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

In hojsgaard/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,
  details = 0,
  eps = sqrt(.Machine$double.eps)
)

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

Arguments

largeModel	An lmerMod model.
smallModel	An lmerMod model, a restriction matrix or a model formula. See example section.
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

Examples

(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
L1 <- cbind(0,1)
SATmodcomp(fm1, L1)

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

## Test for no effect of Days. There are three ways of using the function:

## 1) Define 2-df contrast - since L has 2 (linearly independent) rows
## the F-test is on 2 (numerator) df:
L2 <- rbind(c(0, 1, 0), c(0, 0, 1))
SATmodcomp(fm2, L2)

## 2) Use two model objects 
fm3 <- update(fm2, ~. - Days - I(Days^2))
SATmodcomp(fm2, fm3)

## 3) Specify restriction as formula
SATmodcomp(fm2, ~. - Days - I(Days^2))

hojsgaard/pbkrtest documentation built on Feb. 4, 2023, 7:32 a.m.