[R-sig-ME] likelihood ratio tests vs. bootstrapping inquasi-poisson models

ONKELINX, Thierry Thierry.ONKELINX at inbo.be
Wed Jun 16 11:17:01 CEST 2010


Dear marty,

Why don't you derive p-values from your bootstrap data? Just find the
largest confidence level at which zero is still excluded from the
confidence interval.

Furthermore I'm interested in how you simulate data from a quasipoisson
distribution. Can you share your code?

Best regards,

Thierry

------------------------------------------------------------------------
----
ir. Thierry Onkelinx
Instituut voor natuur- en bosonderzoek
team Biometrie & Kwaliteitszorg
Gaverstraat 4
9500 Geraardsbergen
Belgium

Research Institute for Nature and Forest
team Biometrics & Quality Assurance
Gaverstraat 4
9500 Geraardsbergen
Belgium

tel. + 32 54/436 185
Thierry.Onkelinx at inbo.be
www.inbo.be

To call in the statistician after the experiment is done may be no more
than asking him to perform a post-mortem examination: he may be able to
say what the experiment died of.
~ Sir Ronald Aylmer Fisher

The plural of anecdote is not data.
~ Roger Brinner

The combination of some data and an aching desire for an answer does not
ensure that a reasonable answer can be extracted from a given body of
data.
~ John Tukey
  

> -----Oorspronkelijk bericht-----
> Van: r-sig-mixed-models-bounces at r-project.org 
> [mailto:r-sig-mixed-models-bounces at r-project.org] Namens Marty Kardos
> Verzonden: dinsdag 15 juni 2010 22:28
> Aan: r-sig-mixed-models at r-project.org
> Onderwerp: [R-sig-ME] likelihood ratio tests vs. 
> bootstrapping inquasi-poisson models
> 
> Hello mixed-model folks;
> 
> I am assessing the significance of regression coefficients in 
> quasi-poisson mixed models using lmer.  Based on previous 
> discussion in the mixed models archives, it appears that 
> p-values from likelihood ratio tests on this kind of model 
> may often be unreliable.
> 
> I have been debating with myself over the merits of two 
> alternative approaches to assess the significance of coefficients...
> 
> I have done likelihood ratio tests (comparing nested models), 
> and I have written a program in R to build 'bias-corrected 
> and accelerated' bootstrap confidence intervals for 
> coefficient estimates.  In most cases the inferences based on 
> the bootstrap intervals and likelihood ratio tests 
> qualitatively agree (i.e. when the bootstrap confidence
> interval does not contain zero the likelihood ratio test is 
> significant for the particular coefficient estimate). However 
> in a few important cases, the inferences based on bootstrap 
> intervals and likelihood ratio tests are different (i.e.
> a few coefficients would be determined to be siginficant 
> based on the bootstrap intervals and either marginally
> significant or insignificant based on the likelihood ratio 
> test).  I am attracted to the bootstrapping confidence 
> intervals approach because it appears that it is likely to be 
> more reliable.  I am attracted to the likelihood ratio tests 
> because they provide p-values (which editors and readers of 
> scientific journals seem to enjoy having).
> 
> Here is an example of the models I am working with:
> nongene<-
> lmer(data$offspring~data$age+data$weight+data$agesq+data$Het+(
> 1|data$ID)+(1|factor(data$year)),family=quasipoisson,REML=FALS
> E,na.action=na.omit)
> 
> Do any of you have an opinion on which of these approaches 
> may be best, or ideas for better a better approach?
> 
> Thanks for any thoughts you might have!
> --
> Marty Kardos
> Ph.D. Candidate
> Montana Conservation Genetics Lab
> Organismal Biology & Ecology
> MEID IGERT Program
> University of Montana
> 
> --
> Marty Kardos
> Ph.D. Candidate
> Montana Conservation Genetics Lab
> Organismal Biology & Ecology
> MEID IGERT Program
> University of Montana
> 406-599-1358
> http://dbs.umt.edu/people/gradStudents.php
> 
> 	[[alternative HTML version deleted]]
> 
> _______________________________________________
> R-sig-mixed-models at r-project.org mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> 

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