On Jan 31, 2009, at 1:27 PM, Charles C. Berry wrote:
On Fri, 30 Jan 2009, Stephan Kolassa wrote:
Hi Thomas,
Thomas Mang schrieb:
I have a question here: I am not sure if I understand your 'fit
the full
model ... to the permuted data set'. Am I correct to suppose that
once the
residuals of the reduced-model fit have been permuted and added
back to
the fitted values, the values obtained this way (fitted + permuted
residuals) now constitute the new y-values to which the full model
is
fitted? Is that correct ?
It is. Look at section 2.2, "Permutation of Residuals under the
Reduced Model" here:
Anderson, M. J. & Legendre, P. An empirical comparison of
permutation methods for tests of partial regression coefficients in
a linear model. Journal of Statistical Computation and Simulation,
1999, 62, 271-303
Do you know if this procedure is also valid for a mixed-effects
model ?
That's a good question... if you find out anything about this,
please let me know.
There are various kinds of residuals in mixed effects models. But
mostly they are not what you want.
What you need are the type of residuals used in the section on
significance tests in Beran and Srivastava:
@article{beran1985bta,
title={{BOOTSTRAP TESTS AND CONFIDENCE REGIONS FOR FUNCTIONS OF A
COVARIANCE MATRIX1}},
author={Beran, R. and Srivastava, M.S.},
journal={The Annals of Statistics},
volume={13},
number={1},
pages={95--115},
year={1985}
}
Thank you, Chuck. A search brings up a link to an open access version
through Project Euclid:
<http://projecteuclid.org/DPubS/Repository/1.0/Disseminate?view=body&id=pdf_1&handle=euclid.aos/1176346579
>
--
David Winsemius
HTH,
Chuck
HTH,
Stephan
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive
Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego
92093-0901
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______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
