sat_modcomp: F-test and degrees of freedom based on Satterthwaite...

In pbkrtest: Parametric Bootstrap, Kenward-Roger and Satterthwaite Based Methods for Test in Mixed Models

F-test and degrees of freedom based on Satterthwaite approximation

Description

An approximate F-test based on the Satterthwaite approach.

Usage

SATmodcomp(
  largeModel,
  smallModel,
  betaH = 0,
  details = 0,
  eps = sqrt(.Machine$double.eps)
)

## S3 method for class 'lmerMod'
SATmodcomp(
  largeModel,
  smallModel,
  betaH = 0,
  details = 0,
  eps = sqrt(.Machine$double.eps)
)

Arguments

largeModel	An lmer model
smallModel	An lmer model or a restriction matrix
betaH	A number or a vector of the beta of the hypothesis, e.g. L beta=L betaH. If smallModel is a model object then betaH=0.
details	If larger than 0 some timing details are printed.
eps	A small number.

Details

Notice: It cannot be guaranteed that the results agree with other implementations of the Satterthwaite approach!

Author(s)

Søren Højsgaard, [e-mail]

References

Ulrich Halekoh, Søren Højsgaard (2014)., A Kenward-Roger Approximation and Parametric Bootstrap Methods for Tests in Linear Mixed Models - The R Package pbkrtest., Journal of Statistical Software, 58(10), 1-30., https://www.jstatsoft.org/v59/i09/

See Also

getKR, lmer, vcovAdj, PBmodcomp, KRmodcomp

Examples

(fm0 <- lmer(Reaction ~ (Days|Subject), sleepstudy))
(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
(fm2 <- lmer(Reaction ~ Days + I(Days^2) + (Days|Subject), sleepstudy))

## Test for no effect of Days in fm1, i.e. test fm0 under fm1
SATmodcomp(fm1, "Days")
SATmodcomp(fm1, ~.-Days)
L1 <- cbind(0, 1) 
SATmodcomp(fm1, L1)
SATmodcomp(fm1, fm0)
anova(fm1, fm0)

## Test for no effect of Days and Days-squared in fm2, i.e. test fm0 under fm2
SATmodcomp(fm2, "(Days+I(Days^2))")
SATmodcomp(fm2, ~. - Days - I(Days^2))
L2 <- rbind(c(0, 1, 0), c(0, 0, 1))
SATmodcomp(fm2, L2)
SATmodcomp(fm2, fm0)
anova(fm2, fm0)

## Test for no effect of Days-squared in fm2, i.e. test fm1 under fm2
SATmodcomp(fm2, "I(Days^2)")
SATmodcomp(fm2, ~. - I(Days^2))
L3 <- rbind(c(0, 0, 1))
SATmodcomp(fm2, L3)
SATmodcomp(fm2, fm1)
anova(fm2, fm1)

pbkrtest documentation built on June 27, 2024, 1:07 a.m.