Adjusted denominator degrees of freedom for linear estimate for linear mixed model.
Adjusted denominator degrees of freedom for linear estimate for linear mixed model.
Get adjusted denominator degrees freedom for testing Lb=0 in a linear mixed model where L is a restriction matrix.
get_Lb_ddf(object, L)## S3 method for class 'lmerMod'get_Lb_ddf(object, L)get_ddf_Lb(object, Lcoef)## S3 method for class 'lmerMod'get_ddf_Lb(object, Lcoef)Lb_ddf(L, V0, Vadj)ddf_Lb(VVa, Lcoef, VV0 = VVa)
Arguments
object: A linear mixed model object.
L: A vector with the same length as fixef(object) or a matrix with the same number of columns as the length of fixef(object)
Lcoef: Linear contrast matrix
V0, Vadj: The unadjusted and the adjusted covariance matrices for the fixed effects parameters. The unadjusted covariance matrix is obtained with vcov() and adjusted with vcovAdj().
VVa: Adjusted covariance matrix
VV0: Unadjusted covariance matrix
Returns
Adjusted degrees of freedom (adjustment made by a Kenward-Roger approximation).
Examples
(fmLarge <- lmer(Reaction ~ Days +(Days|Subject), sleepstudy))## removing Days(fmSmall <- lmer(Reaction ~1+(Days|Subject), sleepstudy))anova(fmLarge, fmSmall)KRmodcomp(fmLarge, fmSmall)## 17 denominator df'sget_Lb_ddf(fmLarge, c(0,1))## 17 denominator df's# Notice: The restriction matrix L corresponding to the test above# can be found withL <- model2restriction_matrix(fmLarge, fmSmall)L
References
Ulrich Halekoh, Søren Højsgaard (2014)., A Kenward-Roger Approximation and Parametric Bootstrap Methods for Tests in Linear Mixed Models - The R Package pbkrtest., Journal of Statistical Software, 58(10), 1-30., https://www.jstatsoft.org/v59/i09/