[R-lang] Re: p-values from pvals.fnc

[Jakke Tamminen]

Many thanks to David and Roger for helpful ideas to explore. Roger: could
you please explain how to check whether the Markov chain has converged?

Another thing I noticed that might provide a clue is that the strange
behaviour of the p-values disappears if I remove the random slope for x. So

model1 = lmer(RT~x*y+(1+x|Subject)+(1|Item)

shows the problem while

model2 = lmer(RT~x*y+(1|Subject)+(1|Item)

does not. I wonder if that helps?

Jakke


On 30 July 2011 07:08, Levy, Roger <rlevy@ucsd.edu> wrote:

> Hi Jakke,
>
> It's a bit hard to give an answer to this question on the basis of
> anecdotal reports.  Do you have a specific dataset that gives you this
> behavior which you could share with the list?  That might be helpful in
> giving more pinpointed.
>
> In general, one thing to check for when you find this kind of divergence,
> though, might be whether the Markov chain from which your "pMCMC" values are
> computed looks like it has converged.
>
> Best
>
> Roger
>
>
> On Jul 29, 2011, at 1:58 PM, Jakke Tamminen wrote:
>
> > Dear R-users,
> >
> > I have been wondering about something with the pvals.fnc function. As we
> know, the pvals function gives two p-values, one based on the posterior
> distribution (pMCMC) and one based on the t-distribution. In my experience
> most of the time the two values are very similar. However, I have recently
> come across situations where they are wildly different. I have been
> particularly surprised to see t-values above 2 that have associated pMCMC
> values that are not even close to significance, while at the same time the
> t-distribution based p-value is significant. For example, a recent model I
> worked with looked something like this:
> >
> > model1 = lmer(RT~x*y+(1+x|Subject)+(1|Item)
> >
> > and gave me a t-value of 2.07 for the interaction, with a pMCMC p-value
> of 0.4756 and a t-distribution p-value of 0.0381. Obviously I like one of
> these better than the other! I know that the latter p-value is
> anticonservative, but the magnitude of the discrepancy is nonetheless
> surprising to me, given the t-value. I'd be very grateful for any advice on
> how to proceed in cases like this. I'm using lme4 version 0.99875-6.
> >
> > Many thanks,
> >
> > Jakke
>
> --
>
> Roger Levy                      Email: rlevy@ucsd.edu
> Assistant Professor             Phone: 858-534-7219
> Department of Linguistics       Fax:   858-534-4789
> UC San Diego                    Web:   http://idiom.ucsd.edu/~rlevy
>
>
>
>
>
>
>
>
>
>
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