Loading in 5 sec....

Model Identification & Model SelectionPowerPoint Presentation

Model Identification & Model Selection

- By
**aran** - Follow User

- 213 Views
- Uploaded on

Download Presentation
## PowerPoint Slideshow about ' Model Identification & Model Selection' - aran

**An Image/Link below is provided (as is) to download presentation**

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.

- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -

Presentation Transcript

### Model Identification & Model Selection

### All models are false, but some are useful. model reevaluation

### In conclusion framework, multiple statistical metrics not “incompatible”

### Performance of SIC(X) with small data set. “incompatible”

### Akaike “incompatible” Weights & Model Averaging

With focus on Mark/Recapture Studies

Overview

- Basic inference from an evidentialist perspective
- Model selection tools for mark/recapture
- AICc & SIC/BIC
- Overdispersed data
- Model set size
- Multimodel inference

DATA

/* 01 */ 1100000000000000 1 1 1.16 27.7 4.19;

/* 04 */ 1011000000000000 1 0 1.16 26.4 4.39;

/* 05 */ 1011000000000000 1 1 1.08 26.7 4.04;

/* 06 */ 1010000000000000 1 0 1.12 26.2 4.27;

/* 07 */ 1010000000000000 1 1 1.14 27.7 4.11;

/* 08 */ 1010110000000000 1 1 1.20 28.3 4.24;

/* 09 */ 1010000000000000 1 1 1.10 26.4 4.17;

/* 10 */ 1010110000000000 1 1 1.42 27.0 5.26;

/* 11 */ 1010000000000000 1 1 1.12 27.2 4.12;

/* 12 */ 1010101100000000 1 1 1.11 27.1 4.10;

/* 13 */ 1010101100000000 1 0 1.07 26.8 3.99;

/* 14 */ 1010101100000000 1 0 0.94 25.2 3.73;

/* 15 */ 1010101100000000 1 0 1.24 27.1 4.58;

/* 16 */ 1010101100000000 1 0 1.12 26.5 4.23;

/* 17 */ 1010101000000000 1 1 1.34 27.5 4.87;

/* 18 */ 1010101011000000 1 0 1.01 27.2 3.71;

/* 19 */ 1010101011000000 1 0 1.04 27.0 3.85;

/* 20 */ 1010101000000000 1 1 1.25 27.6 4.53;

/* 21 */ 1010101011000000 1 0 1.20 27.6 4.35;

/* 22 */ 1010101011000000 1 0 1.28 27.0 4.74;

/* 23 */ 1010101010110000 1 0 1.25 27.2 4.59;

/* 24 */ 1010101010110000 1 0 1.09 27.5 3.96;

/* 25 */ 1010101010110000 1 1 1.05 27.5 3.82;

/* 26 */ 1010101010101100 1 0 1.04 25.5 4.08;

/* 27 */ 1010101010101010 1 0 1.13 26.8 4.22;

/* 28 */ 1010101010101010 1 1 1.32 28.5 4.63;

/* 29 */ 1010101010101010 1 0 1.18 25.9 4.56;

/* 30 */ 1010101010101010 1 0 1.07 26.7 4.01;

/* 31 */ 1010101010101010 1 1 1.26 26.9 4.68;

/* 32 */ 1010101010101010 1 0 1.27 27.6 4.60;

/* 33 */ 1010101010101010 1 0 1.08 26.0 4.15;

/* 34 */ 1010101010101010 1 1 1.11 27.0 4.11;

/* 35 */ 1010101010101010 1 0 1.15 27.1 4.24;

/* 36 */ 1010101010101010 1 0 1.03 26.5 3.89;

/* 37 */ 1010101010101010 1 0 1.16 27.5 4.22;

Models carry the meaning in science

- Model
- Organized thought

- Parameterized Model
- Organized thought connected to reality

- Science is a cyclic process of model reconstruction and model reevaluation
- Comparison of predictions with observations/data
- Relative comparisons are evidence

George Box

Statistical Inferences model reevaluation

- Quantitative measures of the validity and utility of models
- Social control on the behavior of scientists

Scientific Model Selection Criteria model reevaluation

- Illuminating
- Communicable
- Defensible
- Transferable

Common Information Criteria model reevaluation

Statistical Methods are Tools model reevaluation

- All statistical methods exist in the mind only, but some are useful.
- Mark Taper

Classes of Inference model reevaluation

- Frequentist Statistics - Bayesian Statistics
- Error Statistics – Evidential Stats – Bayesian Stats

Two key frequencies in model reevaluationfrequentist statistics

- Frequency definition of probability
- Frequency of error in a decision rule

Null H tests with model reevaluationFisherian P-values

- Single model only
- P-value= Prob of discrepancy at least as great as observed by chance.
- Not terribly useful for model selection

Neyman model reevaluation-Pearson Tests

- 2 models
- Null model test along a maximally sensitive axis.
- Binary response: Accept Null or reject Null
- Size of test (α) describes frequency of rejecting null in error.
- Not about the data, it is about the test.
- You support your decision because you have made it with a reliable procedure.

- N-P test tell you very little about relative support for alternative models.

Decisions vs. Conclusions model reevaluation

- Decision based inference reasonable within a regulatory framework.
- Not so appropriate for science

- John Tukey(1960) advocated seeking to reach conclusions not making decisions.
- Accumulate evidence until a conclusion is very strongly supported.
- Treat as true.
- Revise if new evidence contradicts.

All are tools for aiding scientific thought

Statistical Evidence “incompatible”

- Data based estimate of the relative distance between two models and “truth”

Common Evidence Functions “incompatible”

- Likelihood ratios
- Differences in information criteria
- Others available
- E.g. Log(Jackknife prediction likelihood ratio)

Model Adequacy “incompatible”

- Bruce Lindsay
- The discrepancy of a model from truth
- Truth represented by an empirical distribution function,
- A model is “adequate” if the estimated discrepancy is less than some arbitrary but meaningful level.

Model Adequacy and Goodness of Fit “incompatible”

- Estimation framework rather than testing framework
- Confidence intervals rather than testing
- Rejection of “true model formalism”

Model Adequacy, Goodness of Fit, and Evidence “incompatible”

- Adequacy does not explicitly compare models
- Implicit comparison
- Model adequacy interpretable as bound on strength of evidence for any better model
- Unifies Model Adequacy and Evidence in a common framework

Model adequacy “incompatible” interpreted as a bound on evidence for a possibly better model

Empirical Distribution - “Truth”

Model 1

Potentially better model

Model adequacy measure

Evidence measure

Goodness of fit misnomer “incompatible”

- Badness of fit measures & goodness of fit tests
- Comparison of model to a nonparametric estimate of true distribution.
- G2-Statistic
- Helinger Distance
- Pearson χ2
- Neymanχ2

Points of interest “incompatible”

- Badness of fit is the scope for improvement
- Evidence for one model relative to another model is the difference of badness of fit.

Δ “incompatible”IC estimates differences of Kullback-Leibler Discrepancies

- ΔIC = log(likelihood ratio) when # of parameters are equal
- Complexity penalty is a bias correction to adjust of increase in apparent precision with an increase in # parameters.

Evidence Scales “incompatible”

Note cutoff are arbitrary and vary with scale

Which Information Criterion? “incompatible”

- AIC? AICc ? SIC/BIC?
- Don’t use AIC
- 5.9 of one versus 6.1 of the other

What is sample size for “incompatible”complexity penalty?

- Mark/Recapture based on multinomial likelihoods
- Observation is a capture history not a session

To Q or not to Q? “incompatible”

- IC based model selection assumes a good model in set.
- Over-dispersion is common in Mark/Recapture data
- Don’t have a good model in set
- Due to lack of independence of observations
- Parameter estimate bias generally not influenced
- But fit will appear too good!
- Model selection will choose more highly parameterized models than appropriate

Quasi likelihood approach “incompatible”

- χ2 goodness of fit test for most general model
- If reject H0 estimate variance inflation
- c^ = χ2 /df
- Correct fit component of IC & redo selection

QICs “incompatible”

Problems with “incompatible”Quasilikelihood correction

- C^ is essentially a variance estimate.
- Variance estimates unstable without a lot of data

- lnL/c^ is a ratio statistic
- Ratio statistics highly unstable if the uncertainty in the denominator is not trivial

- Unlike AICc, bias correction is estimated.
- Estimating a bias correction inflates variance!

Fixes “incompatible”

- Explicitly include random component in model
- Then redo model selection

- Bootstrapped median c^
- Model selection with Jackknifed prediction likelihood

Large or small model sets? “incompatible”

- Problem: Model Selection Bias
- When # of models large relative to data size some models will have a good fit just by chance

- Small
- Burnham & Anderson strongly advocate small model sets representing well thought out science
- Large model sets = “data dredging”

- Large
- The science may not be mature
- Small model sets may risk missing important factors

Model Selection from Many “incompatible”Candidates Taper(2004)

SIC(x) = -2In(L) + (In(n) + x)k.

N=50, true covariates=10, spurious covariates=30, all models of order <=20, 1.141 X 1014 candidate models

'

Chen & Chen 2009 “incompatible”

- M subset size, P= # of possible terms

Explicit Tradeoff “incompatible”

- Small model sets
- Allows exploration of fine structure and small effects
- Risks missing unanticipated large effects

- Large model sets
- Will catch unknown large effects
- Will miss fine structure

- Large or small model sets is a principled choice that data analysts should make based on their background knowledge and needs

Beware, there be dragons here!

Akaike “incompatible” Weights

- “Relative likelihood of model i given the data and model set”
- “Weight of evidence that model i most appropriate given data and model set”

Model Averaging “incompatible”

- “Conditional” Variance
- Conditional on selected model

- “Unconditional” Variance.
- Actually conditional on entire model set

Good impulse with Huge Problems “incompatible”

- I do not recommend Akaike weights
- I do not recommend model averaging in this fashion
- Importance of good models is diminished by adding bad models
- Location of average influenced by adding redundant models

Model Redundancy “incompatible”

- Model Space is not filled uniformly
- Models tend to be developed in highly redundant clusters.
- Some points in model space allow few models
- Some points allow many

Redundant models do not add much information “incompatible”

Model adequacy

Model adequacy

Model dimension

Model dimension

A more reasonable approach “incompatible”

- Bootstrap Data
- Fit model set & select best model
- Estimate derived parameter θ from best model
- Accumulate θ

Repeat

Within

Time

Constraints

Mean or median θ with percentile confidence intervals

Download Presentation

Connecting to Server..