| Title: | Conditional Akaike Information Criterion for 'lme4' and 'nlme' |
|---|---|
| Description: | Provides functions for the estimation of the conditional Akaike information in generalized mixed-effect models fitted with (g)lmer() from 'lme4', lme() from 'nlme' and gamm() from 'mgcv'. For a manual on how to use 'cAIC4', see Saefken et al. (2021) <doi:10.18637/jss.v099.i08>. |
| Authors: | Benjamin Saefken, David Ruegamer, Philipp Baumann and Rene-Marcel Kruse, with contributions from Sonja Greven and Thomas Kneib |
| Maintainer: | David Ruegamer <[email protected]> |
| License: | GPL (>= 2) |
| Version: | 1.0 |
| Built: | 2024-11-20 06:47:00 UTC |
| Source: | CRAN |
Provides functions for the estimation of the conditional Akaike information in generalized mixed-effect models fitted with (g)lmer() from 'lme4', lme() from 'nlme' and gamm() from 'mgcv'. For a manual on how to use 'cAIC4', see Saefken et al. (2021) <doi:10.18637/jss.v099.i08>.
The DESCRIPTION file:
| Package: | cAIC4 |
| Type: | Package |
| Title: | Conditional Akaike Information Criterion for 'lme4' and 'nlme' |
| Version: | 1.0 |
| Date: | 2021-09-22 |
| Author: | Benjamin Saefken, David Ruegamer, Philipp Baumann and Rene-Marcel Kruse, with contributions from Sonja Greven and Thomas Kneib |
| Maintainer: | David Ruegamer <[email protected]> |
| Depends: | lme4(>= 1.1-6), methods, Matrix, stats4, nlme |
| Imports: | RLRsim, mgcv, mvtnorm |
| Suggests: | gamm4 |
| Description: | Provides functions for the estimation of the conditional Akaike information in generalized mixed-effect models fitted with (g)lmer() from 'lme4', lme() from 'nlme' and gamm() from 'mgcv'. For a manual on how to use 'cAIC4', see Saefken et al. (2021) <doi:10.18637/jss.v099.i08>. |
| License: | GPL (>= 2) |
| Packaged: | 2021-09-22 09:54:18 UTC; david |
| NeedsCompilation: | no |
| Date/Publication: | 2021-09-22 10:10:16 UTC |
| RoxygenNote: | 7.1.1 |
| Repository: | CRAN |
| Config/pak/sysreqs: | cmake make |
Index of help topics:
Zambia Subset of the Zambia data set on childhood
malnutrition
anocAIC Comparison of several lmer objects via cAIC
cAIC Conditional Akaike Information for 'lme4' and
'lme'
cAIC4-package Conditional Akaike Information Criterion for
'lme4' and 'nlme'
deleteZeroComponents Delete random effect terms with zero variance
getWeights Optimize weights for model averaging.
getcondLL Function to calculate the conditional
log-likelihood
guWahbaData Data from Gu and Wahba (1991)
modelAvg Model Averaging for Linear Mixed Models
predictMA Prediction of model averaged linear mixed
models
print.cAIC Print method for cAIC
stepcAIC Function to stepwise select the (generalized)
linear mixed model fitted via (g)lmer() or
(generalized) additive (mixed) model fitted via
gamm4() with the smallest cAIC.
summaryMA Summary of model averaged linear mixed models
Benjamin Saefken, David Ruegamer, Philipp Baumann and Rene-Marcel Kruse, with contributions from Sonja Greven and Thomas Kneib
Maintainer: David Ruegamer <[email protected]>
Saefken, B., Kneib T., van Waveren C.-S. and Greven, S. (2014) A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models. Electronic Journal Statistics Vol. 8, 201-225.
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
Efron , B. (2004) The estimation of prediction error. J. Amer. Statist. Ass. 99(467), 619-632.
b <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) cAIC(b)b <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) cAIC(b)
Takes one or more lmer-objects and produces a table
to the console.
anocAIC(object, ..., digits = 2)anocAIC(object, ..., digits = 2)
object |
a fitted |
... |
additional objects of the same type |
digits |
number of digits to print |
a table comparing the cAIC relevant information of all models
cAIC for the model fit.
Estimates the conditional Akaike information for models that were fitted in
'lme4' or with 'lme'. Currently all distributions are supported for 'lme4' models,
based on parametric conditional bootstrap.
For the Gaussian distribution (from a lmer or lme
call) and the Poisson distribution analytical estimators for the degrees of
freedom are available, based on Stein type formulas. Also the conditional
Akaike information for generalized additive models based on a fit via the
'gamm4' or gamm calls from the 'mgcv' package can be estimated.
A hands-on tutorial for the package can be found at https://arxiv.org/abs/1803.05664.
cAIC(object, method = NULL, B = NULL, sigma.penalty = 1, analytic = TRUE)cAIC(object, method = NULL, B = NULL, sigma.penalty = 1, analytic = TRUE)
object |
An object of class merMod either fitted by
|
method |
Either |
B |
Number of Bootstrap replications. The default is |
sigma.penalty |
An integer value for additional penalization in the analytic
Gaussian calculation to account for estimated variance components in the residual (co-)variance.
Per default |
analytic |
FALSE if the numeric hessian of the (restricted) marginal log-likelihood from the lmer optimization procedure should be used. Otherwise (default) TRUE, i.e. use a analytical version that has to be computed. Only used for the analytical version of Gaussian responses. |
For method = "steinian" and an object of class merMod computed
the analytic representation of the corrected conditional AIC in Greven and
Kneib (2010). This is based on a the Stein formula and uses implicit
differentiation to calculate the derivative of the random effects covariance
parameters w.r.t. the data. The code is adapted form the one provided in
the supplementary material of the paper by Greven and Kneib (2010). The
supplied merMod model needs to be checked if a random
effects covariance parameter has an optimum on the boundary, i.e. is zero.
And if so the model needs to be refitted with the according random effect
terms omitted. This is also done by the function and the refitted model is
also returned. Notice that the boundary.tol argument in
lmerControl has an impact on whether a parameter is
estimated to lie on the boundary of the parameter space. For estimated error
variance the degrees of freedom are increased by one per default.
sigma.penalty can be set manually for merMod models
if no (0) or more than one variance component (>1) has been estimated. For
lme objects this value is automatically defined.
If the object is of class merMod and has family =
"poisson" there is also an analytic representation of the conditional AIC
based on the Chen-Stein formula, see for instance Saefken et. al (2014). For
the calculation the model needs to be refitted for each observed response
variable minus the number of response variables that are exactly zero. The
calculation therefore takes longer then for models with Gaussian responses.
Due to the speed and stability of 'lme4' this is still possible, also for
larger datasets.
If the model has Bernoulli distributed responses and method =
"steinian", cAIC calculates the degrees of freedom based on a
proposed estimator by Efron (2004). This estimator is asymptotically
unbiased if the estimated conditional mean is consistent. The calculation
needs as many model refits as there are data points.
Another more general method for the estimation of the degrees of freedom is the conditional bootstrap. This is proposed in Efron (2004). For the B boostrap samples the degrees of freedom are estimated by
where is the
i-th element of the estimated natural parameter.
For models with no random effects, i.e. (g)lms, the cAIC
function returns the AIC of the model with scale parameter estimated by REML.
A cAIC object, which is a list consisting of:
1. the conditional log likelihood, i.e. the log likelihood with the random
effects as penalized parameters; 2. the estimated degrees of freedom;
3. a list element that is either NULL
if no new model was fitted otherwise the new (reduced) model, see details;
4. a boolean variable indicating whether a new model was fitted or not; 5.
the estimator of the conditional Akaike information, i.e. minus twice the
log likelihood plus twice the degrees of freedom.
Currently the cAIC can only be estimated for
family equal to "gaussian", "poisson" and
"binomial". Neither negative binomial nor gamma distributed responses
are available.
Weighted Gaussian models are not yet implemented.
Benjamin Saefken, David Ruegamer
Saefken, B., Ruegamer, D., Kneib, T. and Greven, S. (2021): Conditional Model Selection in Mixed-Effects Models with cAIC4. <doi:10.18637/jss.v099.i08>
Saefken, B., Kneib T., van Waveren C.-S. and Greven, S. (2014) A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models. Electronic Journal Statistics Vol. 8, 201-225.
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
Efron , B. (2004) The estimation of prediction error. J. Amer. Statist. Ass. 99(467), 619-632.
### Three application examples b <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) cAIC(b) b2 <- lmer(Reaction ~ (1 | Days) + (1 | Subject), sleepstudy) cAIC(b2) b2ML <- lmer(Reaction ~ (1 + Days | Subject), sleepstudy, REML = FALSE) cAIC(b2ML) ### Demonstration of boundary case ## Not run: set.seed(2017-1-1) n <- 50 beta <- 2 x <- rnorm(n) eta <- x*beta id <- gl(5,10) epsvar <- 1 data <- data.frame(x = x, id = id) y_wo_bi <- eta + rnorm(n, 0, sd = epsvar) # use a very small RE variance ranvar <- 0.05 nrExperiments <- 100 sim <- sapply(1:nrExperiments, function(j){ b_i <- scale(rnorm(5, 0, ranvar), scale = FALSE) y <- y_wo_bi + model.matrix(~ -1 + id) %*% b_i data$y <- y mixedmod <- lmer(y ~ x + (1 | id), data = data) linmod <- lm(y ~ x, data = data) c(cAIC(mixedmod)$caic, cAIC(linmod)$caic) }) rownames(sim) <- c("mixed model", "linear model") boxplot(t(sim)) ## End(Not run)### Three application examples b <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) cAIC(b) b2 <- lmer(Reaction ~ (1 | Days) + (1 | Subject), sleepstudy) cAIC(b2) b2ML <- lmer(Reaction ~ (1 + Days | Subject), sleepstudy, REML = FALSE) cAIC(b2ML) ### Demonstration of boundary case ## Not run: set.seed(2017-1-1) n <- 50 beta <- 2 x <- rnorm(n) eta <- x*beta id <- gl(5,10) epsvar <- 1 data <- data.frame(x = x, id = id) y_wo_bi <- eta + rnorm(n, 0, sd = epsvar) # use a very small RE variance ranvar <- 0.05 nrExperiments <- 100 sim <- sapply(1:nrExperiments, function(j){ b_i <- scale(rnorm(5, 0, ranvar), scale = FALSE) y <- y_wo_bi + model.matrix(~ -1 + id) %*% b_i data$y <- y mixedmod <- lmer(y ~ x + (1 | id), data = data) linmod <- lm(y ~ x, data = data) c(cAIC(mixedmod)$caic, cAIC(linmod)$caic) }) rownames(sim) <- c("mixed model", "linear model") boxplot(t(sim)) ## End(Not run)
Is used in the cAIC function if method = "steinian" and
family = "gaussian". The function deletes all random effects terms
from the call if corresponding variance parameter is estimated to zero and
updates the model in merMod.
deleteZeroComponents(m) ## S3 method for class 'lme' deleteZeroComponents(m) ## S3 method for class 'merMod' deleteZeroComponents(m)deleteZeroComponents(m) ## S3 method for class 'lme' deleteZeroComponents(m) ## S3 method for class 'merMod' deleteZeroComponents(m)
m |
An object of class |
For merMod class models:
Uses the cnms slot of m and the relative covariance factors to
rewrite the random effects part of the formula, reduced by those parameters
that have an optimum on the boundary. This is necessary to obtain the true
conditional corrected Akaike information. For the theoretical justification
see Greven and Kneib (2010). The reduced model formula is then updated. The
function deleteZeroComponents is then called iteratively to check if in the
updated model there are relative covariance factors parameters on the
boundary.
For lme class models:
...
An updated object of class merMod
or of class lme.
NULL
NULL
For models called via gamm4 or gamm
no automated update is available.
Instead a warning with terms to omit from the model is returned.
Benjamin Saefken \& David Ruegamer \& Philipp Baumann
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
## Currently no data with variance equal to zero... b <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) deleteZeroComponents(b)## Currently no data with variance equal to zero... b <- lmer(Reaction ~ Days + (Days | Subject), sleepstudy) deleteZeroComponents(b)
Function to calculate the conditional log-likelihood
getcondLL(object) ## S3 method for class 'lme' getcondLL(object) ## S3 method for class 'merMod' getcondLL(object)getcondLL(object) ## S3 method for class 'lme' getcondLL(object) ## S3 method for class 'merMod' getcondLL(object)
object |
An object of class |
conditional log-likelihood value
NULL
NULL
Function to determine optimal weights for model averaging based on a proposal by Zhang et al. ( 2014) to derive a weight choice criterion based on the conditional Akaike Information Criterion as proposed by Greven and Kneib (2010). The underlying optimization is a customized version of the Augmented Lagrangian Method.
getWeights(models)getWeights(models)
models |
An list object containing all considered candidate models fitted by
|
An object containing a vector of optimized weights, value of the minimized target function and the duration of the optimization process.
No weight-determination is currently possible for models called via gamm4.
Benjamin Saefken & Rene-Marcel Kruse
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
Zhang, X., Zou, G., & Liang, H. (2014). Model averaging and weight choice in linear mixed-effects models. Biometrika, 101(1), 205-218.
Nocedal, J., & Wright, S. (2006). Numerical optimization. Springer Science & Business Media.
data(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- getWeights(models = models) foodata(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- getWeights(models = models) foo
Data from Gu and Wahba (1991) which is used for demonstrative purposes to exemplarily fit a generalized additive mixed model.
Gu and Wahba (1991) Minimizing GCV/GML scores with multiple smoothing parameters via the Newton method. SIAM J. Sci. Statist. Comput. 12:383-398
Function to perform model averaging for linear mixed models based on the weight selection criterion as proposed by Zhang et al. (2014).
modelAvg(models, opt = TRUE)modelAvg(models, opt = TRUE)
models |
A list object containing all considered candidate models fitted by
|
opt |
logical. If TRUE (the default) the model averaging approach based on Zhang et al. is applied. If FALSE the underlying weights are calculated as smoothed weights as proposed by Buckland et al. (1997). |
An object containing the function calls of the underlying candidate models, the values of the model averaged fixed effects, the values of the model averaged random effects, the results of the weight optimization process, as well as a list of the candidate models themselves.
Benjamin Saefken & Rene-Marcel Kruse
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
Zhang, X., Zou, G., & Liang, H. (2014). Model averaging and weight choice in linear mixed-effects models. Biometrika, 101(1), 205-218.
data(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- modelAvg(models = models) foodata(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- modelAvg(models = models) foo
Function to perform prediction for model averaged linear mixed models based on the weight selection criterion as proposed by Zhang et al.(2014)
predictMA(object, new.data)predictMA(object, new.data)
object |
A object created by the model averaging function. |
new.data |
Object that contains the data on which the prediction is to be based on. |
An object that contains predictions calculated based on the given dataset and the assumed underlying model average.
Benjamin Saefken & Rene-Marcel Kruse
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
data(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- modelAvg(models = models) predictMA(foo, new.data = Orthodont)data(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- modelAvg(models = models) predictMA(foo, new.data = Orthodont)
Print method for cAIC
## S3 method for class 'cAIC' print(x, ..., digits = 2)## S3 method for class 'cAIC' print(x, ..., digits = 2)
x |
a cAIC object |
... |
further arguments passed to generic print function (not in use). |
digits |
number of digits to print |
The step function searches the space of possible models in a greedy manner, where the direction of the search is specified by the argument direction. If direction = "forward" / = "backward", the function adds / exludes random effects until the cAIC can't be improved further. In the case of forward-selection, either a new grouping structure, new slopes for the random effects or new covariates modeled nonparameterically must be supplied to the function call. If direction = "both", the greedy search is alternating between forward and backward steps, where the direction is changed after each step
stepcAIC( object, numberOfSavedModels = 1, groupCandidates = NULL, slopeCandidates = NULL, fixEfCandidates = NULL, numberOfPermissibleSlopes = 2, allowUseAcross = FALSE, allowCorrelationSel = FALSE, allowNoIntercept = FALSE, direction = "backward", trace = FALSE, steps = 50, keep = NULL, numCores = 1, data = NULL, returnResult = TRUE, calcNonOptimMod = TRUE, bsType = "tp", digits = 2, printValues = "caic", ... )stepcAIC( object, numberOfSavedModels = 1, groupCandidates = NULL, slopeCandidates = NULL, fixEfCandidates = NULL, numberOfPermissibleSlopes = 2, allowUseAcross = FALSE, allowCorrelationSel = FALSE, allowNoIntercept = FALSE, direction = "backward", trace = FALSE, steps = 50, keep = NULL, numCores = 1, data = NULL, returnResult = TRUE, calcNonOptimMod = TRUE, bsType = "tp", digits = 2, printValues = "caic", ... )
object |
object returned by |
numberOfSavedModels |
integer defining how many additional models to be saved
during the step procedure. If |
groupCandidates |
character vector containing names of possible grouping variables for
new random effects. Group nesting must be specified manually, i.e. by
listing up the string of the groups in the manner of lme4. For example
|
slopeCandidates |
character vector containing names of possible new random effects |
fixEfCandidates |
character vector containing names of possible (non-)linear fixed effects in the GAMM; NULL for the (g)lmer-use case |
numberOfPermissibleSlopes |
how much slopes are permissible for one grouping variable |
allowUseAcross |
allow slopes to be used in other grouping variables |
allowCorrelationSel |
logical; FALSE does not allow correlations of random effects to be (de-)selected (default) |
allowNoIntercept |
logical; FALSE does not allow random effects without random intercept |
direction |
character vector indicating the direction ("both","backward","forward") |
trace |
logical; should information be printed during the execution of stepcAIC? |
steps |
maximum number of steps to be considered |
keep |
list($fixed,$random) of formulae; which splines / fixed (fixed) or random effects (random) to be kept during selection; specified terms must be included in the original model |
numCores |
the number of cores to be used in calculations;
parallelization is done by using |
data |
data.frame supplying the data used in |
returnResult |
logical; whether to return the result (best model and corresponding cAIC) |
calcNonOptimMod |
logical; if FALSE, models which failed to converge are not considered for cAIC calculation |
bsType |
type of splines to be used in forward gamm4 steps |
digits |
number of digits used in printing the results |
printValues |
what values of |
... |
further options for cAIC call |
if returnResult is TRUE, a list with the best model finalModel,
additionalModels if numberOfSavedModels was specified and
the corresponding cAIC bestCAIC is returned.
Note that if trace is set to FALSE and returnResult
is also FALSE, the function call may not be meaningful
Note that the method can not handle mixed models with uncorrelated random effects and does NOT
reduce models to such, i.e., the model with (1 + s | g) is either reduced to
(1 | g) or (0 + s | g) but not to (1 + s || g).
David Ruegamer
(fm3 <- lmer(strength ~ 1 + (1|sample) + (1|batch), Pastes)) fm3_step <- stepcAIC(fm3, direction = "backward", trace = TRUE, data = Pastes) fm3_min <- lm(strength ~ 1, data=Pastes) fm3_min_step <- stepcAIC(fm3_min, groupCandidates = c("batch", "sample"), direction="forward", data=Pastes, trace=TRUE) fm3_min_step <- stepcAIC(fm3_min, groupCandidates = c("batch", "sample"), direction="both", data=Pastes, trace=TRUE) # try using a nested group effect which is actually not nested -> warning fm3_min_step <- stepcAIC(fm3_min, groupCandidates = c("batch", "sample", "batch/sample"), direction="both", data=Pastes, trace=TRUE) Pastes$time <- 1:dim(Pastes)[1] fm3_slope <- lmer(data=Pastes, strength ~ 1 + (1 + time | cask)) fm3_slope_step <- stepcAIC(fm3_slope,direction="backward", trace=TRUE, data=Pastes) fm3_min <- lm(strength ~ 1, data=Pastes) fm3_min_step <- stepcAIC(fm3_min,groupCandidates=c("batch","sample"), direction="forward", data=Pastes,trace=TRUE) fm3_inta <- lmer(strength ~ 1 + (1|sample:batch), data=Pastes) fm3_inta_step <- stepcAIC(fm3_inta,groupCandidates=c("batch","sample"), direction="forward", data=Pastes,trace=TRUE) fm3_min_step2 <- stepcAIC(fm3_min,groupCandidates=c("cask","batch","sample"), direction="forward", data=Pastes,trace=TRUE) fm3_min_step3 <- stepcAIC(fm3_min,groupCandidates=c("cask","batch","sample"), direction="both", data=Pastes,trace=TRUE) ## Not run: fm3_inta_step2 <- stepcAIC(fm3_inta,direction="backward", data=Pastes,trace=TRUE) ## End(Not run) ##### create own example na <- 20 nb <- 25 n <- 400 a <- sample(1:na,400,replace=TRUE) b <- factor(sample(1:nb,400,replace=TRUE)) x <- runif(n) y <- 2 + 3 * x + a*.02 + rnorm(n) * .4 a <- factor(a) c <- interaction(a,b) y <- y + as.numeric(as.character(c))*5 df <- data.frame(y=y,x=x,a=a,b=b,c=c) smallMod <- lm(y ~ x) ## Not run: # throw error stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, returnResult=FALSE) smallMod <- lm(y ~ x, data=df) # throw error stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, returnResult=FALSE) # get it all right mod <- stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, direction="forward", returnResult=TRUE) # make some more steps... stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, direction="both", returnResult=FALSE) mod1 <- lmer(y ~ x + (1|a), data=df) stepcAIC(mod1, groupCandidates=c("b","c"), data=df, trace=TRUE, direction="forward") stepcAIC(mod1, groupCandidates=c("b","c"), data=df, trace=TRUE, direction="both") mod2 <- lmer(y ~ x + (1|a) + (1|c), data=df) stepcAIC(mod2, data=df, trace=TRUE, direction="backward") mod3 <- lmer(y ~ x + (1|a) + (1|a:b), data=df) stepcAIC(mod3, data=df, trace=TRUE, direction="backward") ## End(Not run)(fm3 <- lmer(strength ~ 1 + (1|sample) + (1|batch), Pastes)) fm3_step <- stepcAIC(fm3, direction = "backward", trace = TRUE, data = Pastes) fm3_min <- lm(strength ~ 1, data=Pastes) fm3_min_step <- stepcAIC(fm3_min, groupCandidates = c("batch", "sample"), direction="forward", data=Pastes, trace=TRUE) fm3_min_step <- stepcAIC(fm3_min, groupCandidates = c("batch", "sample"), direction="both", data=Pastes, trace=TRUE) # try using a nested group effect which is actually not nested -> warning fm3_min_step <- stepcAIC(fm3_min, groupCandidates = c("batch", "sample", "batch/sample"), direction="both", data=Pastes, trace=TRUE) Pastes$time <- 1:dim(Pastes)[1] fm3_slope <- lmer(data=Pastes, strength ~ 1 + (1 + time | cask)) fm3_slope_step <- stepcAIC(fm3_slope,direction="backward", trace=TRUE, data=Pastes) fm3_min <- lm(strength ~ 1, data=Pastes) fm3_min_step <- stepcAIC(fm3_min,groupCandidates=c("batch","sample"), direction="forward", data=Pastes,trace=TRUE) fm3_inta <- lmer(strength ~ 1 + (1|sample:batch), data=Pastes) fm3_inta_step <- stepcAIC(fm3_inta,groupCandidates=c("batch","sample"), direction="forward", data=Pastes,trace=TRUE) fm3_min_step2 <- stepcAIC(fm3_min,groupCandidates=c("cask","batch","sample"), direction="forward", data=Pastes,trace=TRUE) fm3_min_step3 <- stepcAIC(fm3_min,groupCandidates=c("cask","batch","sample"), direction="both", data=Pastes,trace=TRUE) ## Not run: fm3_inta_step2 <- stepcAIC(fm3_inta,direction="backward", data=Pastes,trace=TRUE) ## End(Not run) ##### create own example na <- 20 nb <- 25 n <- 400 a <- sample(1:na,400,replace=TRUE) b <- factor(sample(1:nb,400,replace=TRUE)) x <- runif(n) y <- 2 + 3 * x + a*.02 + rnorm(n) * .4 a <- factor(a) c <- interaction(a,b) y <- y + as.numeric(as.character(c))*5 df <- data.frame(y=y,x=x,a=a,b=b,c=c) smallMod <- lm(y ~ x) ## Not run: # throw error stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, returnResult=FALSE) smallMod <- lm(y ~ x, data=df) # throw error stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, returnResult=FALSE) # get it all right mod <- stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, direction="forward", returnResult=TRUE) # make some more steps... stepcAIC(smallMod, groupCandidates=c("a","b","c"), data=df, trace=TRUE, direction="both", returnResult=FALSE) mod1 <- lmer(y ~ x + (1|a), data=df) stepcAIC(mod1, groupCandidates=c("b","c"), data=df, trace=TRUE, direction="forward") stepcAIC(mod1, groupCandidates=c("b","c"), data=df, trace=TRUE, direction="both") mod2 <- lmer(y ~ x + (1|a) + (1|c), data=df) stepcAIC(mod2, data=df, trace=TRUE, direction="backward") mod3 <- lmer(y ~ x + (1|a) + (1|a:b), data=df) stepcAIC(mod3, data=df, trace=TRUE, direction="backward") ## End(Not run)
summaryMA is a function used to produce result summaries of the model averaging approach.
summaryMA(object, randeff = FALSE)summaryMA(object, randeff = FALSE)
object |
A object created by the model averaging function. |
randeff |
logical. Indicator whether the model averaged random effects should also be part of the output. The default setting is FALSE. |
Outputs a summary of the model averaged random and fixed effects, as well as the calculated weights of the individual candidate models.
Benjamin Saefken & Rene-Marcel Kruse
Greven, S. and Kneib T. (2010) On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
data(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- modelAvg(models = models) summaryMA(foo)data(Orthodont, package = "nlme") models <- list( model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex, data = Orthodont), model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject), data = Orthodont), model3 <- lmer(formula = distance ~ age + (1 | Subject), data = Orthodont), model4 <- lmer(formula = distance ~ Sex + (1 | Subject), data = Orthodont)) foo <- modelAvg(models = models) summaryMA(foo)
Data analyzed by Kandala et al. (2001) which is used for demonstrative purposes to estimate linear mixed and additive models using a stepwise procedure on the basis of the cAIC. The full data set is available at https://www.uni-goettingen.de/de/551625.html.
Kandala, N. B., Lang, S., Klasen, S., Fahrmeir, L. (2001): Semiparametric Analysis of the Socio-Demographic and Spatial Determinants of Undernutrition in Two African Countries. Research in Official Statistics, 1, 81-100.