Some more material for STAT 8052

Mixed effect models, testing for fixed effects, denominator dfs for F- and t-tests

There are several methods for estimating the dfs of the denominator when using F-tests or t-tests for fixed effects. An short overview of methods used in SAS proc mixed is given in West BT, Welch KB, Galecki AT, "Linear mixed models: a practical guide using statistical software", Chapman and Hall, 2007; p.110-111.

• The method used in lme{nlme} in R was described in Pinheiro and Bates (2000), page 91.
  
  
• lmer{lme4} in R does not provide denominator dfs (and no p-values). Douglas Bates explains in
  https://stat.ethz.ch/pipermail/r-help/2006-May/094765.html
  
  
• SAS proc mixed gives the option to select a method; the default method varies depending on whether you use a RANDOM statement or not. The Kenward-Roger method can be called by the option ddfm=kr. (Source: West, Welch, Galecki (2007); p.110-111, see above for complete citation).