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Model Uncertainty and Model Selection


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Title: Model Uncertainty and Model Selection

Model Uncertainty and Model Selection
  • Fish 458, Lecture 13

  • Models are hypotheses regarding how the world
    could work. There are usually several competing
    models ranging from very simple to very
  • Some important results (e.g. extinction risk do
    we have environmental variation in deaths?) will
    be sensitive to model structure.
  • Complex models explain the data better but may
    provide poor forecasts.
  • Classical statistics emphasizes estimation
    uncertainty. However, many would argue that model
    uncertainty is more important in practice (e.g.
    which of the data series for northern cod should
    have been used for assessment purposes).

Complexity vs Simplicity-I
We wish to approximate a function using a
histogram based on 100 points. How many bins
should we choose?
Too many imprecise. Too few - biased
Complexity vs Simplicity-II
  • Too few parameters, we cant capture the true
    model adequately error due to approximation.
  • Too many parameters, we cant estimate them
    adequately error due to estimation.
  • The optimal number of parameters depends on the
    amount of data.

Complexity vs Simplicity-III
  • Consider approximating N(100,252) using a
    histogram. We define a discrepancy between the
    predicted and true distributions using

Complexity vs Simplicity-IV
The optimal number of bins increases with N
Model Selection
  • Model selection can be seen as evaluating the
    weight of evidence in favor of each hypothesis
    and using this to select among the hypotheses.

Model Selection (Nested Models)
  • A model is nested within another model if it is a
    special case of that model, e.g.
  • We can compare nested models (model B is nested
    within model A) using the likelihood ratio test
  • R, the likelihood ratio, is ?2 distributed with
    number of degrees of freedom equal to the
    difference in parameters between models A and B.

Back to cod-I
  • Some alternative hypotheses
  • The Base case model (1) is nested within models 2
    and 3. Models 4 and 5 are nested within model 1.

Back to cod-II
Log-likelihood (not the negative-log-likelhood)
Models (A/B) 2 difference ?2-critical (0.05)
2/1 34.718 34.448 0.532 3.84
3/1 34.858 34.448 0.820 3.84
1/4 34.448 28.472 11.954 3.84
1/5 34.448 26.973 14.950 21.03
Model Selection(non-nested models)
  • The likelihood ratio test can only be applied to
    compare nested models. However, we often wish to
    compare non-nested models. We use the Akaike
    Information Criterion (AIC) to make such
  • We compute the AIC (AICc for small sample sizes)
    for each model and choose that which has the
    lowest AIC.

Model Selection(non-nested models)
  • Choose the model with the lowest value of AIC.
  • Note that the data, Y, are the same for all

Comparing Growth Curves-I
  • We wish to compare between the von Bertalanffy
    and logistic growth curves for some simulated
    data (the true model is the von Bertalanffy
  • We generate 100 data sets based on the von
    Bertalanffy growth curve for various values for ?
    and count the fraction of cases the von
    Bertalnffy curve is chosen correctly .

Comparing Growth Curves-II
Likelihoods (p4) Von Bert
20.25 Logistic 11.30
Comparing Growth Curves-III
  • The probability of correctly selecting the von
    Bertalanffy growth curve depends on ? (and the
    sample size).
  • Checking the reliability of model selection
    methods by simulation is often worth doing.

0.1 0.2 0.5 0.75 1.0
0.98 0.96 0.64 0.57 0.52
Model Selection Miscellany-I
  • All model selection methods are based on the
    assumption that the likelihood function is
    correct. This may well not be the case.
  • Neither likelihood ratio nor AIC can be used to
    compare models that have different likelihood
    functions / use different data.
  • Check the residuals about the fits to the data
    for all models it may be that none of the
    models are fitting the data. Model selection
    makes little sense if none of the models fit the

Model Selection Miscellany - II
  • Rejecting models is not always a sensible thing
    to do. In some cases (e.g. examining the
    consequences of future management actions),
    consideration should be given to retaining
    complicated models even if they dont provide
    significant improvements in fit.
  • Model averaging (e.g. giving a weight to each
    model say proportional to exp(AIC)) allows
    consideration of model uncertainty.

Model Selection Miscellany - III
  • Always plot the fits of the different models.
    Even if one model is significantly better than
    another, the improved fit may be qualitatively
  • Some models that fit the data better do not
    provide more realistic results (e.g. estimating
    M often leads to values for M of 0).
  • Likelihood ratio and AIC are frequentist
    approaches. Bayesian techniques are also
    available for model selection.

  • Hilborn and Mangel, Chapter 7
  • Haddon, Chapter 3
  • Linhart and Zuchini (1986)
  • Burnham and Anderson (1998).
  • Quinn and Deriso, Section 4.5