Calculate, extract or set normalized model likelihoods (‘Akaike weights’).
Weights(x)
Weights(x) <- value
For the extractor, a numeric vector of normalized likelihoods.
a numeric vector of information criterion values such as AIC, or
objects returned by functions like AIC
. There are also methods for
extracting ‘Akaike weights’ from "model.selection"
or
"averaging"
objects.
numeric, the new weights for the "averaging"
object or
NULL
to reset the weights based on the original IC used.
Kamil Bartoń
The replacement function can assign new weights to an "averaging"
object, affecting coefficient values and order of component models.
sw
, weighted.mean
armWeights
,
bootWeights
, BGWeights
, cos2Weights
,
jackknifeWeights
and stackingWeights
can be used to
produce model weights.
weights
, which extracts fitting weights from model objects.
fm1 <- glm(Prop ~ dose, data = Beetle, family = binomial)
fm2 <- update(fm1, . ~ . + I(dose^2))
fm3 <- update(fm1, . ~ log(dose))
fm4 <- update(fm3, . ~ . + I(log(dose)^2))
round(Weights(AICc(fm1, fm2, fm3, fm4)), 3)
am <- model.avg(fm1, fm2, fm3, fm4, rank = AICc)
coef(am)
# Assign equal weights to all models:
Weights(am) <- rep(1, 4) # assigned weights are rescaled to sum to 1
Weights(am)
coef(am)
# Assign dummy weights:
wts <- c(2,1,4,3)
Weights(am) <- wts
coef(am)
# Component models are now sorted according to the new weights.
# The same weights assigned again produce incorrect results!
Weights(am) <- wts
coef(am) # wrong!
#
Weights(am) <- NULL # reset to original model weights
Weights(am) <- wts
coef(am) # correct
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