Two normals will **always** be a better fit than one, as the latter must be a subset of the former (with identical parameters for both normals).
Cheers, Bert Bert Gunter "Data is not information. Information is not knowledge. And knowledge is certainly not wisdom." -- Clifford Stoll On Tue, Sep 22, 2015 at 1:21 PM, John Sorkin <jsor...@grecc.umaryland.edu> wrote: > I have data that may be the mixture of two normal distributions (one > contained within the other) vs. a single normal. > I used normalmixEM to get estimates of parameters assuming two normals: > > > GLUT <- scale(na.omit(data[,"FCW_glut"])) > GLUT > mixmdl = normalmixEM(GLUT,k=1,arbmean=TRUE) > summary(mixmdl) > plot(mixmdl,which=2) > lines(density(data[,"GLUT"]), lty=2, lwd=2) > > > > > > summary of normalmixEM object: > comp 1 comp 2 > lambda 0.7035179 0.296482 > mu -0.0592302 0.140545 > sigma 1.1271620 0.536076 > loglik at estimate: -110.8037 > > > > I would like to see if the two normal distributions are a better fit that one > normal. I have two problems > (1) normalmixEM does not seem to what to fit a single normal (even if I > address the error message produced): > > >> mixmdl = normalmixEM(GLUT,k=1) > Error in normalmix.init(x = x, lambda = lambda, mu = mu, s = sigma, k = k, : > arbmean and arbvar cannot both be FALSE >> mixmdl = normalmixEM(GLUT,k=1,arbmean=TRUE) > Error in normalmix.init(x = x, lambda = lambda, mu = mu, s = sigma, k = k, : > arbmean and arbvar cannot both be FALSE > > > > (2) Even if I had the loglik from a single normal, I am not sure how many DFs > to use when computing the -2LL ratio test. > > > Any suggestions for comparing the two-normal vs. one normal distribution > would be appreciated. > > > Thanks > John > > > > > > > > > > John David Sorkin M.D., Ph.D. > Professor of Medicine > Chief, Biostatistics and Informatics > University of Maryland School of Medicine Division of Gerontology and > Geriatric Medicine > Baltimore VA Medical Center > 10 North Greene Street > GRECC (BT/18/GR) > Baltimore, MD 21201-1524 > (Phone) 410-605-7119 > (Fax) 410-605-7913 (Please call phone number above prior to faxing) > > > Confidentiality Statement: > This email message, including any attachments, is for ...{{dropped:12}} ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.