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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Can we put this on a to do list?<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Hans Julius Skaug [mailto:Hans.Skaug@math.uib.no]
<br>
<b>Sent:</b> Tuesday, February 22, 2011 9:38 PM<br>
<b>To:</b> Mark Maunder; 'Chris Gast'<br>
<b>Subject:</b> RE: [ADMB Users] NLMM Model Selection<o:p></o:p></span></p>
</div>
</div>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:blue">This is the way I would do it.
</span><o:p></o:p></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:blue">We should also putting reporting this number on a to-do-list.</span><o:p></o:p></p>
<p class="MsoNormal"> <o:p></o:p></p>
<p class="MsoNormal"> <o:p></o:p></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:blue">Hans</span><o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<div class="MsoNormal" align="center" style="text-align:center">
<hr size="2" width="100%" align="center">
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<p class="MsoNormal" style="margin-bottom:12.0pt"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> users-bounces@admb-project.org [mailto:users-bounces@admb-project.org]
<b>On Behalf Of </b>Mark Maunder<br>
<b>Sent:</b> Wednesday, February 23, 2011 12:36 AM<br>
<b>To:</b> 'Chris Gast'<br>
<b>Cc:</b> users@admb-project.org<br>
<b>Subject:</b> Re: [ADMB Users] NLMM Model Selection</span><o:p></o:p></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Could this be calculated by modifying your code from<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Random_effects_vector<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">To<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Init_vector<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">And then running the model with the command line option –maxfn 0 and using the par file from the random effects model and the pin file<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">This would use the full joint likelihood without integrating over the random effects and evaluating it at the MLE of the fisxed effects and the empirical bayes
estimates of the random effect realizations.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Not sure why you would do this though.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Mark<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Mark Maunder <o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Head of the Stock Assessment Program
</span><span style="font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal" style="margin-bottom:12.0pt"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Inter-American Tropical Tuna Commission
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">President<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">ADMB Foundation<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">8604 La Jolla Shores Drive<br>
La Jolla, CA, 92037-1508, USA<br>
<br>
Tel: (858) 546-7027<br>
Fax: (858) 546-7133<br>
<a href="mailto:mmaunder@iattc.org">mmaunder@iattc.org</a><br>
</span><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:#1F497D"><a href="http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder">http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder</a></span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Visit the AD Model Builder project at<br>
<a href="http://admb-project.org/"><span style="color:#810081">http://admb-project.org/</span></a></span><span style="font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"> <o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">See the following website for information on fisheries stock assessment<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><a href="http://www.fisheriesstockassessment.com/">http://www.fisheriesstockassessment.com/</a><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Arial","sans-serif";color:#1F497D"> </span><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> Chris Gast [mailto:cmgast@gmail.com]
<br>
<b>Sent:</b> Tuesday, February 22, 2011 3:25 PM<br>
<b>To:</b> Mark Maunder<br>
<b>Cc:</b> users@admb-project.org<br>
<b>Subject:</b> Re: [ADMB Users] NLMM Model Selection<o:p></o:p></span></p>
</div>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Conditional on the values of the main effects. I'm working from a reference provided by Dr. Bolker: <br clear="all">
<o:p></o:p></p>
<div>
<p class="MsoNormal"><span class="apple-style-span"><span style="font-size:10.0pt;font-family:"Arial","sans-serif"">Greven, Sonja, and Thomas Kneib. 2010. On the Behaviour of Marginal</span></span><span style="font-size:10.0pt;font-family:"Arial","sans-serif""><br>
<span class="apple-style-span">and Conditional</span><br>
<span class="apple-style-span">Akaike Information Criteria in Linear Mixed</span><br>
<span class="apple-style-span">Models. Biometrika 97, no. 4: 773-789.</span><br>
<span class="apple-style-span"><a href="http://www.bepress.com/jhubiostat/paper202/" target="_blank"><span style="color:#1C51A8">http://www.bepress.com/jhubiostat/paper202/</span></a>.</span></span><o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<div>
<p class="MsoNormal"><span class="apple-style-span"><span style="font-family:"Arial","sans-serif"">where the marginal likelihood (for a LMM, not a GLMM or other nonlinear mixed model) is as discussed above, y~N(XB,V) (REs have been integrated over) and the
conditional likelihood (at its optimum) is evaluated at the MLEs and EB estimates of REs, y | b ~ B*XB + Zb, I*sigma^2) where the b's are the REs.</span></span><o:p></o:p></p>
</div>
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<p class="MsoNormal"><o:p> </o:p></p>
</div>
<div>
<p class="MsoNormal"><span class="apple-style-span"><span style="font-family:"Arial","sans-serif"">So ADMB works with the marginal likelihood, and the optimum value is provided in the .par file. However, it would be nice (at least at this, the exploratory
model-selection phase of my work) to also have the conditional likelihood value, which would be obtained (I believe) by plugging the RE estimates and MLEs back into the likelihood function and evaluating. This isn't done automatically by ADMB, but (I think)
could be done by changing the .par file to a .pin file, and re-evaluating the model and outputting the first objective function value. I haven't tested this idea yet, though. I'll probably play with it a bit with a GLMM for which I can compare AIC values
with other software to try and understand what precisely each is doing.</span></span><o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal"><span class="apple-style-span"><span style="font-family:"Arial","sans-serif"">Chris</span></span><o:p></o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal" style="margin-bottom:12.0pt"><span style="font-family:"Arial","sans-serif""><br>
</span>-----------------------------<br>
Chris Gast<br>
<a href="mailto:cmgast@gmail.com" target="_blank">cmgast@gmail.com</a><o:p></o:p></p>
<div>
<p class="MsoNormal">On Tue, Feb 22, 2011 at 9:30 AM, Mark Maunder <<a href="mailto:mmaunder@iattc.org" target="_blank">mmaunder@iattc.org</a>> wrote:<o:p></o:p></p>
<p class="MsoNormal">Conditional on what?<br>
<br>
<br>
<br>
Mark Maunder<br>
<br>
Head of the Stock Assessment Program<br>
Inter-American Tropical Tuna Commission<br>
<br>
President<br>
ADMB Foundation<br>
<br>
8604 La Jolla Shores Drive<br>
La Jolla, CA, 92037-1508, USA<br>
<br>
Tel: (858) 546-7027<br>
Fax: (858) 546-7133<br>
<a href="mailto:mmaunder@iattc.org" target="_blank">mmaunder@iattc.org</a><br>
<a href="http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder" target="_blank">http://www.fisheriesstockassessment.com/TikiWiki/tiki-index.php?page=Mark+Maunder</a><br>
<br>
Visit the AD Model Builder project at<br>
<a href="http://admb-project.org/" target="_blank">http://admb-project.org/</a><br>
<br>
See the following website for information on fisheries stock assessment<br>
<a href="http://www.fisheriesstockassessment.com/" target="_blank">http://www.fisheriesstockassessment.com/</a><o:p></o:p></p>
<div>
<div>
<p class="MsoNormal"><br>
<br>
-----Original Message-----<br>
From: <a href="mailto:users-bounces@admb-project.org" target="_blank">users-bounces@admb-project.org</a> [mailto:<a href="mailto:users-bounces@admb-project.org" target="_blank">users-bounces@admb-project.org</a>] On Behalf Of H. Skaug<br>
Sent: Tuesday, February 22, 2011 8:19 AM<br>
To: Chris Gast<br>
Cc: <a href="mailto:users@admb-project.org" target="_blank">users@admb-project.org</a><br>
Subject: Re: [ADMB Users] NLMM Model Selection<br>
<br>
On Tue, Feb 22, 2011 at 5:10 PM, Chris Gast <<a href="mailto:cmgast@gmail.com" target="_blank">cmgast@gmail.com</a>> wrote:<br>
> I'm sorry, I must be getting confused. My message from yesterday (question<br>
> 1) asked if the objective function value in the .par file was the<br>
> post-integration marginal likelihood, to which you responded in the<br>
> negative, but now it seems as if you're saying what I had originally<br>
> postulated is true. Maybe it's just a terminology difference. It is my<br>
> understanding that the .par file contains the optimum loglikelihood value<br>
> obtained, where the loglikelihood value is marginalized over the random<br>
> effects. Perhaps there is some miscommunication? I think we're talking<br>
> about the same thing.<br>
<br>
Yes, we are. I misunderstood your original question.<br>
<br>
> Since the marginal likelihood is available in the .par file, is there a way<br>
> to output the conditional likelihood following optimization?<br>
<br>
No, not any direct way that I am aware of. It is possible that this<br>
is what you get before the random effects kick in (assuming those<br>
active in phase 2 or later).<br>
<br>
hans<o:p></o:p></p>
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<p class="MsoNormal">_______________________________________________<br>
Users mailing list<br>
<a href="mailto:Users@admb-project.org" target="_blank">Users@admb-project.org</a><br>
<a href="http://lists.admb-project.org/mailman/listinfo/users" target="_blank">http://lists.admb-project.org/mailman/listinfo/users</a><o:p></o:p></p>
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