Hello all,

Apologies for leaving the replies to get cold for a week, but now I
finally have some time to respond.

On Thu, Jan 20, 2011 at 12:17 PM, Brian O'Meara <omeara.br...@gmail.com> wrote:
> I think considering model adequacy is something that would be useful to do
> and is not done much now. One general way to do this is to simulate under
> your chosen model and see if the real data "look" very different from the
> simulated data. For example, I might try a one rate vs. a two rate Brownian
> motion model and find the latter fits better. If the actual true model is an
> OU model with two very distinct peaks and strong selection, which is not in
> my model set, I'll find that my simulated data under the two rate Brownian
> model may look very different from my actual data, which will be fairly
> bimodal. Aha, my model is inadequate. [but then what -- keep adding new
> models, just report that your model is inadequate, ...?]

Certainly, data exploration is a step that cannot be skipped; I've
found that Ackerly's traitgrams work well for me for visualizing my
data, although I know some people who find them simply confusing
(particularly my traitgrams, as they have fossil taxa all over them).

> Of course, you need a method for evaluating how similar the data "look".
> There's been some work on this in models for tree inference using posterior
> predictive performance (work by Jonathan Bollback and Jeremy Brown come to
> mind) or using other approaches (some of Peter Waddell's work), but it
> hasn't really taken off yet. It'd be easy to implement such approaches in R
> for comparative methods given capabilities in ape, Geiger, and other
> packages.

I don't entirely follow, but I'll look in to the posterior predictive
performance work you mention. But wouldn't how 'similar the data look'
would all be a function of what we want to look at, would it not?

On Thu, Jan 20, 2011 at 12:27 PM,  <tgarl...@ucr.edu> wrote:
> One quick comment.  In many cases what you can do is also fit a model with no 
> independent variables.  It, too, will have a likelihood, and can be used as a 
> "baseline" to argue whether your "best" model is actually any good.  You 
> could then do a maximum likelihood ratio test of your best model versus your 
> baseline model.  If the baseline model does not have a significant lack of 
> fit by a LRT (e.g., P not < 0.05), then your best model arguably isn't of 
> much use.
>
> Cheers,
> Ted

That seems like a pretty good idea! How would we go about doing that
an example case, such as for a continuous trait on a phylogeny?

On Thu, Jan 20, 2011 at 2:00 PM, Nick Matzke <mat...@berkeley.edu> wrote:
> If one is interested in absolute goodness of fit, rather than model
> comparison (which model fits best, which might not be useful if you are
> worried that all your models are horrible), wouldn't cross-validation be a
> good technique? I.e. leave out one tip, calculate the model and the
> estimated node values from the rest, then put an estimate and uncertainty on
> the tip and see how often it matches the observed value.  Repeat for all
> observations...

Would jack-knifing data like that be appropriate for the continuous
trait analyses? That would seem to deal with whether we have enough
data to distinguish the models at hand (which is still important), but
not deal with whether any of the models we are considering are
appropriate.

On Thu, Jan 20, 2011 at 12:48 PM, Carl Boettiger <cboet...@gmail.com> wrote:
> Hi David, List,
>
> I think you make a good point.  After all, the goal isn't to match the
> pattern but to match the process.  If we just wanted to match the data we'd
> use the most complicated model we could make (or some machine learning
> pattern) and dispense with AIC.
>
> If a model has errors that are normally distributed from a path, than
> minimizing R^2 for the model is the same as maximizing likelihood, so I'm
> afraid I don't understand what is meant by not having a goodness-of-fit.
> Isn't likelihood a measure of fit?

It is; I partly made an error in what I said and also was quoting
others, who apparently did not appreciate the relationship between R2
and likelihood in their discussions with me.

> If we consider very stochastic models that have a large range of possible
> outcomes, no outcome is very likely, and we don't expect a good fit.  If we
> had replicates we might hope to compare the distributions of possible
> outcomes.
>
> I don't see getting around this with a simple test.  I think Brian's example
> is very instructive, it depends why we are trying to fit the model in the
> first place (to go back to Levins 1968).  If we want to learn about optima
> and strengths of selection, we won't learn anything by fitting a BM model to
> the data, as it has no parameters that represent these things.  However,
> Brian's two-rate BM fit will still test that the rates of diversification
> don't differ substantially between the peaks (or conversely, if one peak had
> very weak stablizing selection, this would be detected as a difference in
> Brownian rates between the clades)

More or less, that is what happened to Sidlauskaus (2006, 2008).

> If our goal wasn't to compare parameter values but to make predictions (for
> instance, estimate trait values missing taxa), then a purely goodness-of-fit
> approach might be better (and some machine learning algorithm could probably
> out-perform any of the simple mechanistic models).  I think it may be
> difficult to really answer David's question without an example of what
> hypothesis we are really after.  Perhaps I have missed something?

I personally tend to be interested in which pattern best describes
evolution in a trait I have measured for a clade. For example, is
thecal diameter in graptoloids best described by BM, OU or trend?
Which model fits best informs us about the types of factors that may
have been at work in the evolution of the trait (ala McShea and
Brandon, 2010). This is a typical sort of paleontological question,
generally asked in terms of what factors drive trends (Alroy, 1998).
Thus, it is of interest to me to know if none of the models I have
considered are adequate descriptions of the real processes.

Interesting responses, all! Thank you very much for this discussion!
-Dave

-- 
David Bapst
Dept of Geophysical Sciences
University of Chicago
5734 S. Ellis
Chicago, IL 60637
http://home.uchicago.edu/~dwbapst/

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