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Questions tagged [nested-models]

One model is "nested" in another if it is a constrained version of it. Nested models can be compared with a likelihood-ratio test. Use this tag for questions about comparing non-nested models too.

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How to deal with subset of variables that are invariant for subsets of sample

I am thinking about a problem in which I have a sample which consists of subsamples with the same values for a subsample of independent variables. I want to apply a simple linear regression with ...
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18 views

Summary Output for Nested Random Effect in Fixed Effect

I am trying to build a mixed model with random effect nested in fixed effect. Below is an example dataset. ...
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1answer
58 views

ANOVA with Error term

I am looking for help to create a model for the following data: I'd like to understand if the abundance of a certain microbial group (dependent continuous variable QUANTITY) found in soils is been ...
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39 views

Model selection: Comparing nested models without likelihood

Say I have a set of three models $M = \{M_1, M_2, M_3\}$ that are nested, i.e. $M_1$ is a constrained version of $M_2$ which again is a constrained version of $M_3$. I have a set of data $X$ with some ...
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29 views

nested logit: must all nests contain at least 2 items?

I'm estimating a model about how people travel in R. There are 4 alternatives: air, car, bus, and train. I want to create a nested logit model in which travelers first choose whether or not to fly, ...
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26 views

Inestability of BIC when selecting nested models

Currently I am working with spline regression and a method for selecting knots adaptively. My method gives me a set of potential knots that generally has a large number of elements. Following He et al....
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38 views

fit the linear mixed effects model

I was suggested by StackOverflow that it's probably better to post this question here. Suppose we have the following linear mixed effects model: How do we fit this nested model in ...
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2answers
46 views

Comparing non-nested GLMMs with AIC

Suppose I want to compare four non-nested models: m0 = lm(y ~ 1) m1 = lm(y ~ x) m2 = lmer(y ~ 1 +(1|A)) m3 = lmer(y ~ x + (1|A)) Can we use AIC to compare ...
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what does non-nested copulas mean?

I read from "Pair-copula constructions of multiple dependence", the following statement: "The likelihood of the Clayton copula is lower than that of the Student copula (39.72 vs. 47.81). However, ...
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120 views

How do you deal with “nested” variables in a regression model? in R

A conceptual solution for this scenario has been posted in: How do you deal with "nested" variables in a regression model? Problem is I am having trouble using this solution in R - glm() ...
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28 views

Stacking Final Model Development After Cross Validation

CV (or Nested CV) are normally done to evaluate and compare different ML algorithms as part of model development and evaluation phases. Once these stages are complete, one normally develops the final ...
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1answer
41 views

Nested design with “lmer” function

I have a nested data which I cannot model properly. The data satisfies all the assumptions of ANOVA. Data description: 4 varieties of plants planted in 4 blocks and in each block the same variety has ...
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Determining nested or crossed random effects in study design

I've found several versions of the canonical example of nested random effects about classes in schools or students in classes.. However, I'm still having a hard time connecting the school/classes/...
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24 views

Generalized Estimation Equations 3 levels

I have a dataset where students are nested within classes, and classes are nested within schools. I am interested in evaluating the effects of a treatment delivered at the student level. The response ...
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2answers
83 views

The correct random slope model for nested data

I'm trying to see how personalities of individuals change with time. The variables in my data are: 1. latency to emerge (response variable in continuous scale) measured for 204 individuals from 14 ...
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Introducing random slopes in models with nested random effects

I'm trying to see how latency to emerge (response variable) is varies with time (trials). Individuals (ID) are nested within colonies. The nesting is such that individuals 1-20 belong to colony 1, 21-...
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Comparing nested models with orthogonal predictors using the t-statistic

Imagine we have a pair of nested models. Model A includes $n$ terms. Model B includes $n+m$ terms. To assess the "value add" of ...
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1answer
50 views

Logistic regression when the number of options differs by group?

I have data from a laboratory experiment in which I look at the effect of expanding the choice set on a particular option being chosen. The idea is that introducing an Option "B" reduces demand for an ...
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84 views

glm model with two nested variables in R (lme4)

I have a problem writing a glmm model in the lme4 package. A little background: I measured olfactory behavior (OB) in fruit flies (80 genetic lines in total), they are from two different populations, ...
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1answer
123 views

How can I do a nested t-test?

I have data. Soil samples were taken from meadows and adjacent arable fields (see picture): There are always three samples per each opposing site. Since those 6 spatially conjoined sampling points ...
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1answer
125 views

Mixed Effects Model: How to Specify a Random Effect Nested Within 2 Factors in R

I have some example data that I need to fit using a mixed effects model. I can do this in Minitab, but struggling to specify the model correctly in R. I need 2 factors treated as fixed effects "...
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Why always AIC and BIC are used in mixture model than Vuong test

I am working with mixture models. I fitted more than one model to the data and then try to select the most appropriate model using different selection criteria, for example, AIC. My supervisors asked ...
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1answer
162 views

How to calculate estimated log-sum coefficient in the context of nested logit model in R?

On page 13 of this document, it indicated the estimated log-sum coefficient. How can I obtain the result with R? The R output I think is relevant for this answer: ...
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Can one give an example(s) of when non-nested AIC model comparison is not useful for model selection?

Note: The question here is not the same as this one. Indeed, as an answer to that question the answer below was closed as unrelated, together with the suggestion (credit @gung) to ask a separate ...
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Nested cross-validation: hyperparameter tuning, training and saving the best model for future data prediction?

Is it sensible to do the following: Given: Data: X of size n x d Labels: Y of size n x 1 Goal: Save the best model after hyperparameter tuning for future data, ...
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2answers
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Does the order of models (and so variables) matter in nested models?

I am trying to use nested models to investigate the influence of 5 factors on my dependent variable. I am not interested in interactions, only the influence of each variable taken separately. My ...
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If nested models are a restricted version of some model, how would i call it's extended versions?

Let's say I have a model like A = α0 + α1*B + α2*C + α3*D + ϵ (Model 1) Then I can estimate it's nested models ...
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1answer
233 views

Multilevel nested glmer model (logistic regression) with 4 groups

I have 3 level nested data that is causing convergence problems (glmer function in lme4, R for multilevel logistic regression). The Data Country(4 groups) -> School(100 groups) -> respondent A ...
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51 views

Comparison of nested regression models vs predictor's significance within model

I am building regression models to evaluate the effect of several characteristics of genetic variants (my predictors) on a handful of phenotypic parameters (continuous and binary - hence I am building ...
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1answer
79 views

Comparing measures of association

In a survival analysis, I would like to prove that a variable Y is more associated with an outcome than another variable Y'. My ...
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1answer
41 views

Mixed effects model for experimental setup

I conducted an experiment with a system that allows to perform a task on a test-object using several methods. The quality of how the task was performed is measured by an error. I measured the errors ...
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44 views

How to adjust for the number of nested model tests?

How should I adjust for the number of tests I do when using the likelihood ratio difference test in a model estimated using maximum likelihood (or some flavor of), where the null hypothesis of the ...
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1answer
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Is it possible to have a lower AIC value for the smaller of two nested models?

I am testing the parallel lines assumption of an ordered probit model by running a likelihood-ratio test against a model where the coefficients can vary for each step of the ordinal response variable. ...
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1answer
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Likelihood ratio test for non-integer degrees of freedom?

I want to compare two (non-linear) models, defined by two parameters $\beta_1$ and $\beta_2$. The first (null) model is nested inside the second (alternative) model. Specifically, in the null model, ...
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Regression to check predictivity of mutation position on phenotype

I am interested in checking how (and if at all) predictive is the position of genetic mutations in a given disease gene on the severity of the disease phenotype (so, I only have affected individuals (...
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nested cross validation and class imbalance

I cannot find any answer or literature to my problem. I have completed a nested cross validation using the mlr package in R. Before I conducted the nested cross validation I first tried to improve my ...
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What is the relationship between ANOVA to compare means of several groups and ANOVA to compare nested models?

I've so far seen ANOVA used in two ways: First, in my introductory statistics text, ANOVA was introduced as a way to compare means of three or more groups, as an improvement over pairwise comparison, ...
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How the Error() term in aov() decides what goes in which stratum?

I am trying to understand how the principles of nested anova in R, but I am having extreme difficulty with the error term. Imagining the simplest case. I measured plant growth in two places, A and B. ...
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What is the best way to model nested binomial data?

I have results from a simple experiment where organisms on a plate are exposed to one of 4 concentrations and the lowest concentration is the control. I have coded the concentrations as a factor. ...
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1answer
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Nested effects in lme4

I have one park where each half is under different management (due to county lines splitting it) and I'm interested in examining the effect of the management style on individual subjects. Within each ...
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44 views

random terms in nested mixed effects

I have 300 subjects in 2 conditions and behavioral measures over 6 years. Each subject is measured twice (in each condition) at each time point. I know would like to see if the slopes of condition one ...
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1answer
192 views

Do I have a nested design or simple three-way Anova?

I have measured nitrogen release from sediment in a river at six different sites (blue squares), at each site I took 3 replicate measurements of nitrogen release within each of two habitat types (...
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Model selection of the nested linear-nonlinear Poisson

I want to fit the nested linear-nonlinear Poisson models to the spike train of a neuron. How can I test the model performance by computing how much the log likelihood increase from a fixed mean firing ...
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304 views

Difference between nested and sequential logit

Decision trees with binary split-offs can be modeled using nested and sequential logistic regressions. I feel rather confused about the difference between the two, although I do have some thoughts. ...
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1answer
142 views

Exact equivalence of LR and Wald in linear regression under known error variance

Is it true that the LR statistic and the Wald statistic are numerically equivalent when testing a nested hypothesis in a linear regression when the error variance is known? Hence, is a squared t-...
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0answers
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How can I compare two mixed models with the same variables but not the same relations between them

I have created two different models that include the same variables but not the same relations between them. ...
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1answer
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Comparing CFA models (AIC)

I wonder whether I can use AIC for model comparison in this scenario: Model 1: A = a + b + c B = d + e + f C = g + h + i Model 2: A = a + b + c B = d + e + f (The third factor with his ...
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1answer
328 views

Tests of Forecast Accuracy for Nested Models

Can anyone explain why "classic" tests of forecast accuracy, (i.e. Diebold-Mariano test, Meese-Rogoff test and Morgan-Granger-Newbold test) are not suited for nested models? I could not find a good ...
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Can I compare non-nested models with AIC? [duplicate]

Is it formally correct to compare two separate models with different independent variables? For instance in R a pseudo code would be something like: ...
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1answer
254 views

How to compare ordered logistic nested models?

Let's say that I have a full and a restricted model that looks like this: ...