Wald.varComp: Wald-type tests for fixed effect parameters

Description Usage Arguments Value Author(s) References See Also Examples

Description

satterth.varComp computes the denominator degrees of freedom for testing fixed-effect parameters under the variance component model using the Satterthwaite-type method. KR.varComp computes the denominator degrees of freedom and tests fixed-effect parameters under the variance component model using the Kenward-Roger method. These functions are most conveniently used by fixef.varComp and anova.varComp.

Usage

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satterth.varComp(object, Lmat, Vbet, svd.VLbet, X, K, V, ...)
KR.varComp(object, Lmat, Vbet, svd.VLbet, X, K, V, ...)

Arguments

object

An object of class varComp.

Lmat

A matrix specifying the linear combinations of fixed effect parameters to be tested for nullity. Each row is a linear combination.

Vbet

An optional matrix of variance-covariance matrix of fixed-effect parameter estimates.

svd.VLbet

An optional singular value decomposition of Lmat times Vbet.

X

Optional fixed-effect design matrix

K

Optional list of K matrices (the same as in varComp.test).

V

Optional covariance matrix of the response variable.

...

Place holder, not used.

Value

A numeric scalar of denominator degree of freedom. For satterth.varComp, the 'individual.df' attribute will contain a vector of numerator degrees of freedom for each row of Lmat. For KR.varComp, the result will contain the following attributes:

Author(s)

Long Qu

References

Michael G. Kenward and James H. Roger (1997) Small sample inference for fixed effects from restricted maximum likelihood. Biometrics 53, 983–997

Waseem S. Alnosaier (2007) Kenward-Roger Approximate F Test for Fixed Effects in Mixed Linear Models. Oregon State University Department of Statistics Ph.D. Thesis

Fai and Cornelius (1996) Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments. Journal of Statistical Computation and Simulation 54, 363-378

See Also

fixef.varComp, anova.varComp

Examples

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library(nlme)
data(Oxide)
lmef = lme(Thickness~Source, Oxide, ~1|Lot/Wafer)
anova(lmef)
vcf = varComp(Thickness~Source, Oxide, ~Lot/Wafer)
KR.varComp(vcf, matrix(c(0,1), 1))  # test Source effect
satterth.varComp(vcf, matrix(c(0,1), 1))  # d.f. for testing Source effect

varComp documentation built on May 19, 2017, 2:50 p.m.

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