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Re: st: AIC for Mixed-Effects Models


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AIC for Mixed-Effects Models
Date   Thu, 04 Nov 2010 14:55:46 -0400

Chris,
 If you are using empirical Bayesian BLUPs, would BIC not be better
than AIC to use for mixed models.
  -   Robert


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Chris Johnson <johnsoch@unbc.ca>
Date: Thursday, November 4, 2010 2:45 pm
Subject: Re: st: AIC for Mixed-Effects Models
To: statalist@hsphsun2.harvard.edu
Cc: Stas Kolenikov <skolenik@gmail.com>


> I am following-up on the request for references to the two cited 
> papers 
> in my last post.
> 
> Liang et al. 2008. A note on conditional AIC for linear mixed-effects 
> 
> models. Biometrika 95:773-778. (see 
> http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2572765/)
> Vaida F, Blanchard S. Conditional Akaike information for mixed-effects 
> 
> models. Biometrika. 2005;92:351–70.
> 
> On 11/3/2010 8:22 AM, Stas Kolenikov wrote:
> > On Tue, Nov 2, 2010 at 10:55 PM, Chris Johnson<johnsoch@unbc.ca>  wrote:
> >> I am using GLLAMM to fit a relatively simple mixed effects model 
> with a
> >> random intercept for individual (gllamm tracks2 sex distperday2, i(otterid)
> >> link(logit) family(bin) robust adapt).  I want to use a model selection
> >> strategy based on AIC, but I am struggling with the calculation of 
> p as
> >> presented in Vaida and Blanchard (2005) or more recent papers 
> (e.g., Liang
> >> et al. 2008).  I am hoping for guidance on the calculation or a do 
> file to
> >> automate the process.
> > Give the full references please.
> >
> 
> -- 
> Chris Johnson
> Associate Professor
> Ecosystem Science and Management Program
> University of Northern British Columbia
> Prince George, BC
> V2N 4Z9
> ------------------------------------------------
> Phone: 250-960-5357
> Email: johnsoch@unbc.ca
> http://web.unbc.ca/~johnsoch/
> 
> 
> 
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