[ADMB Users] NLMM Model Selection

[Chris Gast]

Thank you, Hans.

Do you know of a way to output the optimum marginal likelihood from ADMB, or
is this available only internally?

-----------------------------
Chris Gast
cmgast at gmail.com


On Tue, Feb 22, 2011 at 1:13 AM, H. Skaug <hskaug at gmail.com> wrote:

> 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
>
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