confset | R Documentation |
This function computes the confidence set on the best model given
the data and model set. confset
implements three different
methods proposed by Burnham and Anderson (2002).
confset(cand.set, modnames = NULL, second.ord = TRUE, nobs = NULL,
method = "raw", level = 0.95, delta = 6, c.hat = 1)
cand.set |
a list storing each of the models in the candidate model set. |
modnames |
a character vector of model names to facilitate the identification of
each model in the model selection table. If |
second.ord |
logical. If |
nobs |
this argument allows to specify a numeric value other than total sample
size to compute the AICc (i.e., |
method |
a character value, either as |
level |
the level of confidence (i.e., sum of model probabilities) used to
determine the confidence set on the best model when using the |
delta |
the delta (Q)AIC(c) value associated with the cutoff point to determine
the confidence set for the best model. Note that the argument is only
used when |
c.hat |
value of overdispersion parameter (i.e., variance inflation factor) such
as that obtained from |
The first and simplest (method = 'raw'
), relies on summing the
Akaike weights (i.e., model probabilities) of the ranked models until we
reach a given cutpoint (e.g., 0.95 for a 95 percent set).
The second method (method = 'ordinal'
) suggested is based on the
classification of the models on an ordinal scale based on the delta
(Q)AIC(c). The models are grouped in different classes based on their
weight of support as determined by the delta (Q)AIC(c) values:
substantial support (delta (Q)AIC(c) <= 2), some support (2 < delta
(Q)AIC(c) <= 7), little support (7 < delta (Q)AIC(c) <= 10), no support
(delta (Q)AIC(c) > 10).
The third method (method = 'ratio'
) is based on identifying the
ratios of model likelihoods (i.e., exp(-delta_(Q)AIC(c)/2) ) that exceed
a cutpoint, similar to the building of profile likelihood intervals. An
evidence ratio of each model relative to the top-ranked model is
computed and the ratios exceeding the cutpoint determine which models
are included in the confidence set. Note here that small cutoff points
are suggested (e.g., 0.125, 0.050). The cutoff point is linked to delta
(Q)AIC(c) by the following relationship: cutoff =
exp(-1*\delta_{(Q)AIC(c)}/2)
.
confset
returns an object of class confset
as a list with
the following components, depending on which method is used:
when method = 'raw'
:
method |
identifies the method of determining the confidence set on the best model. |
level |
the confidence level used to determine the confidence set on the best model. |
table |
a reduced table with the models included in the confidence set. |
when method = 'ordinal'
:
method |
identifies the method of determining the confidence set on the best model. |
substantial |
a reduced table with the models included in the confidence set for which delta (Q)AIC(c) <= 2. |
some |
a reduced table with the models included in the confidence set for which 2 < delta (Q)AIC(c) <= 7. |
little |
a reduced table with the models included in the confidence set for which 7 < delta (Q)AIC(c) <= 10. |
none |
a reduced table with the models included in the confidence set for which delta (Q)AIC(c) > 10. |
when method = 'ratio'
:
method |
identifies the method of determining the confidence set on the best model. |
cutoff |
the cutoff value for the ratios used to determine the confidence set on the best model. |
delta |
the delta (Q)AIC(c) used to compute the cutoff value for ratios to determine the confidence set on the best model. |
table |
a reduced table with the models included in the confidence set. |
Marc J. Mazerolle
Burnham, K. P., Anderson, D. R. (2002) Model Selection and Multimodel Inference: a practical information-theoretic approach. Second edition. Springer: New York.
Dail, D., Madsen, L. (2011) Models for estimating abundance from repeated counts of an open population. Biometrics 67, 577–587.
MacKenzie, D. I., Nichols, J. D., Lachman, G. B., Droege, S., Royle, J. A., Langtimm, C. A. (2002) Estimating site occupancy rates when detection probabilities are less than one. Ecology 83, 2248–2255.
MacKenzie, D. I., Nichols, J. D., Hines, J. E., Knutson, M. G., Franklin, A. B. (2003) Estimating site occupancy, colonization, and local extinction when a species is detected imperfectly. Ecology 84, 2200–2207.
Royle, J. A. (2004) N-mixture models for estimating population size from spatially replicated counts. Biometrics 60, 108–115.
AICc
, aictab
, c_hat
,
evidence
, importance
, modavg
,
modavgShrink
, modavgPred
##anuran larvae example from Mazerolle (2006)
data(min.trap)
##assign "UPLAND" as the reference level as in Mazerolle (2006)
min.trap$Type <- relevel(min.trap$Type, ref = "UPLAND")
##set up candidate models
Cand.mod <- list()
##global model
Cand.mod[[1]] <- glm(Num_anura ~ Type + log.Perimeter + Num_ranatra,
family = poisson, offset = log(Effort),
data = min.trap)
Cand.mod[[2]] <- glm(Num_anura ~ Type + log.Perimeter, family = poisson,
offset = log(Effort), data = min.trap)
Cand.mod[[3]] <- glm(Num_anura ~ Type + Num_ranatra, family = poisson,
offset = log(Effort), data = min.trap)
Cand.mod[[4]] <- glm(Num_anura ~ Type, family = poisson,
offset = log(Effort), data = min.trap)
Cand.mod[[5]] <- glm(Num_anura ~ log.Perimeter + Num_ranatra,
family = poisson, offset = log(Effort),
data = min.trap)
Cand.mod[[6]] <- glm(Num_anura ~ log.Perimeter, family = poisson,
offset = log(Effort), data = min.trap)
Cand.mod[[7]] <- glm(Num_anura ~ Num_ranatra, family = poisson,
offset = log(Effort), data = min.trap)
Cand.mod[[8]] <- glm(Num_anura ~ 1, family = poisson,
offset = log(Effort), data = min.trap)
##check c-hat for global model
c_hat(Cand.mod[[1]]) #uses Pearson's chi-square/df
##note the very low overdispersion: in this case, the analysis could be
##conducted without correcting for c-hat as its value is reasonably close
##to 1
##assign names to each model
Modnames <- c("type + logperim + invertpred", "type + logperim",
"type + invertpred", "type", "logperim + invertpred",
"logperim", "invertpred", "intercept only")
##compute confidence set based on 'raw' method
confset(cand.set = Cand.mod, modnames = Modnames, second.ord = TRUE,
method = "raw")
##example with linear mixed model
## Not run:
require(nlme)
##set up candidate model list for Orthodont data set shown in Pinheiro
##and Bates (2000: Mixed-effect models in S and S-PLUS. Springer Verlag:
##New York.)
Cand.models <- list()
Cand.models[[1]] <- lme(distance ~ age, random = ~age | Subject,
data = Orthodont, method = "ML")
Cand.models[[2]] <- lme(distance ~ age + Sex, data = Orthodont,
random = ~ 1 | Subject, method = "ML")
Cand.models[[3]] <- lme(distance ~ 1, data = Orthodont,
random = ~ 1 | Subject, method = "ML")
##create a vector of model names
Modnames <- paste("mod", 1:length(Cand.models), sep = "")
##compute confidence set based on 'raw' method
confset(cand.set = Cand.models, modnames = Modnames, second.ord = TRUE,
method = "raw")
##round to 4 digits after decimal point
print(confset(cand.set = Cand.models, modnames = Modnames,
second.ord = TRUE, method = "raw"), digits = 4)
confset(cand.set = Cand.models, modnames = Modnames, second.ord = TRUE,
level = 0.9, method = "raw")
##compute confidence set based on 'ordinal' method
confset(cand.set = Cand.models, modnames = Modnames, second.ord = TRUE,
method = "ordinal")
##compute confidence set based on 'ratio' method
confset(cand.set = Cand.models, modnames = Modnames, second.ord = TRUE,
method = "ratio", delta = 4)
confset(cand.set = Cand.models, modnames = Modnames, second.ord = TRUE,
method = "ratio", delta = 8)
detach(package:nlme)
## End(Not run)
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