fabian-s / RLRsim

R package for fast & exact (restricted) likelihood ratio tests for mixed and additive models

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RLRsim

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R package for fast & exact (restricted) likelihood ratio tests for mixed and additive models.

RLRsim implements fast simulation-based exact tests for variance components in mixed and additive models for conditionally Gaussian responses -- i.e., tests for questions like:

  • is this random intercept significantly different from 0?
  • is this smooth effect significantly nonlinear?
  • is this smooth effect significantly different from a constant effect?

The convenience functions exactRLRT and exactLRT can deal with fitted models from packages lme4, nlme, gamm4 and from mgcv's gamm()-function. Workhorse functions LRTSim and RLRTSim accept design matrices as inputs directly and can thus be used more generally to generate exact critical values for the corresponding (restricted) likelihood ratio tests.

The theory behind these tests was first developed in

Crainiceanu, C. and Ruppert, D. (2004) Likelihood ratio tests in linear mixed models with one variance component, Journal of the Royal Statistical Society: Series B, 66,165--185.

Power analyses and sensitivity studies for RLRsim can be found in

Scheipl, F., Greven, S. and Kuechenhoff, H. (2008) Size and power of tests for a zero random effect variance or polynomial regression in additive and linear mixed models. Computational Statistics & Data Analysis, 52(7):3283--3299.

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R package for fast & exact (restricted) likelihood ratio tests for mixed and additive models


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