[R-sig-eco] QIC for conditional logistic regression + GEE
Mathieu Basille
basille at ase-research.org
Tue Nov 9 16:50:27 CET 2010
Dear Timothy,
Thanks for the hint! I didn't know about the package "yags"... I was
able to install it and use it in simple cases (glm), and it does provide
a QIC!
However, it seems to be limited to the case of GLM (any family), but not
Cox models... At least, I was unable to use it with a Cox model approach.
Last but not least, the routine that computes the QIC (pan.aic) is in C,
not in R, and my skills in C are below zero.
Any idea?
Mathieu.
PS: I cc-ed back the list, since it could be useful there...
Le 09/11/2010 05:04, treid a écrit :
> Hi Mathieu,
> Someone has probably already told you, but just in case, there is an R
> package named yags that does QIC. Last I looked, you had to go to the
> R-forge site to get it rather than cran.
> tim.
>
> ----- Original Message -----
> From: Mathieu Basille <basille at ase-research.org>
> Date: Monday, November 8, 2010 16:32
> Subject: [R-sig-eco] QIC for conditional logistic regression + GEE
> To: r-sig-ecology at r-project.org
>
> > Dear list,
> >
> > I'm currently trying to fit a conditional logistic regression on
> > correlated data (these are actually steps from animals, with 1
> > case and a bunch of random controls). The state of the art is to
> > use a GEE approach to estimate the variance of the coefficients,
> > using a coxph model by strata (composed of one step +
> > corresponding random steps), and a clustered estimation of the
> > variances (i.e. robust variances). This is quite easy to achieve
> > in R, with nevertheless some convergence problems...
> >
> > The next step, however, is to select the best model within a set
> > of competing ones. Again, the state of the art is to use the
> > Quasi-likelihood under Independence Criterion (QIC) [1] also
> > sometimes known as modified AIC [2].
> >
> > After an extensive search (with the help of rseek.org), I was
> > unable to find any guidance for this criterion using R. I know
> > the criterion is already available in SAS or Stata, but I was
> > wondering if anyone tried to code QIC in R? That would be a very
> > valuable tool in the R toolbox!
> >
> > I was considering posting this question directly to the main R-
> > help, but decided to try it here first... Let me know if it is
> > the right move!
> >
> > Sincerely,
> > Mathieu Basille.
> >
> >
> > [1] Pan, W. (2001a). Akaike's information criterion in
> > generalized estimating equations. Biometrics, 57, 120-125.
> >
> http://www.biostat.jhsph.edu/~fdominic/teaching/bio655/references/extra/QIC.biometrics.pdf
> >
> > [2] McCullagh, P., and Nelder, J. A. (1989). Generalized Linear
> > Models (2nd ed.). London:Chapman & Hall.
> >
> > See an example in: A. H. M. M. Latif, M. Z. Hossain and M. A.
> > Islam: Model selection using modified Akaike's Information
> > Criterion: an application to maternal morbidity data. Austrian
> > Journal of Statistics, 37, 2008, 175-184.
> > http://www.stat.tugraz.at/AJS/ausg082/082Latif.pdf
> >
> >
> > --
> >
> > ~$ whoami
> > Mathieu Basille, Post-Doc
> >
> > ~$ locate
> > Laboratoire d'Écologie Comportementale et de Conservation de la Faune
> > + Centre d'Étude de la Forêt
> > Département de Biologie
> > Université Laval, Québec
> >
> > ~$ info
> > http://ase-research.org/basille
> >
> > ~$ fortune
> > ``If you can't win by reason, go for volume.''
> > Calvin, by Bill Watterson.
> >
> > _______________________________________________
> > R-sig-ecology mailing list
> > R-sig-ecology at r-project.org
> > https://stat.ethz.ch/mailman/listinfo/r-sig-ecology
--
~$ whoami
Mathieu Basille, Post-Doc
~$ locate
Laboratoire d'Écologie Comportementale et de Conservation de la Faune
+ Centre d'Étude de la Forêt
Département de Biologie
Université Laval, Québec
~$ info
http://ase-research.org/basille
~$ fortune
``If you can't win by reason, go for volume.''
Calvin, by Bill Watterson.
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