Greetings R-ers,
A colleague and I have been exploring the behaviour of glmmPQL in R
and S-PLUS 6 and we appear to get different results using the same
code and the same data set, which worries us. I have checked the
behaviour in R 1.7.1 (MacOS 9.2) and R. 1.9.0 (Windows 2000) and the
results are the same, but differ from S-PLUS 6 with the latest Mass
and nlme libraries (Windows XP).
Here is the R output:
> fit <- glmmPQL(cbind(alive, setup-alive)~ inout, random=~1|family,
>family=binomial, data=dat)
Loading required package: nlme
iteration 1
> fit2 <- glmmPQL(cbind(alive, setup-alive)~ 1, random=~1|family,
>family=binomial, data=dat)
iteration 1
iteration 2
> anova(fit)
numDF denDF F-value p-value
(Intercept) 1 17 4.711629 0.0444
inout 1 17 1.260877 0.2771
> anova(fit2)
numDF denDF F-value p-value
(Intercept) 1 18 4.800814 0.0418
> anova(fit, fit2)
Model df AIC BIC logLik Test L.Ratio p-value
fit 1 4 87.79085 94.12493 -39.89543
fit2 2 3 86.41927 91.16983 -40.20964 1 vs 2 0.628421 0.4279
>
Here is the S-PLUS output:
> m1 <- glmmPQL(cbind(alive, setup - alive)~ inout, data=dat,
>random=~1|family, family = binomial)
iteration 1
iteration 2
iteration 3
> anova(m1)
numDF denDF F-value p-value
(Intercept) 1 17 3.859334 0.0660
inout 1 17 1.971763 0.1783
> m2 <- glmmPQL(cbind(alive, setup - alive) ~ 1, data = dat, random =
>~ 1 | family, family = binomial)
iteration 1
iteration 2
iteration 3
iteration 4
> anova(m1, m2)
Model df AIC BIC logLik Test L.Ratio p-value
m1 1 4 87.00400 93.33808 -39.50200
m2 2 3 91.75447 96.50503 -42.87724 1 vs 2 6.75047 0.0094
Note that R and S-PLUS differ in the number of iterations. Also the
logLikelihoods differ considerably too. Pinheiro and Bates argue that
a likelihood-ratio test for fixed effects is not reliable
("anticonservative"), but I think that both packages should at least
give the same answer!! I checked lmeControl() in R and S-PLUS and the
settings for lme look the same on both platforms. Which output (if
any) should we believe? Any insight would be greatly appreciated.
Thanks in advance,
Simon Blomberg.
School of Botany and Zoology
The Australian National University
Canberra, Australia.
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