l2-1 assessment of model performance - distance · assessment of model performance • likelihood...

17
Assessment of model performance Likelihood AIC Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov and Cramér-von Mises tests

Upload: others

Post on 29-Sep-2020

1 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Assessment of modelperformance

• Likelihood

• AIC

• Absolute measures of model fitChi-squared testQq plotsKolmogorov-Smirnov and Cramér-von Mises tests

Page 2: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Likelihood

xi = distance of ith detected animal from the line.

)(...)()( 21 ni

n

1=i

xfxfxf)xf(=L

f(x) = probability density function of x

f(x) dx = Pr (animal was between x and x+dx from the line, given it was detected between 0and w) for small dx

When distances are exact, the likelihood is given by

We fit f(x) by finding the values for the parameters of f(x) (or equivalently g(x)) thatmaximize L (or loge(L) ).

Page 3: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Akaike’s Information Criterion

AIC = -2loge(L) + 2q

L is the maximized likelihood (evaluated at the maximum likelihood estimates of themodel parameters)

and q is the number of parameters in the model.

• Models need not be special cases of one another

• Select the model with smallest AIC

• Gives a relative measure of fit

Page 4: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Limitations of AIC

Cannot be used to select between models when:

• sample size n differs

• truncation distance w differs

• data are grouped, and cutpoints differ

• data are grouped in one analysis and ungrouped in the other

Page 5: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Goodness-of-Fit

• Chi-squared test for grouped (interval) data; if data are exact, we must specifyinterval cutpoints for this test

• Q-Q plots and related tests for exact data

Page 6: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Define u distance intervals, with ni detections in interval i, i = 1, ..., u.

Then

where

Chi-squared tests

ˆ

ˆ

i

2ii

u

1=i

2

n

)n-n(=

n=n i

i

and is the proportion of the area under the estimated pdf, , that lies ininterval i.

If the model is ‘correct’:

q = no. of parameters

i (x)f

2

1-q-u

2 ~

Page 7: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Chaffinch line transect data

0.0

0.2

0.4

0.6

0.8

1.0

1.2

0 10 20 30 40 50 60 70 80 90 100

Perpendicular distance in meters

Page 8: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

χ2 goodness-of-fit testCell Cut Observed Expected Chi-square

i Points Values Values Values-----------------------------------------------------------------1 0.000 12.5 16 15.32 0.0302 12.5 22.5 11 11.63 0.0343 22.5 32.5 11 10.62 0.0134 32.5 42.5 8 9.33 0.1895 42.5 52.5 9 7.87 0.1646 52.5 62.5 7 6.37 0.0627 62.5 77.5 3 6.96 2.2538 77.5 95.0 8 4.91 1.953

-----------------------------------------------------------------Total Chi-square value = 4.6970 Degrees of Freedom = 6.00

Probability of a greater chi-square value, P = 0.58322

The program has limited capability for pooling. The user shouldjudge the necessity for pooling and if necessary, do pooling by hand.

Page 9: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Q-Q Plots and Related Tests

0 1 2 3

3

6

9

x

f(x)

Half area under histogram

5/6ths area under histogram

Page 10: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

10

1/2 5/6

1

0

5/6

1/2

Observed fraction of data xi

Exp

ecte

d(f

itte

d)

frac

tio

no

fd

ata

<=

x i

Fitt

edC

um

ula

tive

Dis

trib

uti

on

Fun

ctio

n(C

DF)

Empirical Distribution Function (EDF)

Page 11: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Example: Rounding to zero

0

12 3

3

6

9

x

f(x)

Half area under histogram

Rounding!

5/6ths area under histogram

Page 12: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

10

1/2 5/6

1

0

5/6

1/2

Observed fraction of data xi

Exp

ecte

d(f

itte

d)

frac

tio

no

fd

ata

<=

x i

Fitt

edC

um

ula

tive

Dis

trib

uti

on

Fun

ctio

n(C

DF)

Empirical Distribution Function (EDF)

Bad fit!

Page 13: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Kolmogorov-Smirnov test

101/2 5/6

1

0

5/6

1/2

CD

F

EDF

Uses biggest difference

Page 14: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Cramér-von Mises test

101/2 5/6

1

0

5/6

1/2

CD

F

EDF

Uses sum of all squared differences

(Can use Weighted sum)

Page 15: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Chaffinch line transect Q-Q plot

0

0.2

0.4

0.6

0.8

1

0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0

Empirical distribution function

Page 16: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

K-S test and Cramer-von Mises test

Kolmogorov-Smirnov test-----------------------

D_n = 0.0573 p = 0.9703

Cramer-von Mises family tests-----------------------------

W-sq (uniform weighting) = 0.0368 0.900 < p <= 1.000Relevant critical values:

W-sq crit(alpha=0.900) = 0.0000

C-sq (cosine weighting) = 0.0257 0.900 < p <= 1.000Relevant critical values:

C-sq crit(alpha=0.900) = 0.0000

Page 17: L2-1 Assessment of Model Performance - Distance · Assessment of model performance • Likelihood • AIC • Absolute measures of model fit Chi-squared test Qq plots Kolmogorov-Smirnov

Q-Q Plot Summary

• Q-Q plots show goodness-of-fit at “high resolution” – without requiring grouping intointervals

• Kolmogorov-Smirnov test and Cramér-von Mises test are goodness-of-fit tests that do notrequire grouping

• Cramér-von Mises test can be weighted, to give higher weight to x near zero