I am working with an r code procedure for a ARFIMA mutilevel model that
estimates a
linear mixed model fit by REMLP['lmermod']. I have now been asked to
compare the model's results with alternatives that include ARFIMA-LDV.
The only output diagnostics that the code provides in addition to
parameter estimates is shown below :
" REML criterion at convergence: 1694929 Scaled residuals:
Min 1Q Median 3Q Max -3.4407 -0.7361 0.0482 0.7791 2.9853
Random effects: Groups Name Variance Std.Dev. time
(Intercept) 42.5 6.519 Residual 1229.0 35.057 Number of
obs: 170217, groups: time, 363"
I understand that REML is most directly about estimatingvariance
components, but is it meaningful to consider it
as a measure of fit in comparing nested models. Here the alternatives
are LDV and an MLM that is not fractionally differenced.
Given the difference in estimation methodology, I do not think it is
feasible to compare 'lmermod' with alternatives in OLS.Do any comparable
model variants for comparison in the estimation procedure of lme4 come
to mind ?
Would be grateful for any observations that you could provide.
Steven
lme4
2 messages · S.D. Silver, Ben Bolker
I'm not sure I understand all the details of your modeling framework, but in general it's dangerous to compare REML for models with differing fixed effects (which would probably? also include models with different types of differencing). It might help if you provided some more background (what is REMLP, is 'lmermod' a function or a package, what is LDV, ... ?) cheers Ben Bolker
On 2019-07-01 6:34 p.m., S.D. Silver wrote:
I am working with an r code procedure for a ARFIMA mutilevel model that estimates a linear mixed model fit by REMLP['lmermod']. I have now been asked to compare the model's results with alternatives that include ARFIMA-LDV. The only output diagnostics that the code provides in addition to parameter estimates is shown below : ???? " REML criterion at convergence: 1694929 Scaled residuals: ???? Min 1Q Median 3Q Max -3.4407 -0.7361 0.0482 0.7791 2.9853 ???? Random effects: Groups Name Variance Std.Dev.? time ???? (Intercept) 42.5 6.519 Residual 1229.0 35.057 Number of ???? obs: 170217, groups: time, 363" I understand that REML is most directly about estimatingvariance components, but is it meaningful to consider it ?as a measure of fit in comparing nested models. Here the alternatives are LDV and an MLM that is not fractionally differenced. Given the difference in estimation methodology, I do not think it is feasible to compare 'lmermod' with alternatives in OLS.Do any comparable model variants for comparison in the estimation procedure of lme4 come to mind ? Would be grateful for any observations that you could provide. Steven
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