Model comparison using BIC, AIC, -2Log
Hi Luis I largely agree with Mike's answer and have the following additional comments: The decision of whether a variable is taken as fixed or random often rests on subject specific matter. An important question is: Can the levels of the variable be considered as coming from a normal distribution? But other aspects also play a role, such as the number of realized levels of the variable (with only few levels, it will often be appropriate to treat the variable as fixed anyhow). The models rests on different distributional assumptions, so the decision is often based on weighing the appropriateness of these assumptions. To give more specific advise on the actual model comparison (ignoring the question of the appropriateness of the comparison), it matters whether you are thinking in terms of linear mixed models or generalized linear mixed models. In the former case assuming you have only one random effect and assuming lme is sufficient, you can do fm.lme <- lme(....) fm.lm <- lm(...) anova(fm.lme, fm.lm) If you are thinking in terms of generalized linear mixed models, and you are using lmer, then maybe you can use something like deviance(fm.lmer <- lmer(...)) deviance(fm.glm <- glm(...)) however, the reference distribution for the difference in deviance depends on the actual body of the function calls. Regards Rune 2008/7/4 Luis Orlindo Tedeschi <luis.tedeschi at gmail.com>:
Thanks Mike... and I thought it would have a single answer... I glanced over the link you provided; it will take me some time to digest it. My current problem is comparing a model with variable A as random effect vs a model with variable A as fixed effect. It gets vary confusing. Thanks again. Luis On Fri, 2008-07-04 at 09:28 +0100, Mike Dunbar wrote:
Dear Luis It is not necessarily straightforward but there is alot of information out there that can help you. Take a look at http://wiki.r-project.org/rwiki/doku.php?id=guides:lmer-tests and also look through the archives of this list, e.g. the thread entitled "[R-sig-ME] interpreting significance from lmer results for dummies (like me)" regards Mike
Luis Orlindo Tedeschi <luis.tedeschi at gmail.com> 03/07/2008 22:23 >>>
Folks; I have a quick question about model comparison. Is it ok to use BIC/AIC/-2log to compare models with different fixed and random effects and even different var-(co)var structure? How can I accomplish this using R? Will Anova do the correct comparison of different models? Thanks in advance. Luis -- Luis Orlindo Tedeschi <luis.tedeschi at gmail.com>
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