[R-lang] p-values for factors using lmer & mcmc

[T. Florian Jaeger]

On 9/6/07, Andy Fugard <a.fugard at ed.ac.uk> wrote:
>
> T. Florian Jaeger wrote:
> >
> > On 9/3/07, *Andy Fugard* <a.fugard at ed.ac.uk <mailto:a.fugard at ed.ac.uk>>
> > wrote:
> >
> >     [...]  Faraway (2006, p. 13) mentions in passing
> >     that "We would normally avoid using the t-tests for the levels of
> >     qualitative predictors with more than two levels."  His example is
> for
> >     Gaussian multiple regression; perhaps that's important?
> >
> > that is because the levels of a qualitative predictor are often
> > collinear. collinearity is bad for tests that use the standard error
> > estimate of the coefficient. so, those issues should go away after you
> > center your predictors and go through other measures to remove/reduce
> > collinearity in your model.
>
> Aha!  Is there a standard reference for this?


Agresti 2002 Categorical Data Analysis discusses Wald statistics, and I
think he also discusses collinearity. But let me be clear that I haven't
read that the reason for unreliability of Wald Statistics is exclusively
collinearity. I just meant to say that since the Wald Statistics is based on
the standard error of the coefficient it is going to be vulnerable to
collinearity.

Florian

Many thanks,
>
> Andy
>
> --
> Andy Fugard, Postgraduate Research Student
> Psychology (Room F15), The University of Edinburgh,
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