knitr::opts_chunk$set( collapse = TRUE, comment = "#>" )
library(varTestnlme)
The varTesnlme package is very easy to use. Below are small examples on how to run it for linear, generalized linear and nonlinear mixed-effect models. A more detailed description is available in the paper
Mixed-effect models can be run using nlme or lme4, but also using saemix. varTestnlme can be used to compare two nested models using likelihood ratio tests, where the variance of at least one random effect is tested equal to 0. Fixed effects can also be tested simultaneously, as well as covariances.
# Load the packages library(nlme) library(lme4) library(saemix) library(EnvStats)
Here we focus on models run using lme4 and nlme, but saemix can also be used.
We illustrate the results on the Orthodont dataset, which is part of the nlme package. We are interested in modeling the distance between the pituitary and the pterygomaxillary fissure (in mm) as a function of age, in 27 children. We will fit a random slope and random intercept model, and test whether the slope is random or not.
We first need to fit the two nested models: the full model corresponding to $H_1$ and the null model corresponding to $H_0$, where there is no random effect associated to age
.
data("Orthodont") # using nlme, with correlated slope and intercept m1.nlme <- lme(distance ~ 1 + Sex + age + age*Sex, random = pdSymm(Subject ~ 1 + age), data = Orthodont, method = "ML") m0.nlme <- lme(distance ~ 1 + Sex + age + age*Sex, random = ~ 1 | Subject, data = Orthodont, method = "ML") # using lme4, with correlated slope and intercept m1.lme4 <- lmer(distance ~ 1 + Sex + age + age*Sex + (1 + age | Subject), data = Orthodont, REML = FALSE) m0.lme4 <- lmer(distance ~ 1 + Sex + age + age*Sex + (1 | Subject), data = Orthodont, REML = FALSE)
Now we can run the likelihood ratio test using the varTestnlme package. The function returns an object from S3 class htest
.
vt1.nlme <- varCompTest(m1.nlme,m0.nlme) vt1.lme4 <- varCompTest(m1.lme4,m0.lme4)
Using the EnvStats
package, nice printing options are available for objects of type htest
:
print(vt1.nlme)
It is also possible to access the components of the object using $ or [[:
vt1.nlme$statistic vt1.nlme$p.value
For the p-value, four different values are provided:
pval.comp = "both"
or pval.comp = "approx"
.pval.comp = "both"
or pval.comp = "approx"
.# using nlme, with uncorrelated slope and intercept m1diag.nlme <- lme(distance ~ 1 + Sex + age + age*Sex, random = pdDiag(Subject ~ 1 + age), data = Orthodont, method = "ML") # using lme4, with uncorrelated slope and intercept m1diag.lme4 <- lmer(distance ~ 1 + Sex + age + age*Sex + (1 + age || Subject), data = Orthodont, REML = FALSE) vt1diag.nlme <- varCompTest(m1diag.nlme,m0.nlme) vt1diag.lme4 <- varCompTest(m1diag.lme4,m0.lme4)
In the previous section, the weights of the chi-bar-square distribution where available explicitly. However, it is not always the case.
By default, since the computation of these weights can be time consuming, the function is computing bounds on the p-value. In many cases this can be enough to decide whether to reject or not the null hypothesis. If more precision is wanted or needed, it is possible to specify it via the option pval.comp
, which then needs to be set to either pval.comp="approx"
or to pval.comp="both"
. In both cases, the control
argument can be used to control the computation process. It is a list which contains three slots: M
(default to 5000), the size of the Monte Carlo computation, parallel
(default to FALSE
) to specify whether computation should be parallelized, and nbcores
(default to 1
) to set the number of cores to be used in case of parallel computing.
m0noRE <- lm(distance ~ 1 + Sex + age + age*Sex, data = Orthodont) vt <- varCompTest(m1diag.nlme,m0noRE,pval.comp = "both") vt2 <- varCompTest(m1diag.lme4,m0noRE)
By default, the FIM is extracted from the packages, but it is also possible to compute it via parametric bootstrap. In this case, simply use the option fim="compute"
. The default bootstrap sampling size is B=1000
but it can be changed.
To get the exact p-value one can use
varCompTest(m1diag.nlme, m0noRE, fim = "compute", pval.comp = "both", control = list(B=100)) varCompTest(m1diag.lme4, m0noRE, fim = "compute", pval.comp = "both", control = list(B=100))
m1 <- glmer(cbind(incidence, size - incidence) ~ period + (1 | herd), family = binomial, data = cbpp) m0 <- glm(cbind(incidence, size - incidence) ~ period, family = binomial, data = cbpp) varCompTest(m1,m0)
Testing that one variance is equal to 0 in a model with two correlated random effects, using the Theophylline dataset and the nlme package.
# with nlme fm1Theo.nlme <- nlme(conc ~ SSfol(Dose, Time, lKe, lKa, lCl), Theoph, fixed = lKe + lKa + lCl ~ 1, start=c( -2.4, 0.45, -3.2), random = pdSymm(lKa + lCl ~ 1)) fm2Theo.nlme <- nlme(conc ~ SSfol(Dose, Time, lKe, lKa, lCl), Theoph, fixed = lKe + lKa + lCl ~ 1, start=c( -2.4, 0.45, -3.2), random = pdDiag(lCl ~ 1)) varCompTest(fm1Theo.nlme,fm2Theo.nlme)
Testing that one variance is null in a model with 3 correlated random effects, using the Theophylline dataset and the lme4 package.
# with lme4 Th.start <- c(lKe = -2.4, lKa = 0.45, lCl = -3.2) nm1 <- nlmer(conc ~ SSfol(Dose , Time ,lKe , lKa , lCl) ~ 0+lKe+lKa+lCl +(lKe+lKa+lCl|Subject), nAGQ=0, Theoph, start = Th.start) nm0 <- nlmer(conc ~ SSfol(Dose , Time ,lKe , lKa , lCl) ~ 0+lKe+lKa+lCl +(lKa+lCl|Subject), nAGQ=0, Theoph, start = Th.start) varCompTest(nm1,nm0)
Testing for the presence of randomness in the model, using the nlme package.
fm1 <- nlme(conc ~ SSfol(Dose, Time, lKe, lKa, lCl), Theoph, fixed = lKe + lKa + lCl ~ 1, start=c( -2.4, 0.45, -3.2), random = pdDiag(lKe + lKa + lCl ~ 1)) fm0 <- nls(conc ~ SSfol(Dose, Time, lKe, lKa, lCl), Theoph, start=list(lKe=-2.4,lKa=0.45,lCl=-3.2)) varCompTest(fm1,fm0)
We can see that there is no need to approximate the weights of the chi-bar-square distribution since the bounds on the p-value are sufficient to reject the null hypothesis at any classical
level.
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