Dear all,

Thanks to Brian Ripley for pointing this out. If I understand it correctly, this would mean that looking at the parameter estimates, standard errors and P-values in summary.lme only makes sense if no interaction terms are present?

My conclusion would then be that it is better to rely on the anova.lme() output when assessing the significance of terms in the model (rather than looking at the P-values from summary.lme).

Is that correct? Because in most books (e.g. Crawley, "The R book"), the P values from summary.lme are used to assess the significance of terms.

Best wishes,
Christoph












Prof Brian Ripley schrieb:
Please read the help for anova.lme, and note the 'type' argument. You are comparing apples and oranges here (exactly as if you did this for a linear model fit).

Because you have a three-way interaction in your model, looking at the (marginal) t-tests for any other coefficient than the third-order interaction violates the marginality principle. And the third-order interaction seems to be important.

On Thu, 21 Aug 2008, Christoph Scherber wrote:

Dear all,

When analyzing data from a climate change experiment using linear mixed-effects models, I recently
came across a situation where:

- the summary(model) showed a significant difference between the levels of a two-level factor, - while the anova(model) showed no significance for that factor (see below).

My question now is: Is the anova.lme() approach correct for that model? And why does the F-test for CO2 yield a non-significant P-value, while the t-test in the summary.lme() is significant?

CO2 on its own explains little, but allowing different CO2 effects within the levels of DROUGHT seems important.

A good book on fitiing linear models (e.g. MASS chapter 6) will explain this to you.

Many thanks for your help!

Best wishes
Christoph

######################################################

mod11=lme(log(ind1+1) ~ CO2*DROUGHT*TEMP, random=~1|B/C,na.action=na.exclude)

summary(mod11)
Linear mixed-effects model fit by REML
Data: NULL
    AIC      BIC    logLik
97.3077 115.6069 -37.65385

Random effects:
Formula: ~1 | B
       (Intercept)
StdDev: 1.303146e-05

Formula: ~1 | C %in% B
      (Intercept)  Residual
StdDev:   0.2466839 0.4846578

Fixed effects: log(ind1 + 1) ~ CO2 * DROUGHT * TEMP
                    Value Std.Error DF   t-value p-value
(Intercept)       1.9981490 0.2220158 29  9.000030  0.0000
CO2              -1.0308687 0.3139778  5 -3.283254  0.0219
DROUGHT          -0.9715216 0.2798173 29 -3.471986  0.0016
TEMP             -0.5592615 0.2954130 29 -1.893151  0.0684
CO2:DROUGHT       1.2196261 0.3957214 29  3.082032  0.0045
CO2:TEMP          0.9791044 0.4068987 29  2.406261  0.0227
DROUGHT:TEMP      0.6413038 0.4068987 29  1.576077  0.1259
CO2:DROUGHT:TEMP -1.1448624 0.5675932 29 -2.017047  0.0530
Correlation:
               (Intr) CO2    DROUGHT TEMP   CO2:DROUGHT CO2:TE DROUGHT:
CO2 -0.707 DROUGHT -0.630 0.446 TEMP -0.597 0.422 0.474 CO2:DROUGHT 0.446 -0.630 -0.707 -0.335 CO2:TEMP 0.433 -0.613 -0.344 -0.726 0.486 DROUGHT:TEMP 0.433 -0.306 -0.688 -0.726 0.486 0.527 CO2:DROUGHT:TEMP -0.311 0.439 0.493 0.520 -0.697 -0.717 -0.717
Standardized Within-Group Residuals:
     Min         Q1        Med         Q3        Max
-1.4631313 -0.5715171 -0.2024273  0.4592221  1.9568914

Number of Observations: 47
Number of Groups:
     B C %in% B
     6       12

######################################################

anova(mod11)
               numDF denDF   F-value p-value
(Intercept)          1    29 162.95719  <.0001
CO2                  1     5   1.15108  0.3324
DROUGHT              1    29   5.53240  0.0257
TEMP                 1    29   0.04519  0.8331
CO2:DROUGHT          1    29   5.66686  0.0241
CO2:TEMP             1    29   1.88455  0.1803
DROUGHT:TEMP         1    29   0.03481  0.8533
CO2:DROUGHT:TEMP     1    29   4.06848  0.0530


######################################################

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--
Dr. rer.nat. Christoph Scherber
University of Goettingen
DNPW, Agroecology
Waldweg 26
D-37073 Goettingen
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Homepage http://www.gwdg.de/~cscherb1

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