[R-sig-ME] Sample size and mixed models
Spencer Graves
spencer.graves at pdf.com
Fri Dec 12 23:24:03 CET 2008
Hi, Ben:
In your example with 100091 observations in 444 groups, I think
the proper "n" depends on the variance components: If the group
variance dominants and the within-group variance is negligible, then you
have only 444 "observations". If the between-group variance is
negligible relative to the with-group variance, your 100091 observations
are practically independent, so you should use that number.
I think the formula you want to use is as follows:
IC = (-2)*log(likelihood at MLE) + 2*bias,
where IC = "Information Criterion", discussed by Sadanori Konishi and
Genshiro Kitagawa (2007) Information Criteria and Statistical Modeling
(Springer); this formula appears on p. 55.
Later, they derive the following formula for the bias (p. 59):
bias = trace(solve(observed information, covariance of the
score function)).
The book develops many variations on this theme, including the
traditional AIC (sec. 3.4.4), BIC (ch. 9), AICc (p. 191), and a
Bootstrap Information Criterion (ch. 8).
Hope this helps.
Spencer
Ben Zuckerberg wrote:
> A very quick (and possibly silly) question for mixed modelers.
> Certain metrics such as Nagelkerke's R2 and the sample size adjusted
> AICc require the user to specify the sample size. What is the
> appropriate sample size to use in a mixed model where you might have
> hundreds of repeat samples on a smaller sample of sites (in this case,
> the sites are treated as the random factor)? In my case, the lmer
> output will produce the following information: Number of obs: 10091,
> groups: ID, 444. For calculating sample size adjusted statistics,
> would you use an effective sample size of 444? Thank you.
>
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