check this:
library(nlme)
B <- 1000
N <- 100
n <- 5
x <- rep(runif(N, -4, 4), each=n)
gr <- rep(1:N, each=n)
####################
T <- numeric(B)
for(i in 1:B){
y <- rnorm(N*n, 1 + 1.5*x)
L0 <- lm(y~x)
L1 <- lme(y~x, random=~1|gr, method="ML")
T[i] <- anova(L1, L0)$L.Ratio[2]
}
hist(T, prob=TRUE, breaks=100)
I hope it helps.
Best, Dimitris
---- Dimitris Rizopoulos Ph.D. Student Biostatistical Centre School of Public Health Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium Tel: +32/16/336899 Fax: +32/16/337015 Web: http://www.med.kuleuven.ac.be/biostat/ http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm
----- Original Message ----- From: "Beatrijs Moerkerke" <[EMAIL PROTECTED]>
To: <r-help@stat.math.ethz.ch>
Sent: Wednesday, May 04, 2005 12:03 PM
Subject: [R] lme versus proc mixed in SAS
Dear all,
I am trying to simulate the null distribution for the likelihood ratio test statistic for testing 1 random effect versus no random effect. The asymptotic null distribution should be a mixture of a chi-squared distribution with 0 degrees of freedom and a chi-squared distribution with 1 degree of freedom. This means that I expect a point mass of 50% on 0 for the likelihood ratio test statistic.
However, when I generate data using no random effects and when I calculate the test statistics for these data, I never obtain exactly zero. I think this might be due to rounding errors but in fact, 70% of the calculated test statistics are negative. I have compared a few of these results with the results in proc MIXED and I found that SAS does give test statistics that are exactly zero and gives no negative results.
The code I use for calculating the likelihood ratio test statistics is as follows:
a1<-summary(lme(y~x,random=~1|gr,method="ML"))$logLik a2<-logLik(lm(y~x)) (-2*(a2-a1))
I don't know how I can simulate the null distribution in R using lme.
Thanks for your help,
Kind regards, Beatrijs Moerkerke
-- Beatrijs Moerkerke Department of Applied Mathematics and Computer Science Ghent University Krijgslaan 281 - S9 B-9000 GENT Tel: +32-(0)9-264.47.56 Fax: +32-(0)9-264.49.95 E-mail: [EMAIL PROTECTED]
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