Model selection

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Model selection

Stats Q
Hi all,

I'm reading a paper that has used log likelihood ratio tests and Bayesian
Information Criterion for model selection. I'm not sure whether of either
of these were done in SPSS, so am looking for a little advice on the
procedure. That is, can anyone direct me to some good resources or texts or
provide me with any information about these statistical techniques?

Thanks
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Re: Model selection

Marta García-Granero
Hi K S Scot

KSS> I'm reading a paper that has used log likelihood ratio tests and Bayesian
KSS> Information Criterion for model selection. I'm not sure whether of either
KSS> of these were done in SPSS, so am looking for a little advice on the
KSS> procedure. That is, can anyone direct me to some good resources or texts or
KSS> provide me with any information about these statistical techniques?

You don't mention the type of model (linear, logistic, Cox,
Poisson, nominal, ordinal.. regression).

LR tests are part of the standard output of SPSS for any model but
linear regression. BIC can be obtained for linear regression models
(subcommand /SELECTION, it must be added thru syntax).

Right now I can't think of a book that covers those topics, I'll check
the University library and see if I find someone.


--
Regards,
Dr. Marta García-Granero,PhD           mailto:[hidden email]
Statistician

---
"It is unwise to use a statistical procedure whose use one does
not understand. SPSS syntax guide cannot supply this knowledge, and it
is certainly no substitute for the basic understanding of statistics
and statistical thinking that is essential for the wise choice of
methods and the correct interpretation of their results".

(Adapted from WinPepi manual - I'm sure Joe Abrahmson will not mind)
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Re: Model selection

Stats Q
In reply to this post by Stats Q



Hi Marta,

Thanks for your e-mail. The paper says that a Log-linear model was used. From what you are saying then, I guess I've interpreted things incorrectly then i.e., log-likelihood ratio tests will be part of the output from the BIC analysis. Do you know if is the case that the lower the log-likelihood value, the better the model fits the data? And if so, how low does the value have to be to be considered low? And why would the log-likelihood value need to be reported as well as a BIC value? 

Thanks. I appreciate the advice.

K S Scot


From:  Marta García-Granero <[hidden email]>
Reply-To:  Marta García-Granero <[hidden email]>
To:  [hidden email]
Subject:  Re: Model selection
Date:  Wed, 11 Oct 2006 11:42:39 +0200

>Hi K S Scot
>
>KSS> I'm reading a paper that has used log likelihood ratio tests and Bayesian
>KSS> Information Criterion for model selection. I'm not sure whether of either
>KSS> of these were done in SPSS, so am looking for a little advice on the
>KSS> procedure. That is, can anyone direct me to some good resources or texts or
>KSS> provide me with any information about these statistical techniques?
>
>You don't mention the type of model (linear, logistic, Cox,
>Poisson, nominal, ordinal.. regression).
>
>LR tests are part of the standard output of SPSS for any model but
>linear regression. BIC can be obtained for linear regression models
>(subcommand /SELECTION, it must be added thru syntax).
>
>Right now I can't think of a book that covers those topics, I'll check
>the University library and see if I find someone.
>
>
>--
>Regards,
>Dr. Marta García-Granero,PhD           mailto:[hidden email]
>Statistician
>
>---
>"It is unwise to use a statistical procedure whose use one does
>not understand. SPSS syntax guide cannot supply this knowledge, and it
>is certainly no substitute for the basic understanding of statistics
>and statistical thinking that is essential for the wise choice of
>methods and the correct interpretation of their results".
>
>(Adapted from WinPepi manual - I'm sure Joe Abrahmson will not mind)


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Re: Model selection

King Douglas
Folks,

  This is a test...not a response to K S Scot.  I seem to be unable to post to the SPSS-X listserv.  My query is returned as rejected by the server as "spam."  Any ideas?

  Please e-mail me at [hidden email]

  Thanks...and sorry, K S Scot

Stats Q <[hidden email]> wrote:



      Hi Marta,
  Thanks for your e-mail. The paper says that a Log-linear model was used. From what you are saying then, I guess I've interpreted things incorrectly then i.e., log-likelihood ratio tests will be part of the output from the BIC analysis. Do you know if is the case that the lower the log-likelihood value, the better the model fits the data? And if so, how low does the value have to be to be considered low? And why would the log-likelihood value need to be reported as well as a BIC value?
  Thanks. I appreciate the advice.

K S Scot






---------------------------------

From:  Marta García-Granero <[hidden email]>
Reply-To:  Marta García-Granero <[hidden email]>
To:  [hidden email]
Subject:  Re: Model selection
Date:  Wed, 11 Oct 2006 11:42:39 +0200

>Hi K S Scot
>
>KSS> I'm reading a paper that has used log likelihood ratio tests and Bayesian
>KSS> Information Criterion for model selection. I'm not sure whether of either
>KSS> of these were done in SPSS, so am looking for a little advice on the
>KSS> procedure. That is, can anyone direct me to some good resources or texts or
>KSS> provide me with any information about these statistical techniques?
>
>You don't mention the type of model (linear, logistic, Cox,
>Poisson, nominal, ordinal.. regression).
>
>LR tests are part of the standard output of SPSS for any model but
>linear regression. BIC can be obtained for linear regression models
>(subcommand /SELECTION, it must be added thru syntax).
>
>Right now I can't think of a book that covers those topics, I'll check
>the University library and see if I find someone.
>
>
>--
>Regards,
>Dr. Marta García-Granero,PhD           mailto:[hidden email]
>Statistician
>
>---
>"It is unwise to use a statistical procedure whose use one does
>not understand. SPSS syntax guide cannot supply this knowledge, and it
>is certainly no substitute for the basic understanding of statistics
>and statistical thinking that is essential for the wise choice of
>methods and the correct interpretation of their results".
>
>(Adapted from WinPepi manual - I'm sure Joe Abrahmson will not mind)




---------------------------------
  Fed up with spam in your inbox? Find out how to deal with junk e-mail here!
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Re: Model selection

Hector Maletta
King,
This message was duly distributed to the list. Perhaps it was also reported
to you as rejected. Server behavior is a little contradictory at times.

Hector

-----Mensaje original-----
De: SPSSX(r) Discussion [mailto:[hidden email]] En nombre de King
Douglas
Enviado el: 11 October 2006 12:47
Para: [hidden email]
Asunto: Re: Model selection

Folks,

  This is a test...not a response to K S Scot.  I seem to be unable to post
to the SPSS-X listserv.  My query is returned as rejected by the server as
"spam."  Any ideas?

  Please e-mail me at [hidden email]

  Thanks...and sorry, K S Scot

Stats Q <[hidden email]> wrote:



      Hi Marta,
  Thanks for your e-mail. The paper says that a Log-linear model was used.
From what you are saying then, I guess I've interpreted things incorrectly
then i.e., log-likelihood ratio tests will be part of the output from the
BIC analysis. Do you know if is the case that the lower the log-likelihood
value, the better the model fits the data? And if so, how low does the value
have to be to be considered low? And why would the log-likelihood value need
to be reported as well as a BIC value?
  Thanks. I appreciate the advice.

K S Scot






---------------------------------

From:  Marta García-Granero <[hidden email]>
Reply-To:  Marta García-Granero <[hidden email]>
To:  [hidden email]
Subject:  Re: Model selection
Date:  Wed, 11 Oct 2006 11:42:39 +0200
>Hi K S Scot
>
>KSS> I'm reading a paper that has used log likelihood ratio tests and
Bayesian
>KSS> Information Criterion for model selection. I'm not sure whether of
either
>KSS> of these were done in SPSS, so am looking for a little advice on the
>KSS> procedure. That is, can anyone direct me to some good resources or
texts or

>KSS> provide me with any information about these statistical techniques?
>
>You don't mention the type of model (linear, logistic, Cox,
>Poisson, nominal, ordinal.. regression).
>
>LR tests are part of the standard output of SPSS for any model but
>linear regression. BIC can be obtained for linear regression models
>(subcommand /SELECTION, it must be added thru syntax).
>
>Right now I can't think of a book that covers those topics, I'll check
>the University library and see if I find someone.
>
>
>--
>Regards,
>Dr. Marta García-Granero,PhD           mailto:[hidden email]
>Statistician
>
>---
>"It is unwise to use a statistical procedure whose use one does
>not understand. SPSS syntax guide cannot supply this knowledge, and it
>is certainly no substitute for the basic understanding of statistics
>and statistical thinking that is essential for the wise choice of
>methods and the correct interpretation of their results".
>
>(Adapted from WinPepi manual - I'm sure Joe Abrahmson will not mind)




---------------------------------
  Fed up with spam in your inbox? Find out how to deal with junk e-mail
here!
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"Spam" to SPSSX-L (was, re: Model selection)

Richard Ristow
In reply to this post by King Douglas
At 11:46 AM 10/11/2006, King Douglas wrote:

>I seem to be unable to post to the SPSS-X listserv.  My query is
>returned as rejected by the server as "spam."  Any ideas?

I recently had a posting rejected as spam. I asked, and at 05:15 PM
10/5/2006, UGA Listserv Admin (thanks, Jean Snow) wrote:

>Damn... Sorry about this.  We had to seriously lower spam thresholds
>and add tests last month because Listserv and our mail gateways were
>constantly being blocked by SpamCop, and sadly, many of our
>subscriber's sites use it to determine what's spam. People were
>getting autodeleted.  It was really bad.

And at 09:02 PM 10/6/2006, UGA Listserv Admin wrote:

>Give Nathan a little time, and the UGA rules will be tweaked to let
>your, and similar, posts through.  And do let us know if this happens
>in the future.

So it's a known problem. I've no idea how widespread; have other people
had legitimate posts rejected?

Jean, should people forward you copies of the messages for rejected
legitimate postings?

-Cheers and tangles,
  Richard
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Re: "Spam" to SPSSX-L (was, re: Model selection)

Hector Maletta
I did not have any of my messages rejected by the UGA list server, but SOME,
only some messages to the list (e.g. two messages sent today by our
colleague Sebastian Daza) got marked as spam by my own ISP, heavens know
why. Messages, you know, arrive from the server, not from the list member,
so I do not understand why some of them are caught and others are not.

These server deities governing our lives and communications are as
capricious as Greek gods in Mount Olympus (or Teutonic gods in Valhalla).
Would they be appeased by sacrificing a lamb, or they would require
something more substantial? Smashing a laptop perhaps?

Hector

-----Mensaje original-----
De: SPSSX(r) Discussion [mailto:[hidden email]] En nombre de
Richard Ristow
Enviado el: 11 October 2006 16:32
Para: [hidden email]
Asunto: "Spam" to SPSSX-L (was, re: Model selection)

At 11:46 AM 10/11/2006, King Douglas wrote:

>I seem to be unable to post to the SPSS-X listserv.  My query is
>returned as rejected by the server as "spam."  Any ideas?

I recently had a posting rejected as spam. I asked, and at 05:15 PM
10/5/2006, UGA Listserv Admin (thanks, Jean Snow) wrote:

>Damn... Sorry about this.  We had to seriously lower spam thresholds
>and add tests last month because Listserv and our mail gateways were
>constantly being blocked by SpamCop, and sadly, many of our
>subscriber's sites use it to determine what's spam. People were
>getting autodeleted.  It was really bad.

And at 09:02 PM 10/6/2006, UGA Listserv Admin wrote:

>Give Nathan a little time, and the UGA rules will be tweaked to let
>your, and similar, posts through.  And do let us know if this happens
>in the future.

So it's a known problem. I've no idea how widespread; have other people
had legitimate posts rejected?

Jean, should people forward you copies of the messages for rejected
legitimate postings?

-Cheers and tangles,
  Richard