glmm AIC/LogLik reliability
I would argue that there's very little we *can* trust in the realm of GLMM inference, with the exception of randomization/parametric bootstrapping (and possibly Bayesian) approaches. I think AIC is no worse than anything else in this regard, except that it hasn't been explored as carefully as some of the alternatives: thus we suspect by analogy that there are problems similar to those of the LRT, but we don't know for sure. Vaida and Blanchard (2005), Greven (2008), and Burnham and White (2002) are good references. There are two basic issues: (1) if you choose to include models that differ in their random effects components, how do you count "effective" degrees of freedom? (2) how big a sample does it take to reach the "asymptopia" of AIC? If you're not there, what is the best strategy for finite-size correction? If you use AICc, what should you put in for effective residual degrees of freedom? Ben Bolker
D O S Gillespie wrote:
Dear R-Sig-ME - Lets assume that I am going to use a model averaging AIC based approach to evaluate nested glmm's. I would like to assume that the estimation of AIC and LogLik in the glmm's of lmer are consistent enough (precise, if not accurate) to use in this framework. I realize that we don't trust anova(m1, m2), mainly due to df and tests statistics issues. I realise that some of you may suggest that this is not the correct framework. If so, can you distinguish arguments about the philosophy of AIC model averaging from the practical implementation - i.e. is the output consistent enough to use if, even if you don't believe the answer. Perhaps they are too intertwined. Thanks, Duncan Gillespie
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Ben Bolker Associate professor, Biology Dep't, Univ. of Florida bolker at ufl.edu / www.zoology.ufl.edu/bolker GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc