mselect {qpcR} | R Documentation |
Model selection by comparison of different models using
1) the maximum log likelihood value,
2) Akaike's Information Criterion (AIC),
3) bias-corrected Akaike's Information Criterion (AICc),
4) the estimated residual variance,
5) the p-value from a nested F-test on the residual variance,
6) the p-value from the likelihood ratio (chi-square),
7) the Akaike weights based on AIC,
8) the Akaike weights based on AICc, and
9) the chi-square fit probability
The best model is chosen by 5), 6), 8) or 9) and returned as a new model.
mselect(object, fctList = NULL, sig.level = 0.05, verbose = TRUE, crit = c("ftest", "ratio", "weights", "fitprob"), do.all = FALSE)
object |
an object of class 'pcrfit'. |
fctList |
a list of functions to be analyzed, i.e. for a non-nested regime. Should also contain the original model. |
sig.level |
the significance level for the nested F-test. |
verbose |
logical. If TRUE , the result matrix is displayed in the console. |
crit |
the criterium for model selection. Either 'ftest'/'ratio' for nested models or 'weights'/'fitprob' for nested and non-nested models. |
do.all |
if TRUE , all available sigmoidal models are tested and the best one is selected based on AICc weights. |
Criteria 5) and 6) cannot be used for comparison unless the models are nested.
Criterion 8), Akaike weights, can be used for nested and non-nested regimes, which also accounts for the chi-square fit probability.
For criterion 1) the larger the better. For criteria 2), 3) and 4): the smaller the better.
The best model is chosen either from the nested F-test (anova
), likelihood ratio (LR
), corrected Akaike weights
(akaike.weights
) or chi-square fit probability (fitprob
) and returned as a new model.
When using 'ftest'/'ratio' the corresponding nested functions are analyzed automatically, i.e. b3/b4/b5; l3/l4/l5.
If supplying nested models, please do this with ascending number of parameters.
A model of the best fit selected by one of the criteria above. The new model has an additional list item 'retMat' with a result matrix of the criterion tests.
Andrej-Nikolai Spiess
LR
, akaike.weights
and fitprob
.
## choose best model based on F-tests ## on the corresponding nested models m1 <- pcrfit(reps, 1, 2, l3) m2 <- mselect(m1) summary(m2) ## Converted to l5 model ! ## use Akaike weights on non-nested models ## compare to original model m2 <- mselect(m1, fctList = list(l3, l5, b3), crit = "weights") summary(m2) ## Also converted to l5 model ! ## try all sigmoidal models m3 <- pcrfit(reps, 1, 20, l4) mselect(m3, do.all = TRUE) ## baro5 wins by far!