Tuesday, February 11, 2014

Three ways to get parameter-specific p-values from lmer

How to get parameter-specific p-values is one of the most commonly asked questions about multilevel regression. The key issue is that the degrees of freedom are not trivial to compute for multilevel regression. Various detailed discussions can be found on the R-wiki and R-help mailing list post by Doug Bates. I have experimented with three methods that I think are reasonable.