anova.lme: Compare Likelihoods of Fitted Objects

Description

When only one fitted model object is present, a data frame with the sums of squares, numerator degrees of freedom, denominator degrees of freedom, F-values, and P-values for Wald tests for the terms in the model (when Terms and L are NULL), a combination of model terms (when Terms in not NULL), or linear combinations of the model coefficients (when L is not NULL). Otherwise, when multiple fitted objects are being compared, a data frame with the degrees of freedom, the (restricted) log-likelihood, the Akaike Information Criterion (AIC), and the Bayesian Information Criterion (BIC) of each object is returned. If test=TRUE, whenever two consecutive objects have different number of degrees of freedom, a likelihood ratio statistic, with the associated p-value is included in the returned data frame.

Usage

## S3 method for class 'lme':
anova(object, \dots, test, type, adjustSigma, Terms, L, verbose)
## S3 method for class 'anova.lme':
print(x, verbose, \dots)

Arguments

Value

a data frame inheriting from class anova.lme.

References

Pinheiro, J.C., and Bates, D.M. (2000) "Mixed-Effects Models in S and S-PLUS", Springer.

Examples

Run this code

fm1 <- lme(distance ~ age, Orthodont, random = ~ age | Subject)
anova(fm1)
fm2 <- update(fm1, random = pdDiag(~age))
anova(fm1, fm2)

# Pinheiro and Bates, pp. 251-254
fm1Orth.gls <- gls(distance ~ Sex * I(age - 11), Orthodont,
            correlation = corSymm(form = ~ 1 | Subject),
            weights = varIdent(form = ~ 1 | age))
fm2Orth.gls <- update(fm1Orth.gls,
                corr = corCompSymm(form = ~ 1 | Subject))
# anova.gls
anova(fm1Orth.gls, fm2Orth.gls)
fm3Orth.gls <- update(fm2Orth.gls, weights = NULL)
# anova.gls
anova(fm2Orth.gls, fm3Orth.gls)
fm4Orth.gls <- update(fm3Orth.gls,
                 weights = varIdent(form = ~ 1 | Sex))
# anova.gls
anova(fm3Orth.gls, fm4Orth.gls)
# not in book but needed for the following command
fm3Orth.lme <-
    lme(distance~Sex*I(age-11), data = Orthodont,
        random = ~ I(age-11) | Subject,
        weights = varIdent(form = ~ 1 | Sex))
# anova.lme to compare an "lme" object with a "gls" object 
anova(fm3Orth.lme, fm4Orth.gls, test = FALSE)

# Pinheiro and Bates, pp. 222-225
options(contrasts = c("contr.treatment", "contr.poly"))
fm1BW.lme <- lme(weight ~ Time * Diet, BodyWeight,
                   random = ~ Time)
fm2BW.lme <- update(fm1BW.lme, weights = varPower())
# Test a specific contrast
anova(fm2BW.lme, L = c("Time:Diet2" = 1, "Time:Diet3" = -1))

fm1Theo.lis <- nlsList(
     conc ~ SSfol(Dose, Time, lKe, lKa, lCl), data=Theoph)
fm1Theo.lis

# Pinheiro and Bates, pp. 352-365
fm1Theo.lis <- nlsList(
     conc ~ SSfol(Dose, Time, lKe, lKa, lCl), data=Theoph)
fm1Theo.nlme <- nlme(fm1Theo.lis)
fm2Theo.nlme <- update(fm1Theo.nlme,
   random=pdDiag(lKe+lKa+lCl~1) )
fm3Theo.nlme <- update(fm2Theo.nlme,
   random=pdDiag(lKa+lCl~1) )

# anova comparing 3 models
anova(fm1Theo.nlme, fm3Theo.nlme, fm2Theo.nlme)

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