I am analyzing a multilevel dataset with an AR(1) error structure and random intercept and slope. I fit what I believe is the exact same model in SPSS and R- my coefficients and standard errors are identical to the third decimal point, but my degrees of freedom are dramatically different. I have been able to find some information on how nlme calculates df, but not how SPSS does it. Given that these analyses are for a scientific paper and thus p-values matter (yes I know), I need to figure out what is going on and which DF to trust.
Here is my code for SPSS:
MIXED BF_lnLP_incr BY moduleJustDone WITH
BF_RSPcl_incr timePoint
/CRITERIA=CIN(95) MXITER(1000) MXSTEP(10) SCORING(1) SINGULAR(0.000000000001) HCONVERGE(0,
ABSOLUTE) LCONVERGE(0, ABSOLUTE) PCONVERGE(0.000001, ABSOLUTE)
/FIXED=BF_RSPcl_incr moduleJustDone timePoint | SSTYPE(3)
/METHOD=REML
/PRINT=CORB COVB G LMATRIX R SOLUTION TESTCOV
/RANDOM=INTERCEPT timePoint | SUBJECT(subjID) COVTYPE(VC)
/REPEATED=timePoint | SUBJECT(subjID) COVTYPE(AR1).
Results for SPSS:
Type III Tests of Fixed Effects
Source Numerator df Denominator df F Sig.
Intercept 1 725.420 15.262 .000
BF_RSPcl_incr 1 989.998 490.641 .000
moduleJustDone 3 876.414 1.334 .262
timePoint 1 413.480 .013 .909
Code for R:
lme(BF_lnLP_incr~as.factor(moduleJustDone)+timePoint+BF_RSPcl_incr,random=~timePoint|subjID,
correlation = corAR1(,form=~timePoint|subjID),
data=data,na.action=na.omit,method="REML")
Results for R:
numDF denDF F-value p-value
(Intercept) 1 712 299.8204 <.0001
as.factor(moduleJustDone) 3 712 6.9441 0.0001
timePoint 1 712 5.2299 0.0225
BF_RSPcl_incr 1 712 490.5761 <.0001
FIXED
line in the SPSS code changeSSTYPE(3)
toSSTYPE(1)
and see if they report the same F tests then (the coefficients should still be the same). $\endgroup$