Quick question: can anyone give me a citation that I can use to justify using ML when doing model comparisons?
Background: I am fitting some multilevel models in R using lme4, and I do a series of model comparisons. One reviewer told me I should only use REML (never ML) when running a model or when comparing models. I have since heard quite the opposite with regard to model comparisons, and I was told elsewhere that ML is fine. The models are not complex.... one or two level-2 predictors with no level-1 predictors. Nice and simple.
I would love (1) confirmation that I can validly run a model without REML [ever] and a citation for that, and (2) some form of citation that says you need ML (NOT REML) when doing LRT comparisons (BIC and AIC also support me, but I wanted a p-value to accompany them).
Any advice you give, if you have citations, that would be great as my reviewers want them.