrap confidence intervals and model comparisons via bootMer (or PBmodcomp in the pbkrtest package) (MC/CI,*,+)
for random effects, simulation tests via the RLRsim package (MC,*)
for fixed effects, F tests via Kenward-Roger approximation using KRmodcomp from the pbkrtest package (MC,*)
car::Anova and lmerTest::anova provide wrappers for Kenward-Roger-corrected tests using pbkrtest: lmerTest::anova also provides t tests via the Satterthwaite approximation (P,*)
afex::mixed is another wrapper for pbkrtest and anova providing "Type 3" tests of all effects (P,*,+)
arm::sim, or bootMer, can be used to compute confidence intervals on predictions.
For glmer models, the summary output provides p-values based on asymptotic Wald tests (P); while this is standard practice for generalized linear models, these tests make assumptions both about the shape of the log-likelihood surface and about the accuracy of a chi-squared approximation to differences in log-likelihoods.
When all else fails, don't forget to keep p-values in perspective: http://www.phdcomics.com/comics/archive.php?comicid=905