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selecting fixed effects in mixed models

To: s-news@lists.biostat.wustl.edu
Subject: selecting fixed effects in mixed models
From: Leif Christian Stige <leif.stige@u-bourgogne.fr>
Date: Fri, 30 Apr 2004 15:22:20 +0200
Dear s-plus users,

Can someone give a recommendation as to how to select fixed effects in a linear mixed-effects model? I have several variables that may be (biologically) plausible as fixed covaribles in a lme-model, and need to choose which to include.

Pinheiro and Bates (2000, p. 87 ff) advice not to use LR-test for hypothesis testing when models with different fixed effects are compared, since the chi-square reference criterium is anti-conservative. Does a similar problem arise if fixed effects structure is determined based on AIC-values? Is a stepwise selection procedure based on P-values from the approximate F-tests in lme a better approach?

Any comments would be greatly appreciated!

Thanks in advance!

Leif

---------------------------------------------------------------------------------------------

Dr. Leif Christian Stige
Biogéosciences, UMR-CNRS 5561
Université de Bourgogne
6, Bd. Gabriel
21000 Dijon, France


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