[ADMB Users] NLMM Model Selection

[H. Skaug]

Hi,

>
> 1) Is it correct to say that the objective function value returned in the
> .par value of a RE model is the approximation to the marginal likelihood,
> post-integration?

No

> 2a) Is it correct to obtain the conditional likelihood value by
> re-evaluating the likelihood function at the MLEs (for fixed parameters) and
> empirical Bayes estimates of REs?

Yes, if I read you right.

> 2b) If 2a is true, can this value be obtained in a single ADMB model-fit, or
> do I need to first fit the model, then re-run the model using the optimum
> values from the previous run and output an initial likelihood value to get
> the conditional likelihood?

Single run. The .par file contains MLEs of fixed effects and empirical bayes
estimtes of random effects. The MLEs are approximates, but that does
not concern you conceptual disucssion.

Hans