[R-sig-ME] Reference ?

Ben Bolker bbo|ker @end|ng |rom gm@||@com
Mon Dec 6 01:09:58 CET 2021

    More bad news:

  * I can't point you to a specific, published/peer-reviewed 'best 
practices in mixed modeling' document; maybe someone else here can.
  * As Chris says, the lack of obvious numerical problems doesn't 
necessarily mean the model estimates are stable.
  * The other issue with a small sample is that a lot of the inferential 
machinery of mixed models (p-values, confidence intervals, etc.) rests 
on asymptotic assumptions.

  What kinds of "overfitting problems" did you have in mind? What would 
the symptoms be?

On 12/5/21 6:20 PM, Chris Howden wrote:
> Hi Sacha,
> I'm not sure I really agree with that statement, although some may.
> Say your sample size was really small, only 6. A simple model may still fit, but I wouldn’t expect the parameters to be particularly stable. Only 1 or 2 different datum could change everything.
> I would also want to consider the SE of the parameter estimates. If they are very large (compared to the parameter estimates), then this is telling me the parameter estimates aren't very stable. Even though the model converged.
> Chris Howden B.Sc. (Hons)
> Founding Partner
> Data Analysis, Modelling and Training
> Evidence Based Strategy/Policy Development, IP Commercialisation and Innovation
> (mobile) +61 (0) 410 689 945 | (skype) chris using trickysolutions.com.au
> -----Original Message-----
> From: R-sig-mixed-models <r-sig-mixed-models-bounces using r-project.org> On Behalf Of Fernando Pedro Bruna Quintas
> Sent: Sunday, 5 December 2021 6:55 AM
> To: R-sig-mixed-models <r-sig-mixed-models using r-project.org>; varin sacha <varinsacha using yahoo.fr>
> Subject: Re: [R-sig-ME] Reference ?
> Dear SV,
> I can feel that you have a very promising research career just in front of your eyes.
> FB
> ________________________________
> De: R-sig-mixed-models <r-sig-mixed-models-bounces using r-project.org> en nombre de varin sacha via R-sig-mixed-models <r-sig-mixed-models using r-project.org>
> Enviado: s bado, 4 de diciembre de 2021 20:47
> Para: R-sig-mixed-models <r-sig-mixed-models using r-project.org>
> Asunto: [R-sig-ME] Reference ?
> Dear Mixed modelers experts,
> I am looking for a reference to justify my sentence here below.
> Many thanks for your help.
> "The mixed model seemed well specified   it converged and had no singular problem, no overfitting problem. So, even if the sample size is quite small, the estimates are stable and can be trusted".
> Best Regards,
> SV
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models
> 	[[alternative HTML version deleted]]
> _______________________________________________
> R-sig-mixed-models using r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-mixed-models

Dr. Benjamin Bolker
Professor, Mathematics & Statistics and Biology, McMaster University
Director, School of Computational Science and Engineering
(Acting) Graduate chair, Mathematics & Statistics

More information about the R-sig-mixed-models mailing list