Compare Betas from two different GLMS
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Hi
I am trying to compare the betas from two different glms. For each model I have the following output: (This is the output for only 1 model).
I want to compare the fixed effects coefficients from Model 1 with those from Model 2, i.e. "Is Evidence_Control_11 (Model1) significantly different from Evidence_Control_11 (Model2)? The models differ with regards to the number of observations. However, the formula is equivalent for both models.
I would be grateful for guidance.
Thanks!
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Antworten (2)
Raunak Gupta
am 6 Dez. 2019
Hi,
The Model Fit Statistics contains several parameters that are good enough to compare between two model’s performance for overall fitting. For specific variables like the mentioned Fixed effect ‘Evidence_Control_11’ , the Estimate value will be the beta you may be looking for but that doesn’t the goodness of the fit. So, I suggest comparing the models based on the pValue that give statistical robustness. anova can also be good measure for comparing models for a single predictor.
Hope this helps.
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Jeff Miller
am 7 Dez. 2019
You might compare confidence intervals. For example, the estimated value for evidence control is .62033. Compute an approximate 95% confidence interval (CI) by going 2*SEs above and below that: i.e., .62033 +/- 2*0.021935. Do the same computation for evidence stress and compare the resulting CIs. If one interval is clearly above the other, you have your answer as to which estimate is larger. If not, check this paper: Wolfe, R and Hanley, J (2002). Canadian Medical Association Journal
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Jeff Miller
am 10 Dez. 2019
Unfortunately, my advice is that you'll probably need to go through the problem in detail with a statistician. I am pretty sure that getting a p value will depend on many details of the models that you are fitting and the data to which you are fitting them. For example, is one model nested in the other? Are the models being fit to the same data or different data? Even if there is nothing else, there is probably some bootstrapping approach that could be tailored to your situation, but that could be extremely tricky to set up correctly.
Sorry I don't have a better suggestion to offer.
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