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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When to use likelihood ratio test vs. incremental F-test in nested nonlinear model selection?

I have two nested nonlinear models and I want to know which provides a better fit to some data. I see descriptions of both the likelihood ratio test and of the incremental F-test (also called the ...
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138 views

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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147 views

Non-nested model verification

My questions are two fold: Is there a generally accepted statistic used to compare non-nested, nonlinear models with different numbers of parameters? I'm thinking RMSE, but wondering what other ...
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456 views

Davidson-MacKinnon J test vs Cox test for comparing two non-nested models

In library "lmtest" The jtest and coxtest functions are used to see if two non-nested models are equivalent. According to the help function: ...
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68 views

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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246 views

Is this a nested model?

I have a dataset with explanatory variable $X$ and response variable $Y$. Besides, there is a two-level factor $S_{j}, j=1,2$. The random error variance might be different between these two strata. I ...
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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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20 views

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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53 views

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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18 views

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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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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45 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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30 views

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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61 views

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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106 views

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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41 views

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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313 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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51 views

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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41 views

Comparisons across non-nested regressions

I am interested in two non-nested regressions for the same response, \begin{eqnarray} Y = \beta_{1}x_{1} + \beta_{2}x_{2} + \beta_{3}(x_{1}\times x_{2}) + \epsilon\\ Y = \beta_{1}’x_{1} + \beta_{...
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169 views

BIC difference for model selection when models have different (and correlated) predictors

I have a binomial dependent variable Y and two main IVs: A is categorical (5 non ordered levels) and B is continuous. A and B are collinear (I tested the effect of A on B with a linear model, and it ...
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49 views

Non-nested model with uniquely identifying groups

I'm testing various specifications of linear mixed effects models with lmer() in R. The data are fiscal year firm-level, so ...
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Accounting for peer feedback (nested multilevel)

I was trying to figure this our for a week now, but I am still confused. Perhaps someone can help me here. I have self-reported personality indicators per individual (IVs) and then perceived behavior ...
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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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42 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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32 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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16 views

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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32 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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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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26 views

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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92 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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144 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
174 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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122 views

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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53 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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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
867 views

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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249 views

Multilevel and clustering with non nested groups

I work on health data. I want to estimate the probability for a patient to have an intervention. I control hospital effects by random effects and patient residence effects by errors clustering. I ...