[R-sig-ME] predictions and standard errors on model-averaged mixed effects models
Samantha Franks
samantha.franks at bto.org
Tue Mar 24 13:10:10 CET 2015
I'm using the MuMIn package to run model selection and model averaging on a
candidate set of 10 lme models. The structure of my global model is as
follows:
Response ~ lme(x1 + x2*x3, random = ~1|species, dat, method="ML")
After using model.sel() on my candidate set of models, it appears that I
have quite a lot of model uncertainty:
df logLik AICc delta weight
10 9 -131.0876 280.5062 0.0000000 3.551586e-01
9 7 -133.3542 280.9136 0.4074347 2.897003e-01
8 8 -132.9586 282.1814 1.6751970 1.536943e-01
7 6 -135.1632 282.4800 1.9738133 1.323775e-01
6 5 -137.2159 284.5413 4.0350878 4.722958e-02
4 4 -139.0313 286.1354 5.6292648 2.128350e-02
2 4 -143.6987 295.4704 14.9641822 1.999822e-04
5 6 -141.7289 295.6114 15.1052171 1.863657e-04
1 3 -145.5371 297.1178 16.6115902 8.775287e-05
3 5 -143.5712 297.2518 16.7456510 8.206357e-05
Hence, I would like to use the full model-averaged model-averaged
coefficients produced by model.avg for predictions and plotting the
population-level response of the main effects. So, taking the
model-averaged object like so:
pred <- MuMIn:::predict.averaging(modavg.out, newdata=newdat, level=0) #
population level response
My question specifically pertains to obtaining standard errors on
predictions from model-averaged mixed effects models. On a single model,
this has been addressed nicely on the GLMM Wiki FAQ:
http://glmm.wikidot.com/faq, where the standard errors are calculated on
the covariance matrix.
Setting se.fit=TRUE in predict.averaging:
pred <- MuMIn:::predict.averaging(modavg.out, newdata=newdat, level=0,
se.fit=TRUE)
gives a list of two component objects, the fits and the SEs.
But I wonder how the SEs in this case are calculated by predict.averaging,
and whether in fact they give a valid estimation for the SEs on
model-averaged predictions from mixed effects models? Is there such a thing
as a model-averaged variance-covariance matrix??
Many thanks for any help.
Sam
--
Dr Samantha Franks
Research Ecologist
British Trust for Ornithology
The Nunnery, Thetford
IP24 2PU 01842 750050
samantha.franks at bto.org <sam.franks at bto.org>
Twitter <https://twitter.com/_SamanthaFranks> ReseachGate
<http://www.researchgate.net/profile/Samantha_Franks>
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