Jackknifed model weights
Computes model weights optimized for jackknifed model fits.
jackknifeWeights(object, ..., data, type = c("loglik", "rmse"), family = NULL, weights = NULL, optim.method = "BFGS", maxit = 1000, optim.args = list(), start = NULL, force.update = FALSE, py.matrix = FALSE)
object, ... |
two or more fitted |
data |
a data frame containing the variables in the model. It is
optional if all models are |
type |
a character string specifying the function to minimize. Either
|
family |
used only if |
weights |
an optional vector of ‘prior
weights’ to be used in the model fitting process. Should be |
optim.method |
optional, optimisation method, passed to
|
maxit |
optional, the maximum number of iterations, passed to
|
optim.args |
optional list of other arguments passed to
|
start |
starting values for model weights. Numeric of length equal the number of models. |
force.update |
for |
py.matrix |
either a boolean value, then if |
Model weights are chosen (using optim
) to minimise
RMSE or log-likelihood of
the prediction for data point i, of a model fitted omitting that
data point i. The jackknife procedure is therefore run for all
provided models and for all data points.
The function returns a numeric vector of model weights.
This procedure can give variable results depending on the
optimisation method and starting values. It is therefore
advisable to make several replicates using different optim.method
s.
See optim
for possible values for this argument.
Kamil Bartoń. Carsten Dormann
Hansen, B. E. & Racine, J. S. (2012) Jackknife model averaging. Journal of Econometrics, 979: 38–46
Dormann, C. et al. (2018) Model averaging in ecology: a review of Bayesian, information-theoretic, and tactical approaches for predictive inference. Ecological Monographs, 88, 485–504.
Other model.weights: BGWeights
,
bootWeights
, cos2Weights
,
stackingWeights
fm <- glm(Prop ~ mortality * dose, binomial(), Beetle, na.action = na.fail) fits <- lapply(dredge(fm, eval = FALSE), eval) amJk <- amAICc <- model.avg(fits) set.seed(666) Weights(amJk) <- jackknifeWeights(fits, data = Beetle) coef(amJk) coef(amAICc)
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