Hello list,
I recently started working with the step() function in the lmerTest package and
I notice a weird behavior that may be a bug. The package perform stepwise
selection of fixed and random effects, however when it discard the random
variable because not significant, it changes the label of the dependant
variable in the best model formula.
Here is a reproducible example :
### load de library :
library(lmerTest)
### data preparation
set.seed(1234)
## the Xs
x1 = rnorm(100,23,2)
x2 = rnorm(100,15,3)
x3 = rnorm(100,5,2)
x4 = rnorm(100,10,5)
## the dependant variable
dep = (2 * x1 + rnorm(100,0,5)) + (-4 * x2 + rnorm(100,0,1)) + (0.1 * x3 +
rnorm(100,0,3)) + (1 * x4 + rnorm(100,0,8))
## the random variable, one good (significant) and one bad (not-significant)
good.random = as.character(cut(dep+rnorm(100,0,2),3,
c("group1","group2","group3")))
bad.random = sample(c("group1","group2","group3"), 100, replace=T)
### we make the starting models, one with the good and one with the bad random
variable
mod.good <- lmer(dep ~ x1+x2+x3+x4+(1|good.random))
mod.bad <- lmer(dep ~ x1+x2+x3+x4+(1|bad.random))
### we do the stepwise selection
select.good <- step(mod.good) # should keep the random variable
select.bad <- step(mod.bad) # should remove the random
variable
### The label of the dependant variable change between model where the random
effect was removed and the one where it was kept.
formula(select.good$model)
# output : dep ~ x1 + x2 + x4 + (1 | good.random)
# it's what it's suppose to be : dep ~
formula(select.bad$model)
#output : y ~ x1 + x2 + x3 + x4
# here, it's change by : y ~
### end code
This is problematic when you're doing automatic model selection. Is it an
option that I missed or a bug?
Also, it's interesting to notice that the stepwise selection of the model with
the bad random variable didn't remove the variable x3 which is clearly not
significant. So I wonder if the function is doing selection of fixed effects
after having removed the random effects.
Thanks,
Bastien Ferland-Raymond, M.Sc. Stat., M.Sc. Biol.
Division des orientations et projets spéciaux
Direction des inventaires forestiers
Ministère des Forêts, de la Faune et des Parcs
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