3 weeks ago - last edited 2 weeks ago
The degrees of freedom associated with wald tests of parameter estimates for NLMIXED is:
#Subjects - #Random Effects Parameters; by default.
My question is: why the number of fixed effect parameters being estimated does not count for estimating themselves?
E.g. I can have a dataset with a given number of subjects and try two different models: one with fewer (simpler) and another with more fixed effect parameters (more complex), and yet the wald test df for all parameters (fixed & random) is the same in both scenarios.
Shouldn't I lose df as I add more fixed effect parameters?