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LME- Comparing likelihood of two models

To: <s-news@lists.biostat.wustl.edu>
Subject: LME- Comparing likelihood of two models
From: "Pravin" <jadhavpr@vcu.edu>
Date: Tue, 28 Sep 2004 14:42:07 -0400
Importance: Normal

Dear all,

 

I seek input on the following issue: I have two competing models that I was hoping to compare based on the likelihood. I used REML method and upon performing anova(fiitedobject1,fittedobject2), the following *warning* message was obtained.

 

…….Likelihood comparisons are not meaningful for objects fit using restricted maximum likelihood and with different fixed effects…..

 

It is true that my models differ only with respect to a single fixed effect parameter.

I would like to know some references that address the underlying reason. I did perform internet search and looked at Mixed-effects modeling in S and S-Plus by Pinheiro and Bates but haven’t understood the issue completely. There is some mention of it in the book while explaining the estimation methods. Are there any other references?

 

Thanks,

 

Pravin

 

Pravin Jadhav

 

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