[R-sig-ME] Likelihood ratios
fengsj at mail.utexas.edu
fengsj at mail.utexas.edu
Tue Jun 1 20:24:42 CEST 2010
Is there someting similar for glmer models?
Thanks!
Quoting Mike Lawrence <Mike.Lawrence at dal.ca>:
> After posting this, I thought to contact Pete Dixon himself and indeed
> it seems he already coded the functions to obtain a likelihood ratio
> comparing two lmer models:
>
> AIC_lmer = function(x){
> require(lme4)
> print(formula(attr(x,"call")))
> summary(x)@AICtab
> }
>
> LR_lmer = function(m0,m1){
> exp((AIC_lmer(m0)[[1]]-AIC_lmer(m1)[[1]])/2)
> }
>
> #example usage:
> LR_lmer( my_fit1 , my_fit2 )
>
>
>
> On Tue, Jun 1, 2010 at 1:50 PM, Mike Lawrence <Mike.Lawrence at dal.ca> wrote:
>> oops, I guess that should be:
>>
>> LR = exp( anova( fit1 , fit2 )$Chisq[2] / -2 )
>>
>>
>> On Tue, Jun 1, 2010 at 1:28 PM, Mike Lawrence <Mike.Lawrence at dal.ca> wrote:
>>> Hi folks,
>>>
>>> I have 2 lmer fits, one (fit1) nested in the other (fit2), and I'd
>>> like to compute the likelihood ratio comparing the models so I can say
>>> something like "there is X times more evidence for fit1 than for fit2"
>>> (as in Glover & Dixon, 2004, www.ncbi.nlm.nih.gov/pubmed/15732688).
>>>
>>> I know I can use anova(fit1,fit2) to obtain a null-hypothesis
>>> significance test of the fits, and I suspect the output also contains
>>> the information I need to make my evidentiary statement, but I'm not
>>> confident of what I'm doing here. Is it correct that the reported
>>> value of chi-square from anova() is simply the D of the likelihood
>>> ratio test (http://en.wikipedia.org/wiki/Likelihood_ratio_test)? If
>>> so, does it sound right that I can simply derive the
>>> complexity-corrected likelihood ratio as:
>>>
>>> LR = exp( -2 * anova( fit1 , fit2 )$Chisq[2] )
>>>
>>> ?
>>>
>>>
>>> Mike
>>>
>>> --
>>> Mike Lawrence
>>> Graduate Student
>>> Department of Psychology
>>> Dalhousie University
>>>
>>> Looking to arrange a meeting? Check my public calendar:
>>> http://tr.im/mikes_public_calendar
>>>
>>> ~ Certainty is folly... I think. ~
>>>
>>
>>
>>
>> --
>> Mike Lawrence
>> Graduate Student
>> Department of Psychology
>> Dalhousie University
>>
>> Looking to arrange a meeting? Check my public calendar:
>> http://tr.im/mikes_public_calendar
>>
>> ~ Certainty is folly... I think. ~
>>
>
>
>
> --
> Mike Lawrence
> Graduate Student
> Department of Psychology
> Dalhousie University
>
> Looking to arrange a meeting? Check my public calendar:
> http://tr.im/mikes_public_calendar
>
> ~ Certainty is folly... I think. ~
>
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> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
>
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