[R-sig-ME] Model selection, LRT test

Arnaud Mosnier a.mosnier at gmail.com
Fri Jun 17 18:44:50 CEST 2011


Thanks to remind me that LRT are only for nested model ... this is not
the case in my situation.


2011/6/17 Andrew Miles <rstuff.miles at gmail.com>:
> What types of models are you running?
> There may be two issues at play.
> 1. Likelihood ratio tests are only for nested models (i.e. models where the
> variables in one model are a subset of the variables in the other) so by
> definition there will always be a difference in degrees of freedom.
> 2. With mixed models you can only use a likelihood ratio test when the model
> returns a deviance score - so not for generalized linear mixed models in
> most cases (though I believe that you can use LRT's if they are estimated
> using a type of numerical integration, but not any sort of quasi-likelihood
> like PQL)
> Andrew
> On Fri, Jun 17, 2011 at 11:12 AM, Arnaud Mosnier <a.mosnier at gmail.com>
> wrote:
>> Dear list,
>> If I do not make a mistake, use of Likelihood ratio test is precluded
>> when two models have the same number of degree of freedom.
>> Is there a way to test which one is the best when both are close in
>> AIC value (difference < 5) or do I have to conclude that they are
>> "equivalent" ?
>> Thanks
>> Arnaud
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