[R-lang] Comparing PQL fits for logistic regression models

[Roger Levy]

David Reitter wrote:
> What are the options to compare fits of logistic regression models?
> 
> My models are fitted using 'glmmPQL' from the MASS and nlme  
> libraries. The models to be compared differ in their use of  
> covariates, e.g.,
> 
> model.1 <- glmmPQL(dep ~ pred1a * pred2, random=1|subj, family=binomial)
> model.2 <- glmmPQL(dep ~ pred1b * pred2, random=1|subj, family=binomial)
> 
> pred1a and pred1b are correlated, and I'd like to estimate their  
> relative predictive power.
> 
> Both models use the same datasets, but the covariate structure is not  
> nested.
> 
> ...
 >
> Any comments would be appreciated - be it to clear up some  
> misconceptions on my part, or be it to solve my problem at hand.

Hi David,

Two quick thoughts:

1) you can always use cross-validation.

2) I've recently become aware of the "Vuong test" (Vuong 1989, 
Econometrika):

http://links.jstor.org/sici?sici=0012-9682(198903)57:2%3C307:LRTFMS%3E2.0.CO;2-J

but I haven't had a chance to learn what it is.  It might be useful. 
Would love to hear what you learn if you have a chance to look into it.

Best

Roger

-- 

Roger Levy                      Email: rlevy at ucsd.edu
Assistant Professor             Phone: 858-534-7219
Department of Linguistics       Fax:   858-534-4789
UC San Diego                    Web:   http://ling.ucsd.edu/~rlevy