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<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial>Reporting this number is probably easy, but where should
it go?</FONT></SPAN></DIV>
<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial>There are probably other things that we want to
report,</FONT></SPAN></DIV>
<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial>and I suggest a sesson on this at the June
meeting.</FONT></SPAN></DIV>
<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial></FONT></SPAN> </DIV>
<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial>Hans</FONT></SPAN></DIV>
<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial></FONT></SPAN> </DIV>
<DIV dir=ltr align=left><SPAN class=078545805-23022011><FONT color=#0000ff
size=2 face=Arial></FONT></SPAN> </DIV><BR>
<DIV dir=ltr lang=en-us class=OutlookMessageHeader align=left>
<HR tabIndex=-1>
<FONT size=2 face=Tahoma><B>From:</B> developers-bounces@admb-project.org
[mailto:developers-bounces@admb-project.org] <B>On Behalf Of </B>Mark
Maunder<BR><B>Sent:</B> Wednesday, February 23, 2011 6:46 AM<BR><B>To:</B>
developers@admb-project.org<BR><B>Subject:</B> [Developers] FW: [ADMB Users]
NLMM Model Selection<BR></FONT><BR></DIV>
<DIV></DIV>
<DIV class=WordSection1>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Can
we put this on a to do list?<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<DIV>
<DIV
style="BORDER-BOTTOM: medium none; BORDER-LEFT: medium none; PADDING-BOTTOM: 0in; PADDING-LEFT: 0in; PADDING-RIGHT: 0in; BORDER-TOP: #b5c4df 1pt solid; BORDER-RIGHT: medium none; PADDING-TOP: 3pt">
<P class=MsoNormal><B><SPAN
style="FONT-FAMILY: 'Tahoma','sans-serif'; FONT-SIZE: 10pt">From:</SPAN></B><SPAN
style="FONT-FAMILY: 'Tahoma','sans-serif'; FONT-SIZE: 10pt"> 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-FAMILY: 'Arial','sans-serif'; COLOR: blue; FONT-SIZE: 10pt">This is
the way I would do it. </SPAN><o:p></o:p></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: blue; FONT-SIZE: 10pt">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-FAMILY: 'Arial','sans-serif'; COLOR: blue; FONT-SIZE: 10pt">Hans</SPAN><o:p></o:p></P>
<P class=MsoNormal><o:p> </o:p></P>
<DIV style="TEXT-ALIGN: center" class=MsoNormal align=center>
<HR align=center SIZE=2 width="100%">
</DIV>
<P style="MARGIN-BOTTOM: 12pt" class=MsoNormal><B><SPAN
style="FONT-FAMILY: 'Tahoma','sans-serif'; FONT-SIZE: 10pt">From:</SPAN></B><SPAN
style="FONT-FAMILY: 'Tahoma','sans-serif'; FONT-SIZE: 10pt">
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-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Could
this be calculated by modifying your code from<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Random_effects_vector<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">To<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Init_vector<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">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-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">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-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Not
sure why you would do this though.<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Mark<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Mark
Maunder
<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Head
of the Stock Assessment
Program
</SPAN><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d"><o:p></o:p></SPAN></P>
<P style="MARGIN-BOTTOM: 12pt" class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">Inter-American
Tropical Tuna
Commission
<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">President<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">ADMB
Foundation<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">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-FAMILY: 'Arial','sans-serif'; COLOR: #1f497d; FONT-SIZE: 10pt"><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-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">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-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"> <o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt">See
the following website for information on fisheries stock
assessment<o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><A
href="http://www.fisheriesstockassessment.com/">http://www.fisheriesstockassessment.com/</A><o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Arial','sans-serif'; COLOR: #1f497d; FONT-SIZE: 10pt"> </SPAN><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p></o:p></SPAN></P>
<P class=MsoNormal><SPAN
style="FONT-FAMILY: 'Calibri','sans-serif'; COLOR: #1f497d; FONT-SIZE: 11pt"><o:p> </o:p></SPAN></P>
<DIV
style="BORDER-BOTTOM: medium none; BORDER-LEFT: medium none; PADDING-BOTTOM: 0in; PADDING-LEFT: 0in; PADDING-RIGHT: 0in; BORDER-TOP: #b5c4df 1pt solid; BORDER-RIGHT: medium none; PADDING-TOP: 3pt">
<P class=MsoNormal><B><SPAN
style="FONT-FAMILY: 'Tahoma','sans-serif'; FONT-SIZE: 10pt">From:</SPAN></B><SPAN
style="FONT-FAMILY: 'Tahoma','sans-serif'; FONT-SIZE: 10pt"> 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-FAMILY: 'Arial','sans-serif'; FONT-SIZE: 10pt">Greven, Sonja, and
Thomas Kneib. 2010. On the Behaviour of Marginal</SPAN></SPAN><SPAN
style="FONT-FAMILY: 'Arial','sans-serif'; FONT-SIZE: 10pt"><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></DIV>
<DIV>
<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'">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>
<DIV>
<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></DIV>
<DIV>
<P class=MsoNormal><o:p> </o:p></P></DIV>
<DIV>
<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'">Chris</SPAN></SPAN><o:p></o:p></P></DIV>
<DIV>
<P class=MsoNormal><o:p> </o:p></P></DIV>
<DIV>
<P class=MsoNormal><o:p> </o:p></P></DIV>
<DIV>
<P style="MARGIN-BOTTOM: 12pt" class=MsoNormal><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></DIV></DIV>
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