Date:         Fri, 11 Jan 2008 10:39:48 -0800
Reply-To:     Steve Denham <stevedrd@YAHOO.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Steve Denham <stevedrd@YAHOO.COM>
Subject:      Re: Pseudo-AIC & Glimmix
Comments: To: Dale McLerran <stringplayer_2@yahoo.com>
Content-Type: text/plain; charset=us-ascii

----- Original Message ----
From: Dale McLerran <stringplayer_2@YAHOO.COM>
To: SAS-L@LISTSERV.UGA.EDU
Sent: Friday, January 11, 2008 1:15:54 PM
Subject: Re: Pseudo-AIC & Glimmix

--- Robin High <robinh@UOREGON.EDU> wrote:

> Hello Tobias,
>
> My thoughts are that with GLIMMIX if the pseudo values drop by a
> substantial amount with a more complex R-side structure, then
> there is evidence to suggest that it may be more appropriate; if the
> pseudo values from the two choices are reasonably close, then go with
> the simpler choice.

Dale McLerran replied-->

I have to disagree here.  When one changes the error structure, then
one must also change the linearized response variable.  When the
response variable differs, you cannot compare the pseudo-AIC values
since the AIC statistic is based on a likelihood computation.  One
can only compare likelihood values across models when the response
variable employed for each model is the same.  So, my belief is
that the pseudo-AIC is of no value for any model comparisons for a
non-Gaussian response.  (For a Gaussian response, the AIC is no
longer a pseudo-AIC.  So, one could use the reported AIC values if
the response is normal.)

And now I ask-->

Dale, when you say "change the error structure" I assume that you mean the error distribution, rather than the variance-covariance structure.  That's the only way I can make sense of what you assert.  I would think that for a given distribution, whether it be Gaussian or non-Gaussian, the pseudo-AIC might be useful for distinguishing between say, an unstructured covariance matrix and an autoregressive structure.  Help me out on this.

> (Mr.) Robin High
> University of Oregon

Ah, you too saw that recent post with a gender attribution!

Dale

To which I say-->
Almost undoubtedly that error was mine.  For which I offer 10**29 electrons worth of apology.

Steve Denham
Associate Director, Biostatistics
MPI Research


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