"m-l-1" approximation for SEs, CIs and p-valuesSource:
Approximation of degrees of freedom based on a "m-l-1" heuristic as suggested by Elff et al. (2019).
A mixed model.
Confidence Interval (CI) level. Default to
Degrees of Freedom.
Inferential statistics (like p-values, confidence intervals and
standard errors) may be biased in mixed models when the number of clusters
is small (even if the sample size of level-1 units is high). In such cases
it is recommended to approximate a more accurate number of degrees of freedom
for such inferential statistics (see Li and Redden 2015). The
m-l-1 heuristic is such an approach that uses a t-distribution with
fewer degrees of freedom (
dof_ml1()) to calculate p-values
p_value_ml1()) and confidence intervals (
ci(method = "ml1")).
In particular for repeated measure designs (longitudinal data analysis),
the m-l-1 heuristic is likely to be more accurate than simply using the
residual or infinite degrees of freedom, because
different degrees of freedom for within-cluster and between-cluster effects.
Note that the "m-l-1" heuristic is not applicable (or at least less accurate)
for complex multilevel designs, e.g. with cross-classified clusters. In such cases,
more accurate approaches like the Kenward-Roger approximation (
is recommended. However, the "m-l-1" heuristic also applies to generalized
mixed models, while approaches like Kenward-Roger or Satterthwaite are limited
to linear mixed models only.
Elff, M.; Heisig, J.P.; Schaeffer, M.; Shikano, S. (2019). Multilevel Analysis with Few Clusters: Improving Likelihood-based Methods to Provide Unbiased Estimates and Accurate Inference, British Journal of Political Science.
Li, P., Redden, D. T. (2015). Comparing denominator degrees of freedom approximations for the generalized linear mixed model in analyzing binary outcome in small sample cluster-randomized trials. BMC Medical Research Methodology, 15(1), 38. doi:10.1186/s12874-015-0026-x
dof_ml1() is a small helper-function to calculate approximated
degrees of freedom of model parameters, based on the "m-l-1" heuristic.