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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Is ARIMA-GARCH nested within ARIMA?

I wanted to compare ARIMA(1,1,1)-GARCH(1,1) and ARIMA(1,1,1) model forecasts with a Diebold-Mariano test, but I know that it cannot be used for nested models. Is ARIMA-GARCH technically nested within ...
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Specifying a correct model using glmmTMB while experiencing unusually large coefficients and z-statistics

I have a data set of an beetle community where I want to analyse species richness (for example). The experimental design is as follows: 4 blocks 19 plots 2 different treatments 3 samples of the ...
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How to determine if a model is nested?

I have two models for prospect theory utility functions and want to compare their fits. However, I'm not sure if the models are nested or not. The first model is given by: $U(x) = x^α$ for $x ≥ 0$ ...
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Non-orthogonal Nested ANOVA

I am running a nested statistical analysis of variance on a field study I preformed. Unfortunately due to the conditions of the field it is non-orthogonal nested design where the number of sub-factors ...
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Can controlled variable, which are nested in the independent varables, be controlled by the Likelihood ratio test?

I have a base model: leader ~ gender + posture leader is the dependent variable. gender and posture independent variables. I want to control for control variable, ...
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Strange residuals vs. fitted values plot for linear mixed model / hierarchical model

I have read a couple of related questions and their answers, but nothing really fits to my specific case. I have a model like this: ...
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Hierarchical mixed-effects models notation

I have a hierarchical mixed-effects model where observations i, from group S_2 (representing municipalities), are nested inside group S_1 (representing states), which in turn are nested inside N (...
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Comparing nested regression models on multiple data sets

Suppose we have two nested models $M_1(p_1)$ and $M_2(p_2)$ where $p_1$ and $p_2$ are the parameter sets of the models. Consider that $M_1$ is a restricted version of $M_2$ so $p_1$ set is a special ...
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Determine feature importance of nested regression model

For remote sensing purposes, I'm trying to combine data from two different satellites. To do so, one of the two has a much higher weight than the other, but this is area specific. My goal is to use a ...
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lmer: Random effect nested within a fixed effect?

I am planning a language experiment with two within-subjects factors: Content (with three levels, “A”, “B”, “C”) and Time (with two levels, “Early”, “Late”). In total I have 36 unique items (sentences)...
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How I can compare three models (nested) using lavaan with R?

I want to test a new model, and for doing this, as I only have cross sectional data, I need to compare different models. My model is like this: ...
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mixed-effect model with nesting. What to nest within?

I collected data as following: 14 mice were observed for their behavior with manipulating the enrichment at 3 contexts: Context 1,2 and 3. Within each context each mouse was recorded twice for 1hour (...
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Correctly Nesting Observations in Sessions in a Mixed Effects Model

Intro I have trouble fitting a model using the lme4 lmer function. After reading a lot about hierarchical models and nested and crossed variables I think that I am on a good path but there is one ...
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Four factor anova model effects specification

I am trying to run a four – factor nested ANOVA (Factor B nested under Factor A) in STATISTICA 7. Factor A with a levels, Factor B with b levels, C with c levels, D with d levels, and s subjects per ...
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Randomization of two-factor nested design

In an experiment I surveyed the growth rate of a particular species (a bacterium) under different treatment conditions. Although I performed the experiments on 1 biological species, I used different ...
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How to choose the right analysis for a partially nested design?

I am not even sure if it is appropriate to call this scenario a partially nested design, but I settled for it for lack of a better term. My design is similar to the following in terms of its overall ...
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How to implement nested logit model if the choice set for each individual is dynamic changing

I think this question is similar to Discrete choice model with different choice set for each sample, but that question does not have an answer. I have a dataframe in which individuals have dynamic ...
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How to represented nested model with a varying slope?

I have a study wherein we enrolled about 40 subjects and from each subject we have collected repeated images of burns on subject's body. Approx. 2 burn locations on the body are selected initially and ...
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How to correctly do a nested test (t-test, rank-sum, etc)

Let's say there are two groups of participants. Each group is randomly split into control subgroup A and task subgroup B. For each of the 4 cases some random variable $x$ is measured, whose mean is ...
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Nested repeated measures linear mixed-effects model without time as a variable

I want to build a linear repeated measures mixed-effects model in R. I have a sample N=105 that completed measures at two timepoints (baseline and follow-up), and small group (N= 29) that received an ...
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Estimating the mean and variance for a set of probabilities (bounded by 0 and 1) based on Image Segmentation results

Data My data is from a set of images wherein I am computing the Sensitivity of an image segmentation algorithm. Sensitivity is computed as: $$Sensitivity=\frac{TP_{pixels}}{TP_{pixels}+FN_{pixels}}$$ ...
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Comparison between Nested and Non-nested Model: BIC and LRT

I would like to select the best model for predicting breast cancer risk, specifically, it is the comparisons between weight/BMI/height, as other covariates remain the same in all the models. But I got ...
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Is computing the average of a ratio the correct approach, and how to do it with nested data?

In general, is computing the average of a ratio appropriate? And secondly, is the nested model below appropriate for doing this? Here is a data set created from the Iris data that resembles my ...
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Should I use Friedman test or Mixed Model for my data in R? Nested or not?

I have my Response variable which is Proportion of Range Exposed to extreme events for terrestrial mammal species in the future. More clearly, it is the Difference of Proportion of Range Exposed (DPRE)...
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A GLM model for paired data (treatment vs. control on the same subject) nested within time points

I have an experimental design where I took the left and right brain hemispheres from mice across several time points (hence its cross-sectional) following treatment at time 0 to the left brain ...
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The correct way of doing nested ANOVA with R?

My question refers to this example from RCompanion which I found after looking at the nested ANOVA description from the Handbook of Biological Statistics. I am working on a lecture explaining how to ...
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Added variable non-significant but model fit better?

I ran two nested models: Model 1 without an interaction term, and model 2 with the interaction term. The interaction term turned out to be non-significant in model 2, but the model fit index (wald ...
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How to interpret nested GLMM results

I have a dataset like the following: ...
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What is the appropriate random effect model and R-code for following data and question?

I attached a data here called image_study. The “image_study.csv” dataset contains data from a study examining the speed of classification of two different types of image: artworks, and natural images. ...
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Is ARIMA and Random Walk a Nested model?

I have confused about the Radom Walk. If a model restrict some parameter as 0 and the two regressions are the same, which is the Nested model. But in ARIMA model versus Random Walk model, the random ...
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Can I use a 2 step model for my dataset with lots of zeros when the corresponding anova model has nested random effects and interactions

I have a lot of data on pig behaviour. I'm trying to analyse the percentage of time (in 4 observation periods of 2 hours) that the pigs carried out various behaviors. Here is the R code for the ANOVA ...
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2 votes
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Linear Mixed Model With Partially Crossed Random Effects

I am trying to apply a linear mixed model on my data. Unfortunately all howto's and papers I found yet do not help me with my design: I have 30 different texts (stimuli) which are rated on 5 items (on ...
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Best strategy to build up nested hierarchical models

This is a general question and it is not referred to a specific practical problem but I often face this situation and I don't know what is the best way to approach it. Suppose you have a 3 levels ...
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Comparing germination times between treatments within two soil types for several species. Nested Anova?

I need to compare the germination times (days till germination) of several species which have had 3 different treatments applied to them. However, the treated seeds have also been placed into two ...
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How to get Kappa and MCC from nested cross-validation?

Let's take this well known example. How could I get the Kappa score and the Matthews correlation coefficient from nested cross-validation? I've tried to make it with ...
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3 votes
1 answer
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Does it make sense to fit a nested model if some nested factors only have one level?

I am trying to build a meta-analytic model (using metafor package in R) to analyze effect sizes extracted from multiple studies (I have about 300 effect sizes from ...
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2 votes
1 answer
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Coding Nested Effect in gam() via Implicit Nesting

I'm trying to find the best specification of a nested mixed effects model using gam. I don't have an easy dataset to share, but simulate an example below - and have figure to help explain. Basically, ...
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Nested models in linear regression

I am getting confused in defining if models are nested. I know the basics that the reduced model can be derived from the full model by removing terms or setting terms to 0. But what about a case like ...
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2 answers
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Comparing 2 models with anova in R?

I'm struggling to interpret this outcome. I have 2 models Model_1 <- lm(formula = gamble ~ income * gender) Model_2 <- lm(formula = gamble ~ income + gender) ...
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2 answers
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What is the relation between multiple regression and regression of residuals?

Suppose we have a multiple regression model: data(iris) mod <- lm(Petal.Length ~ Petal.Width + Sepal.Length, data=iris) We can see the "unique" ...
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Generalized Likelihood Ratio Test with null hypothesis defined by union of sets

Suppose you have a model with likelihood $ \mathcal L(\theta;\boldsymbol X) $, where $\theta \in \Theta$ are parameters and $\boldsymbol X = (X_1, \ldots, X_n ) $ denotes i.i.d. data. Likelihood ratio ...
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2 votes
1 answer
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Nested GLM Models

I know that GLM models are nested when one can obtain the smaller model by removing $\beta$'s from the larger model. However, when doing some exercises I found on the internet, I stumbled about doing ...
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Harvey-Newbold test (2000) in R

I want to estimate the best nested model out-of sample and for that purpose, I will implement Harvey-Newbold test. However, I cannot find the respective test in any package. Can anyone help me? If ...
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nested logistic regression model [duplicate]

I had a dataset that consists of 20000 chess matches. In this dataset, there are columns and variables- such as the players' ratings- that might have an impact on binary data, a white player is more ...
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2 votes
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Appropriate statistic for describing differences between nested regression models?

I have run a series of nested binary logistic and negative binomial regression models in SPSS examining the impact of an intervention on re-offending outcomes. For example: Model A = Individual ...
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Nested fixed effects in the lme4 package

I have browsed the internet for an answer to my question but have failed in my attempts. My experimental design includes nested fixed effects and I do not know how to specify this in my model in the ...
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1 vote
1 answer
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Centring in three levels multilevel models with cross-level interaction

I am relatively new to multi-level models subject and find it challenging to connect theory to modelling. My interest is to examine the moderation influence of green space (at level 3) on the ...
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3 votes
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Mixed model with nesting

I am new to working with mixed models in R and am hoping someone can tell me if this syntax is correct. m <- lmer(y ~ maturity * type + (1|run/block)) Where ...
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1 vote
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Nested model test for glm

I have a logistic regression model where failure observations are binary.y=cbind(failure, 1-failure). x= temperature. I have 24 observations in total, i.e. length(failure)=24. I wish to test if the ...
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5 votes
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Lmer model syntax for a combination of crossed and nested random effects

I'm trying to use the lmer() function in R to specify a particular random effects structure for a model that has four levels: each measurement on a students occurs ...
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