BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
FranAstorga
Calcite | Level 5

Hi

I'm running a GLIMMIX procedure, with laplace method. I get the AIC, but not the akaike w weights, which would let me to compare more clearly between models.... how could I get the value for each model??

Thanks!!

1 ACCEPTED SOLUTION

Accepted Solutions
lvm
Rhodochrosite | Level 12 lvm
Rhodochrosite | Level 12

You will have to be more specific. One can weight an individual model by a scaled version of its AIC, which is used in model averaging or in determining posterior probabilities of models being the best. But the weighting only occurs when you have several models fitted to the same data. There is no weighted AIC for a single model fit. These weights are only defined after you fit several different models to the data (the denominator is based on all of the models considered). If you want to weight different models after fitting, then you need to do this by hand, or in a data step.

View solution in original post

3 REPLIES 3
lvm
Rhodochrosite | Level 12 lvm
Rhodochrosite | Level 12

You will have to be more specific. One can weight an individual model by a scaled version of its AIC, which is used in model averaging or in determining posterior probabilities of models being the best. But the weighting only occurs when you have several models fitted to the same data. There is no weighted AIC for a single model fit. These weights are only defined after you fit several different models to the data (the denominator is based on all of the models considered). If you want to weight different models after fitting, then you need to do this by hand, or in a data step.

FranAstorga
Calcite | Level 5

Hi! Thanks for the  response. I need exactly what you described: an specific weight for each model that was performed from the same data. I have 10 models from a set of data, and I need to select the best models. I'll use AIC, but also the weights of each one, as the probabilites of each one to be the best of all. How could I get those values? You mentioned "by hand" or "in a data step"... how are those processes? Thanks again!

lvm
Rhodochrosite | Level 12 lvm
Rhodochrosite | Level 12

There are several sources on-line. Check out:

Lecture 17—Friday, February 10, 2006

for a detailed example of what you want. Or read:

http://www.turkupetcentre.net/reports/tpcmod0016.pdf

Good luck.

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 3 replies
  • 1727 views
  • 3 likes
  • 2 in conversation