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Re: LME- Comparing likelihood of two models

To: jadhavpr@vcu.edu, s-news@lists.biostat.wustl.edu
Subject: Re: LME- Comparing likelihood of two models
From: "F Z" <gerifalte28@hotmail.com>
Date: Wed, 29 Sep 2004 19:34:09 +0000
The book reccomends to use MLE for comparing competitive models with different fixed effects. Basically you need to fit both models using method = "ML" and then use anova(m1,m2) to compare them. That should take care of the problem.

Cheers

Francisco


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

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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