[ADMB Users] Getting the likelihood from a Random Effects model

Ben Bolker bolker at ufl.edu
Wed Oct 28 13:45:16 PDT 2009

H. Skaug wrote:
> Hi Mark,
> The .par file reports the (negative-log) integrated likelihood which should be
> used with a likelihood ratio test or the AIC criterion. I use the former
> for nested models and the latter for un-nested models.

   Presumably AIC criterion also depends somewhat on the "level of
focus", i.e. whether you are interested in population- or
individual-level prediction (e.g. see Vaida and Blanchard 2005): does
AMDB-RE quantify "trace of the hat matrix" or equivalent?

> Model validation: standard diagnostic tools apply. In addition, the
> estimated random effects
> (in .par). If they are assumed Gaussian a histogram
> or Kolmogorv-Smirnov test can be used. There are some problems with this.
> No concensus in the literature, as faras I can see.

  How about a Q-Q plot?

> I agree that this should be in the user manual.
> Regards,
> Hans
> On Wed, Oct 28, 2009 at 12:43 AM, Mark Payne <mpa at aqua.dtu.dk> wrote:
>> Dear ADMBers,
>> It's possible I'm asking a stupid question. But here goes anyway.
>> As I've mentioned earlier this week, I am doing some random effects
>> modelling. There are a few different ways that one can set the model in
>> question up and I would like to use a likelihood ratio test to compare,
>> for example, two slightly different model configurations. However, as I
>> understand things, to do this properly I would need to get the actual
>> likelihood value value out of ADMB, which is calculated internally by
>> integrating out the random effects using the laplace approximation. Is
>> it possible to do this? I couldn't find anything in the ADMB-RE
>> manual... And perhaps more importantly, is this a sensible thing to be
>> doing... ;-)
>> On a similar vain, if anyone has any good suggestions about how to
>> validate such a model and show that it does a good job of representing
>> the data (other than just eye-balling it), I'd love to hear your ideas!
>> Cheers,
>> Mark
>> _______________________________________________
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>> Users at admb-project.org
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Ben Bolker
Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc

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