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How can I extract the AIC score from a mixed model object produced using lmer?

5 messages · Peter H Singleton, David Barron, David Hewitt +2 more

#
I am running a series of candidate mixed models using lmer (package lme4)
and I'd like to be able to compile a list of the AIC scores for those
models so that I can quickly summarize and rank the models by AIC. When I
do logistic regression, I can easily generate this kind of list by creating
the model objects using glm, and doing:
but when I try to extract the AIC score from the model object produced by
lmer I get:
NULL
Warning message:
In md1.lme$aic : $ operator not defined for this S4 class, returning NULL

So... How do I query the AIC value out of a mixed model object created by
lmer?

<<->><<->><<->><<->><<->><<->><<->>
Peter Singleton
USFS Pacific Northwest Research Station
1133 N. Western Ave.
Wenatchee WA 98801
Phone: (509)664-1732
Fax: (509)665-8362
E-mail: psingleton at fs.fed.us
#
You can calculate the AIC as follows:

(fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy))
aic1 <- AIC(logLik(fm1))

Hope this helps.
Dave
On 12/18/07, Peter H Singleton <psingleton at fs.fed.us> wrote:

  
    
#
David Barron-3 wrote:
Is AIC() [extractAIC()] "valid" for models with random effects? I noticed
that the help page for extractAIC() does not list models with random
effects. I think this boils down to the difference between the likelihoods
for models with and without random effects, and I don't know. Just
curious...
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-----
David Hewitt
Virginia Institute of Marine Science
http://www.vims.edu/fish/students/dhewitt/
#
On Dec 19, 2007 9:42 AM, David Hewitt <dhewitt at vims.edu> wrote:
The log-likelihood for a linear mixed model is well-defined.  Whether
this makes AIC valid or not depends on how comfortable you are with
the idea of AIC in the first place.  My impression is that the
justification for AIC is not entirely rigorous but I must admit that I
haven't gone back to look at the original literature on it.

To the best of my knowledge and ability the log-likelihood from a
model fit by lmer with method = "ML" is properly defined and
accurately evaluated.  (The default estimation criterion in lmer is
REML and models fit by REML provide a close approximation to the
log-likelihood but not an exact result.  If you really want a
log-likelihood and AIC value you should refit with method = "ML".)
What is later done to the log-likelihood to obtain the AIC value is
more problematic.  In particular, one needs to provide a value for the
number of parameters in the model and that can be tricky.  Recently I
was working with models for data on test scores by students over time.
 There were over 200,000 students.  Under one way of counting
parameters, if I incorporate a random effect for the student this
costs me only 1 parameter, corresponding to the variance component for
that random effect.  However, I am incorporating over 200,000 random
effects to help model the observed responses.  So is the number of
parameters 1 or over 200,000?  I don't know.

Regarding the fact the the extractAIC help page doesn't mention models
with random effects, it can't list all the possible methods because
any package can add methods to a generic function.
9 days later
#
Douglas Bates wrote:
I can't remember the exact details, but I do remember that the issue is 
discussed in

@ARTICLE{LMM:Vaida+Blanchard:2005,
   author = {Florin Vaida and Suzette Blanchard},
   title = {Conditional Akaike information for mixed-effects models},
   journal = {Biometrika},
   year = {2005},
   volume = {92},
   pages = {351?370},
   abstract = {This paper focuses on the Akaike information criterion,
               AIC, for linear mixed-effects models in the analysis of
               clustered data. We make the distinction between questions
               regarding the population and questions regarding the
               particular clusters in the data. We show that the AIC in
               current use is not appropriate for the focus on clusters,
               and we propose instead the conditional Akaike information
               and its corresponding criterion, the conditional AIC,
               cAIC. The penalty term in cAIC is related to the effective
               degrees of freedom p for a linear mixed model proposed by
               Hodges & Sargent (2001); p reflects an intermediate level
               of complexity between a fixed-effects model with no
               cluster effect and a corresponding model with fixed
               cluster effects. The cAIC is defined for both maximum
               likelihood and residual maximum likelihood estimation. A
               pharmacokinetics data application is used to illuminate
               the distinction between the two inference settings, and to
               illustrate the use of the conditional AIC in model
               selection.},
   keywords = {Akaike information; AIC; effective degrees of freedom;
               linear mixed model}
}


HTH,
Henric