[R-sig-eco] QIC for conditional logistic regression + GEE

[Mathieu Basille]

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.