[R] comparison of two logistic regression models
Dear list members! Could you help me? I would like to compare two models: a) logistic regression model, 3 factors as independents b) logistic regression model, 3 factors and one random effect as independents (function glmmPQL). AIC are not available with PQL and model comparison using ANOVA is not possible. What should I do? Thanks in advance. Anna-Maria __ R-help@stat.math.ethz.ch mailing list 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.
Re: [R] comparison of two logistic regression models
You could use lmer in the lme4 package to fit the logistic regression with random effect as it does report the AIC. On 07/06/07, Anna-Maria Tyriseva [EMAIL PROTECTED] wrote: Dear list members! Could you help me? I would like to compare two models: a) logistic regression model, 3 factors as independents b) logistic regression model, 3 factors and one random effect as independents (function glmmPQL). AIC are not available with PQL and model comparison using ANOVA is not possible. What should I do? Thanks in advance. Anna-Maria __ R-help@stat.math.ethz.ch mailing list 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. -- = David Barron Said Business School University of Oxford Park End Street Oxford OX1 1HP __ R-help@stat.math.ethz.ch mailing list 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.
Re: [R] comparison of two logistic regression models
On Thu, 7 Jun 2007, David Barron wrote: You could use lmer in the lme4 package to fit the logistic regression with random effect as it does report the AIC. Indeed you could (lmer reports _an approximation_ to the AIC), but AIC comparison between these two models is not valid as whereas they are tested, the smaller model is on the boundary of the parameter space for the larger one, and that violates one of the assumptions in the derivation of AIC. From simulation studies I have heard seminar talks about, it makes a large practical difference as well. Withou knowing why Anna-Maria wants to 'compare two models', I could not begin to offer advice. Generally one should test how well each does the task to hand, whatever that is. On 07/06/07, Anna-Maria Tyriseva [EMAIL PROTECTED] wrote: Dear list members! Could you help me? I would like to compare two models: a) logistic regression model, 3 factors as independents b) logistic regression model, 3 factors and one random effect as independents (function glmmPQL). AIC are not available with PQL and model comparison using ANOVA is not possible. What should I do? Thanks in advance. Anna-Maria -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UKFax: +44 1865 272595 __ R-help@stat.math.ethz.ch mailing list 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.
