[R-sig-ME] compare maximum likelihood and restricted maximum likelihood

[Ben Bolker]

Adianto Pangaribuan <adianto_pangaribuan at ...> writes:

> 
> I want to compare maximum likelihood and restricted maximum 
> likelihood for linear mixed effects model.
> Can you give me suggest how to compare the two estimation?
> If I use AIC, BIC and value of log-likelihood, the
> best estimation is MLE. But, I think i am wrong with it.

  This doesn't sound on the face of it like a sensible question.
ML and REML are two different approaches to estimation -- they're not
directly comparable.  Depending on your background I don't know what
analogy will make sense, but "which fits better, least-squares regression
or logistic regression?" might be a similar question.  They're 
different criteria.

   REML generally gives a less biased estimate of the variance components.
   ML gives estimates that are comparable across models with different
fixed-effect components.

   It's conceivable that a more extensive description of what you're
trying to do would convince us that this is indeed a sensible question
(and provide you with more useful feedback) -- although I doubt it.

  sincerely
    Ben Bolker