coef.glmulti {glmulti} | R Documentation |
Model averaging and multimodel inference with glmulti
Description
These functions, applied on a glmulti
object, produce model-averaged estimates, unconditional confidence intervals, and predictions
from the models in the confidence set (or a subset of them). They are equivalents of the standard coef
and predict
for single models.
Usage
# S3 coef method for class 'glmulti'
## S3 method for class 'glmulti'
coef(object, select="all", varweighting="Buckland",
icmethod="Lukacs", alphaIC=0.05, ...)
# S3 predict method for class 'glmulti'
## S3 method for class 'glmulti'
predict(object, select="all", newdata=NA, se.fit=FALSE,
varweighting="Buckland", icmethod="Lukacs", alphaIC=0.05, ...)
Arguments
object |
an object of class |
select |
A specification of which models should be used for inference. By default all models are used, see below. |
varweighting |
The method to be used to compute the unconditional variance. "Buckland" (the default) (implements the approach presented in Buckland et al. 1997. "Johnson" implements a slightly different approach recommended in Johnson \& Omland 2004 and proposed at page 235 in Burnham \& Anderson 2002. The latter results in slightly bigger estimates of the unconditional variance of model coefficients. |
icmethod |
Method to construct confidence intervals. One of "Standard", "Burnham" or "Lukacs". The three methods differ in their use (or not) of degrees of freedom. |
newdata |
New data.frame of data for which to predict values |
se.fit |
Whether to return unconditional variances and confidence intervals associated with predicted values |
alphaIC |
The alpha risk when building the confidence intervals |
... |
Further arguments to single-model |
Details
select can be used to specify which models should be used for inference. By default all are used. If specifying an integer value x, only the x best models are used. If a numeric value is provided, if it less than one, models that sum up to x% of evidence weight are used. If it more than one, models within x IC units from the best model are used.
Value
coef
returns a data.frame with model-averaged estimates of the different parameters in the models, as well as their unconditional variance, importance, and confidence interval according to one of three methods: "Standard" simply assumes a Normal distribution of the estimator (Buckland 1997), "Lukacs" assumes a Student distribution with degrees of freedom taken to be averaged across models (see Lukacs et al. 2010), and "Burnham" is a more sophisticated Student-based method proposed by Burnham \& Anderson 2002.
predict
returns a list of three elements: the multi-model predictions, their variability (unconditional variance and confidence interval, if se.fit=T
), and the number of NA predicted values that were treated as zeros when averaging models.
Author(s)
Vincent Calcagno, McGill University
References
Buckland et al. 1997. Model selection: an integral part of inference. Biometrics. Burnham \& Anderson. 2002. Model Selection and Multimodel Inference. An Information Theoretic Practical Approach. Johnson \& Omland. 2004. Model selection in ecology and evolution. TREE. Lukacs et al. 2010..Model selection bias and Freedman's paradox. Annals of the Institute of Statistical Mathematics.