Lawrence Hanser wrote:
Dear Colleagues,
I run this model:
mod1 <- lmer(x~category+subcomp+category*subcomp+(1|id),data=impchiefsrm)
obtain this summary result:
Linear mixed-effects model fit by REML
Formula: x ~ category + subcomp + category * subcomp + (1 | id)
Data: impchiefsrm
AIC BIC logLik MLdeviance REMLdeviance
4102 4670 -1954 3665 3908
Random effects:
Groups Name Variance Std.Dev.
id (Intercept) 0.11562 0.34003
Residual 0.22765 0.47713
number of obs: 2568, groups: id, 107
run this model (only difference is I've removed the interaction term):
mod2 <- lmer(x~category+subcomp+(1|id),data=impchiefsrm)
obtain this summary result:
Linear mixed-effects model fit by REML
Formula: x ~ category + subcomp + (1 | id)
Data: impchiefsrm
AIC BIC logLik MLdeviance REMLdeviance
3987 4151 -1966 3823 3931
Random effects:
Groups Name Variance Std.Dev.
id (Intercept) 0.11528 0.33953
Residual 0.23584 0.48564
number of obs: 2568, groups: id, 107
Note that the loglik from the first model is -1954 and from the second
model loglik is -1966.
Next, to test the difference between the two models I run:
anova(mod1, mod2) and obtain this result:
Data: impchiefsrm
Models:
mod2: x ~ category + subcomp + (1 | id)
mod1: x ~ category + subcomp + category * subcomp + (1 | id)
Df AIC BIC logLik Chisq Chi Df Pr(>Chisq)
mod2 28 3879.1 4042.9 -1911.5
mod1 97 3859.3 4426.9 -1832.7 157.72 69 6.71e-09 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Note that in this result the logLiks are reported as -1832.7 and
-1911.5 respectively for models 1 and 2.
Now my question:
Why are the logLiks from the anova command that compares the two
models different from what was reported in the separate model results?
REML likelihoods cannot be compared between models with different mean
value structure, so it is switching to ordinary likelihood. This is
arguably not all that smart, but at least it makes some sense. Compare
the anova table with half the MLdeviances and you'll see the light.
--
O__ ---- Peter Dalgaard Ă˜ster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907
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