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AIC ranking and ML vs REML using glmer
4 messages · Joanna Jack, Ben Bolker, Peter Dalgaard
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Joanna Jack <joanna.jack at ...> writes:
Hello, I am quite new to mixed models and hoping to get some advice on the following: I want to rank mixed effects models with and without different predictors using AIC. The fixed effects are the predictors that will change, with one random effect staying constant in all models. The models are not nested. I understand that it's not possible to compare models with different fixed effects using REML. Consequently, I should be selecting ML in order to rank the models using AICs. However, my response variable is poisson distributed, so it has been suggested that I use a generalized linear model where I can select family=poisson. I found that glmer in the lme4 package allows me to have a Generalized Linear Mixed Effects Model. However, glmer does not provide the option to choose between REML and ML. I've been trying to figure out what it is using in this case. When I run the following model, it states that it has fit the model using the Laplace approximation. In Bolker et al. (2008), it is mentioned that for this approach, one must distinguish between ML and REML. In this case, is the package using ML? More importantly, is it acceptable for me to be using AIC to rank my various models when they have been fit with this approximation?
I have it on good authority that a few of the statements in Bolker (2008) are out of date or slightly incorrect :-) . glmer always uses ML: see http://glmm.wikidot.com/faq#reml-glmm
model1<-glmer(ABUND~Type*DistfromRoad+(1|SiteID), family = poisson, data=AB) I would also like to generate a null model with only my random effect, and no fixed effects, in order to compare it with my other models. The package appears to run with the following code, but there appears to be conflicting advice about whether or not this is a reasonable thing to ask of a mixed model package. Is there any reason to question the output that I get from this: nullmodel<-glmer(ABUND~(1|SiteID), family = poisson, data=AB)
I don't see why this is unreasonable. Can you point to some of the conflicting advice? (In part it's reasonable because it includes an implicit intercept term, i.e. it's equivalent to ABUND~1+(1|SiteID) . Some of the debate over appropriate models has to do with models with the population-level effect set to zero, i.e. the appropriateness of ABUND~0+(1|SiteID) ...)
1 day later
Fortune nomination:
On Aug 9, 2013, at 19:12 , Ben Bolker wrote:
I have it on good authority that a few of the statements in Bolker (2008) are out of date or slightly incorrect :-) .
Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com