Skip to content
Prev 1834 / 20628 Next

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: