varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models

The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models. While tests for fixed effects are available in R for models fitted with lme4, tools are missing when it comes t...

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Main Authors: Charlotte Baey, Estelle Kuhn
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2023-09-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4375
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author Charlotte Baey
Estelle Kuhn
author_facet Charlotte Baey
Estelle Kuhn
author_sort Charlotte Baey
collection DOAJ
description The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models. While tests for fixed effects are available in R for models fitted with lme4, tools are missing when it comes to random effects. The varTestnlme package for R aims at filling this gap. It allows to test whether a subset of the variances and covariances corresponding to a subset of the random effects, are equal to zero using asymptotic property of the likelihood ratio test statistic. It also offers the possibility to test simultaneously for fixed effects and variance components. It can be used for linear, generalized linear or nonlinear mixed-effects models fitted via lme4, nlme or saemix. Numerical methods used to implement the test procedure are detailed and examples based on different real datasets using different mixed models are provided. Theoretical properties of the used likelihood ratio test are recalled.
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institution Kabale University
issn 1548-7660
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publishDate 2023-09-01
publisher Foundation for Open Access Statistics
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series Journal of Statistical Software
spelling doaj-art-fbb94b5d7e7740d9b8547007247b8cb72024-12-29T00:12:48ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602023-09-01107110.18637/jss.v107.i06varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects ModelsCharlotte Baey0Estelle Kuhn1Université de Lille, CNRS, UMR 8524 - Laboratoire Paul PainlevéUniversité Paris-Saclay, INRAE, UR1404 MaIAGE The issue of variance components testing arises naturally when building mixed-effects models, to decide which effects should be modeled as fixed or random or to build parsimonious models. While tests for fixed effects are available in R for models fitted with lme4, tools are missing when it comes to random effects. The varTestnlme package for R aims at filling this gap. It allows to test whether a subset of the variances and covariances corresponding to a subset of the random effects, are equal to zero using asymptotic property of the likelihood ratio test statistic. It also offers the possibility to test simultaneously for fixed effects and variance components. It can be used for linear, generalized linear or nonlinear mixed-effects models fitted via lme4, nlme or saemix. Numerical methods used to implement the test procedure are detailed and examples based on different real datasets using different mixed models are provided. Theoretical properties of the used likelihood ratio test are recalled. https://www.jstatsoft.org/index.php/jss/article/view/4375mixed modelslme4nlmevariance componentlikelihood ratio test
spellingShingle Charlotte Baey
Estelle Kuhn
varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
Journal of Statistical Software
mixed models
lme4
nlme
variance component
likelihood ratio test
title varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
title_full varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
title_fullStr varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
title_full_unstemmed varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
title_short varTestnlme: An R Package for Variance Components Testing in Linear and Nonlinear Mixed-Effects Models
title_sort vartestnlme an r package for variance components testing in linear and nonlinear mixed effects models
topic mixed models
lme4
nlme
variance component
likelihood ratio test
url https://www.jstatsoft.org/index.php/jss/article/view/4375
work_keys_str_mv AT charlottebaey vartestnlmeanrpackageforvariancecomponentstestinginlinearandnonlinearmixedeffectsmodels
AT estellekuhn vartestnlmeanrpackageforvariancecomponentstestinginlinearandnonlinearmixedeffectsmodels