[ADMB Users] NLMM Model Selection

[H. Skaug]

On Tue, Feb 22, 2011 at 5:10 PM, Chris Gast <cmgast at gmail.com> wrote:
> I'm sorry, I must be getting confused.  My message from yesterday (question
> 1) asked if the objective function value in the .par file was the
> post-integration marginal likelihood, to which you responded in the
> negative, but now it seems as if you're saying what I had originally
> postulated is true. Maybe it's just a terminology difference.  It is my
> understanding that the .par file contains the optimum loglikelihood value
> obtained, where the loglikelihood value is marginalized over the random
> effects.  Perhaps there is some miscommunication?  I think we're talking
> about the same thing.

Yes, we are. I misunderstood your original question.

> Since the marginal likelihood is available in the .par file, is there a way
> to output the conditional likelihood following optimization?

No, not any direct way that I am aware of. It is possible that this
is what you get before the random effects kick in (assuming those
active in phase 2 or later).

hans