IDEAS home Printed from https://ideas.repec.org/a/eee/ecomod/v211y2008i1p1-10.html
   My bibliography  Save this article

A review and comparison of four commonly used Bayesian and maximum likelihood model selection tools

Author

Listed:
  • Ward, Eric J.

Abstract

Many tools have become available for biologists for evaluating competing ecological models – models may be judged based on the fit to data alone (e.g. likelihood), or more formal statistical criteria may be used. Because of the implied assumptions of each tool, model selection criteria should be chosen a priori for the problem at hand, – a model that is considered ‘good’ in its explanatory power may not be the best choice for a problem that requires prediction. In this paper, I review the behavior and assumptions of the four most commonly used statistical criteria (Akaike's Information Criterion, AIC; Schwarz or Bayesian Information Criterion, BIC; Deviance Information Criterion, DIC; Bayes factors). Second, I illustrate differences in these model selection tools by applying the four criteria to thousands of simulated abundance trajectories. With the simulation model known, I examine whether each of the criteria are useful in selecting models to evaluate simple questions, such as whether time series support evidence of density dependent population growth. Across simulations, the maximum likelihood criteria consistently favored simpler population models when compared to Bayesian criteria. Among the Bayesian criteria, the Bayes factor favored the correct simulation model more frequently than the Deviance Information Criterion. There was considerable uncertainty in the ability of the Bayes factor to discriminate between models, this tool selected the simulation model slightly more frequently than other approaches.

Suggested Citation

  • Ward, Eric J., 2008. "A review and comparison of four commonly used Bayesian and maximum likelihood model selection tools," Ecological Modelling, Elsevier, vol. 211(1), pages 1-10.
  • Handle: RePEc:eee:ecomod:v:211:y:2008:i:1:p:1-10
    DOI: 10.1016/j.ecolmodel.2007.10.030
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304380007005558
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.ecolmodel.2007.10.030?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kadane, Joseph B. & Lazar, Nicole A., 2004. "Methods and Criteria for Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 279-290, January.
    2. David J. Spiegelhalter & Nicola G. Best & Bradley P. Carlin & Angelika Van Der Linde, 2002. "Bayesian measures of model complexity and fit," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 64(4), pages 583-639, October.
    3. Unknown, 2000. "Back Matter," Food Review/ National Food Review, United States Department of Agriculture, Economic Research Service, vol. 23(2), pages 1-2.
    4. Unknown, 2000. "Back Matter," Food Review/ National Food Review, United States Department of Agriculture, Economic Research Service, vol. 23(1), pages 1-2.
    5. Unknown, 2001. "Back Matter," SS-AAEA Journal of Agricultural Economics, Agricultural and Applied Economics Association, pages 1-4.
    6. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Spencer-Cotton, Alaya & Navarro, Matt & Hamre, Nicole, 2023. "Public preferences for marine park design in Western Australia," Working Papers 339006, University of Western Australia, School of Agricultural and Resource Economics.
    2. McDonald, Cory P. & Urban, Noel R., 2010. "Using a model selection criterion to identify appropriate complexity in aquatic biogeochemical models," Ecological Modelling, Elsevier, vol. 221(3), pages 428-432.
    3. Chan, Joshua C.C. & Grant, Angelia L., 2016. "Fast computation of the deviance information criterion for latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 847-859.
    4. Shifei Yuan & Hongjie Wu & Chengliang Yin, 2013. "State of Charge Estimation Using the Extended Kalman Filter for Battery Management Systems Based on the ARX Battery Model," Energies, MDPI, vol. 6(1), pages 1-27, January.
    5. Brun, Mélanie & Abraham, Christophe & Jarry, Marc & Dumas, Jacques & Lange, Frédéric & Prévost, Etienne, 2011. "Estimating an homogeneous series of a population abundance indicator despite changes in data collection procedure: A hierarchical Bayesian modelling approach," Ecological Modelling, Elsevier, vol. 222(5), pages 1069-1079.
    6. Moghaddass, Ramin & Zuo, Ming J., 2014. "An integrated framework for online diagnostic and prognostic health monitoring using a multistate deterioration process," Reliability Engineering and System Safety, Elsevier, vol. 124(C), pages 92-104.
    7. Li, Gong & Shi, Jing, 2012. "Applications of Bayesian methods in wind energy conversion systems," Renewable Energy, Elsevier, vol. 43(C), pages 1-8.
    8. Solaiman Afroughi & Soghrat Faghihzadeh & Majid Jafari Khaledi & Mehdi Ghandehari Motlagh & Ebrahim Hajizadeh, 2011. "Analysis of clustered spatially correlated binary data using autologistic model and Bayesian method with an application to dental caries of 3--5-year-old children," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2763-2774, February.
    9. Armstrong, Doug P. & Brooks, Ronald J., 2013. "Application of hierarchical biphasic growth models to long-term data for snapping turtles," Ecological Modelling, Elsevier, vol. 250(C), pages 119-125.
    10. Troost, Christian & Huber, Robert & Bell, Andrew R. & van Delden, Hedwig & Filatova, Tatiana & Le, Quang Bao & Lippe, Melvin & Niamir, Leila & Polhill, J. Gareth & Sun, Zhanli & Berger, Thomas, 2023. "How to keep it adequate: A protocol for ensuring validity in agent-based simulation," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 159, pages 1-21.
    11. Liu, Yu & Liu, Qinzhen & Xie, Chaoyang & Wei, Fayuan, 2019. "Reliability assessment for multi-state systems with state transition dependency," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 276-288.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dencker Peter & Liese Friedrich, 2004. "Local maximin properties of tests in Gaussian shift experiments," Statistics & Risk Modeling, De Gruyter, vol. 22(2/2004), pages 83-108, February.
    2. Bauder, David & Bodnar, Taras & Parolya, Nestor & Schmid, Wolfgang, 2020. "Bayesian inference of the multi-period optimal portfolio for an exponential utility," Journal of Multivariate Analysis, Elsevier, vol. 175(C).
    3. Le, Tri & Clarke, Bertrand, 2016. "Using the Bayesian Shtarkov solution for predictions," Computational Statistics & Data Analysis, Elsevier, vol. 104(C), pages 183-196.
    4. Alexander Karlsson & Björn Hammarfelt & H. Joe Steinhauer & Göran Falkman & Nasrine Olson & Gustaf Nelhans & Jan Nolin, 2015. "Modeling uncertainty in bibliometrics and information retrieval: an information fusion approach," Scientometrics, Springer;Akadémiai Kiadó, vol. 102(3), pages 2255-2274, March.
    5. Hosack, Geoffrey R. & Hayes, Keith R. & Barry, Simon C., 2017. "Prior elicitation for Bayesian generalised linear models with application to risk control option assessment," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 351-361.
    6. McGree, J.M., 2017. "Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 207-225.
    7. R. B. Millar & S. McKechnie, 2014. "A one-step-ahead pseudo-DIC for comparison of Bayesian state-space models," Biometrics, The International Biometric Society, vol. 70(4), pages 972-980, December.
    8. Eric F. Lock & Nidhi Kohli & Maitreyee Bose, 2018. "Detecting Multiple Random Changepoints in Bayesian Piecewise Growth Mixture Models," Psychometrika, Springer;The Psychometric Society, vol. 83(3), pages 733-750, September.
    9. Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava, 2015. "A Variant of AIC Using Bayesian Marginal Likelihood," CIRJE F-Series CIRJE-F-971, CIRJE, Faculty of Economics, University of Tokyo.
    10. Kyu Ha Lee & Virginie Rondeau & Sebastien Haneuse, 2017. "Accelerated failure time models for semi‐competing risks data in the presence of complex censoring," Biometrics, The International Biometric Society, vol. 73(4), pages 1401-1412, December.
    11. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
    12. Yu, Dalei & Yau, Kelvin K.W., 2012. "Conditional Akaike information criterion for generalized linear mixed models," Computational Statistics & Data Analysis, Elsevier, vol. 56(3), pages 629-644.
    13. Overholser, Rosanna & Xu, Ronghui, 2014. "Effective degrees of freedom and its application to conditional AIC for linear mixed-effects models with correlated error structures," Journal of Multivariate Analysis, Elsevier, vol. 132(C), pages 160-170.
    14. Gneiting, Tilmann, 2011. "Making and Evaluating Point Forecasts," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 746-762.
    15. Christopher H. Jackson & Simon G. Thompson & Linda D. Sharples, 2009. "Accounting for uncertainty in health economic decision models by using model averaging," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 172(2), pages 383-404, April.
    16. Oludare Ariyo & Emmanuel Lesaffre & Geert Verbeke & Adrian Quintero, 2022. "Bayesian Model Selection for Longitudinal Count Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 516-547, November.
    17. Kubokawa, Tatsuya, 2011. "Conditional and unconditional methods for selecting variables in linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 641-660, March.
    18. Yuki Kawakubo & Tatsuya Kubokawa & Muni S. Srivastava, 2018. "A Variant of AIC Based on the Bayesian Marginal Likelihood," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 80(1), pages 60-84, May.
    19. Zhaolin Hu & Jing Cao & L. Jeff Hong, 2012. "Robust Simulation of Global Warming Policies Using the DICE Model," Management Science, INFORMS, vol. 58(12), pages 2190-2206, December.
    20. Srivastava, Muni S. & Kubokawa, Tatsuya, 2010. "Conditional information criteria for selecting variables in linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 101(9), pages 1970-1980, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ecomod:v:211:y:2008:i:1:p:1-10. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/ecological-modelling .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.