Oliver Schabenberger

Contemporary Statistical Models for the Plant and Soil Sciences

Statistical Models Mathematical and Statistical Models Functional Aspects of Models The Inferential Steps o Estimation and Testing t-Tests in Terms of Statistical Models Embedding Hypotheses Hypothesis and Significance Testing o Interpretation of the p-Value Classes of Statistical Models Data Structures Introduction Classification by Response Type Classification by Study Type Clustered Data Autocorrelated Data From Independent to Spatial Data o A Progression of Clustering Linear Algebra Tools Introduction Matrices and Vectors Basic Matrix Operations Matrix Inversion o Regular and Generalized Inverse Mean, Variance, and Covariance of Random Vectors The Trace and Expectation of Quadratic Forms The Multivariate Gaussian Distribution Matrix and Vector Differentiation Using Matrix Algebra to Specify Models The Classical Linear Model: Least Squares and Alternatives Introduction Least Squares Estimation and Partitioning of Variation Factorial Classification Diagnosing Regression Models Diagnosing Classification Models Robust Estimation Nonparametric Regression Nonlinear Models Introduction Models as Laws or Tools Linear Polynomials Approximate Nonlinear Models Fitting a Nonlinear Model to Data Hypothesis Tests and Confidence Intervals Transformations Parameterization of Nonlinear Models Applications Generalized Linear Models Introduction Components of a Generalized Linear Model Grouped and Ungrouped Data Parameter Estimation and Inference Modeling an Ordinal Response Overdispersion Applications Linear Mixed Models for Clustered Data Introduction The Laird-Ware Model Choosing the Inference Space Estimation and Inference Correlations in Mixed Models Applications Nonlinear Models for Clustered Data Introduction Nonlinear and Generalized Linear Mixed Models Towards an Approximate Objective Function Applications Statistical Models for Spatial Data Changing the Mindset Semivariogram Analysis and Estimation The Spatial Model Spatial Prediction and the Kriging Paradigm Spatial Regression and Classification Models Autoregressive Models for Lattice Data Analyzing Mapped Spatial Point Patterns Applications Bibliography

An R2 statistic for fixed effects in the linear mixed model

Statisticians most often use the linear mixed model to analyze Gaussian longitudinal data. The value and familiarity of the R(2) statistic in the linear univariate model naturally creates great interest in extending it to the linear mixed model. We define and describe how to compute a model R(2) statistic for the linear mixed model by using only a single model. The proposed R(2) statistic measures multivariate association between the repeated outcomes and the fixed effects in the linear mixed model. The R(2) statistic arises as a 1-1 function of an appropriate F statistic for testing all fixed effects (except typically the intercept) in a full model. The statistic compares the full model with a null model with all fixed effects deleted (except typically the intercept) while retaining exactly the same covariance structure. Furthermore, the R(2) statistic leads immediately to a natural definition of a partial R(2) statistic. A mixed model in which ethnicity gives a very small p-value as a longitudinal predictor of blood pressure (BP) compellingly illustrates the value of the statistic. In sharp contrast to the extreme p-value, a very small R(2) , a measure of statistical and scientific importance, indicates that ethnicity has an almost negligible association with the repeated BP outcomes for the study.