Re: [R] generalized linear mixed models - how to compare?

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Tue 19 Apr 2005 - 01:06:24 EST

No puedo entender. Nicht versteh. Je ne comprend pas.

Peter Spreeuwenberg wrote:

> Liset
>
> Dat moet lukken en hoe sneller je het anlevert hoe eerder je resultaten terug ziet.
>Dus, Ik wacht af.
>
>
>groet Peter S
>
>
>
>Date sent: Sun, 17 Apr 2005 18:07:28 +0100 (BST)
>From: Prof Brian Ripley <ripley@stats.ox.ac.uk>
>To: Deepayan Sarkar <deepayan@stat.wisc.edu>
>Subject: Re: [R] generalized linear mixed models - how to compare?
>Copies to: r-help@stat.math.ethz.ch,
> Nestor Fernandez <nestor.fernandez@ufz.de>
>
>
>
>>On Sun, 17 Apr 2005, Deepayan Sarkar wrote:
>>
>>
>>
>>>On Sunday 17 April 2005 08:39, Nestor Fernandez wrote:

>>>
>>>
>>>>I want to evaluate several generalized linear mixed models, including
>>>>the null model, and select the best approximating one. I have tried
>>>>glmmPQL (MASS library) and GLMM (lme4) to fit the models. Both result
>>>>in similar parameter estimates but fairly different likelihood
>>>>estimates.
>>>>My questions:
>>>>1- Is it correct to calculate AIC for comparing my models, given that
>>>>they use quasi-likelihood estimates? If not, how can I compare them?
>>>>2- Why the large differences in likelihood estimates between the two
>>>>procedures?
>>>>
>>>>
>>>The likelihood reported by glmmPQL is wrong, as it's the likelihood of
>>>an incorrect model (namely, an lme model that approximates the correct
>>>glmm model).
>>>
>>>
>>Actually glmmPQL does not report a likelihood. It returns an object of
>>class "lme", but you need to refer to the reference for how to interpret
>>that. It *is* support software for a book.
>>
>>
>>
>>>GLMM uses (mostly) the same procedure to get parameter estimates, but as
>>>a final step calculates the likelihood for the correct model for those
>>>estimates (so the likelihood reported by it should be fairly reliable).
>>>
>>>
>>Well, perhaps but I need more convincing. The likelihood involves many
>>high-dimensional non-analytic integrations, so I do not see how GLMM can
>>do those integrals -- it might approximate them, but that would not be
>>`calculates the likelihood for the correct model'. It would be helpful to
>>have a clarification of this claim. (Our experiments show that finding an
>>accurate value of the log-likelihood is difficult and many available
>>pieces of software differ in their values by large amounts.)
>>
>>Further, since neither procedure does ML fitting, this is not a maximized
>>likelihood as required to calculate an AIC value. And even if it were,
>>you need to be careful as often one GLMM is a boundary value for another,
>>in which case the theory behind AIC needs adjustment.
>>
>>--
>>Brian D. Ripley, ripley@stats.ox.ac.uk
>>Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
>>University of Oxford, Tel: +44 1865 272861 (self)
>>1 South Parks Road, +44 1865 272866 (PA)
>>Oxford OX1 3TG, UK Fax: +44 1865 272595
>>
>>______________________________________________
>>R-help@stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>>
>>
>
>Stichting NIVEL / NETHERLANDS INSTITUTE OF PRIMARY HEALTH CARE
>Peter Spreeuwenberg
>P.O. Box 1568
>3500 BN Utrecht
>Netherland
>E-mail : p.spreeuwenberg@nivel.nl
>Direct : +31-30-2729678
>General : +31-30-2729700
>Fax : +31-30-2729729
>Web-site http://www.nivel.nl
>
>
>____________________________DISCLAIMER__________________________
>This message contains information that may be privileged or\...{{dropped}}
>
>______________________________________________
>R-help@stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Apr 19 01:17:39 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:15 EST