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Lab 6: Estimation (Solutions) : Ben Bolker October 24, 2005

This document summarizes exercises in estimating parameters for negative binomial and zero-inflated negative binomial distributions using maximum likelihood estimation. It generates simulated negative binomial data and finds the MLEs. It also analyzes reef fish recruitment data using linear regression, a density-independent model, a Beverton-Holt model, and a Shepherd model. Likelihood ratio tests show the zero-inflated negative binomial model fits the data best. Confidence intervals are calculated for the parameter estimates.

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32 views7 pages

Lab 6: Estimation (Solutions) : Ben Bolker October 24, 2005

This document summarizes exercises in estimating parameters for negative binomial and zero-inflated negative binomial distributions using maximum likelihood estimation. It generates simulated negative binomial data and finds the MLEs. It also analyzes reef fish recruitment data using linear regression, a density-independent model, a Beverton-Holt model, and a Shepherd model. Likelihood ratio tests show the zero-inflated negative binomial model fits the data best. Confidence intervals are calculated for the parameter estimates.

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juntujuntu
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Lab 6: estimation (solutions)

Ben Bolker October 24, 2005


c 2005 Ben Bolker Exercise 1 : (Recreate negative binomial data, likelihood surface, etc.): > > > > > + + + + set.seed(1001) mu.true = 1 k.true = 0.4 x = rnbinom(50, mu = mu.true, size = k.true) NLLfun1 = function(p, dat = x) { mu = p[1] k = p[2] -sum(dnbinom(x, mu = mu, size = k, log = TRUE)) } Method-of-moments estimates, for starting point: > > > > m = mean(x) v = var(x) mu.mom = m k.mom = m/(v/m - 1) Using optim() to nd best t: > O1 = optim(fn = NLLfun1, par = c(mu = mu.mom, k = k.mom)) > O1 $par mu k 1.2602356 0.2884793 $value [1] 71.79646 $counts function gradient 45 NA

$convergence [1] 0 $message NULL

Calculating likelihood surface: > > > > + + + + muvec = seq(0.4, 3, by = 0.05) kvec = seq(0.01, 0.7, by = 0.01) resmat = matrix(nrow = length(muvec), ncol = length(kvec)) for (i in 1:length(muvec)) { for (j in 1:length(kvec)) { resmat[i, j] = NLLfun1(c(muvec[i], kvec[j])) } }

The new part: (1) construct condence levels (bivariate, so use df=2 in qchisq): > alevels = c(0.5, 0.9, 0.95, 0.99, 0.999) > minval = O1$value > nll.levels = qchisq(alevels, df = 2)/2 + minval Draw the contour plot, then add MLEs, true values, and method-of-moments values > > > > contour(muvec, kvec, resmat, levels = nll.levels, labels = alevels) points(O1$par["mu"], O1$par["k"], pch = 16) points(mu.true, k.true, pch = 1) points(mu.mom, k.mom, pch = 2)

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Exercise 2 : Set up reef sh data, yet again: > > > > > + + > + > a = 0.696 b = 9.79 recrprob = function(x, a = 0.696, b = 9.79) a/(1 + (a/b) * x) scoefs = c(mu = 25.32, k = 0.932, zprob = 0.123) rzinbinom = function(n, mu, size, zprob) { ifelse(runif(n) < zprob, 0, rnbinom(n, mu = mu, size = size)) } settlers = rzinbinom(603, mu = scoefs["mu"], size = scoefs["k"], zprob = scoefs["zprob"]) recr = rbinom(603, prob = recrprob(settlers), size = settlers)

Likelihood functions for Shepherd, BH, and constant model, using log-scaled parameters: > NLLfun3L = function(loga, logb, logd) { + a = exp(loga) + b = exp(logb) + d = exp(logd) + recrprob = a/(1 + (a/b) * settlers^d) + -sum(dbinom(recr, prob = recrprob, size = settlers, log = TRUE), + na.rm = TRUE) 3

+ > + + + + + + > + + + + + +

} NLLfun4L = function(loga, logb) { a = exp(loga) b = exp(logb) recrprob = a/(1 + (a/b) * settlers) -sum(dbinom(recr, prob = recrprob, size = settlers, log = TRUE), na.rm = TRUE) } NLLfun5L = function(loga) { a = exp(loga) recrprob = a r = -sum(dbinom(recr, prob = recrprob, size = settlers, log = TRUE), na.rm = TRUE) return(r) } Start by doing linear regression of recruits vs. settlers, with a zero intercept:

> > > + + + + + + >

lm1 = lm(recr ~ settlers - 1) lm.loga = list(log(coef(lm1))) rename = function(L, names) { for (i in seq(along = L)) { names(L[[i]]) = NULL } names(L) = names L } lm.loga = rename(lm.loga, "loga") First t density-independent model, using BFGS

> library(stats4) > m5L = mle(minuslogl = NLLfun5L, start = list(loga = -1), method = "BFGS", + control = list(ndeps = 0.01)) Had to use Nelder-Mead instead of BFGS: > library(stats4) > m4L = mle(minuslogl = NLLfun4L, start = list(loga = log(0.5), + logb = log(10)), method = "Nelder-Mead") set new starting condition to coes of last t: > s3 = c(coef(m4L), list(logd = 0)) > m3L = mle(minuslogl = NLLfun3L, start = s3, method = "Nelder-Mead") Table of coecients and log-likelihoods:

> > > > > >

lin = c(exp(coef(m5L)), NA, NA, -logLik(m5L)) BH = c(exp(coef(m4L)), NA, -logLik(m4L)) shep = c(exp(coef(m3L)), -logLik(m3L)) ptab = rbind(lin, BH, shep) colnames(ptab) = c("a", "b", "d", "NLL") ptab

a b d NLL lin 0.1956194 NA NA 1444.717 BH 0.6469000 9.661556 NA 1020.843 shep 0.6958790 7.488366 0.938981 1020.427 Condence intervals: > exp(confint(m3L)) Profiling... 2.5 % 97.5 % loga 0.5803975 0.8629401 logb 4.5138376 13.2413092 logd 0.8183324 1.0738117 > exp(confint(m4L)) Profiling... 2.5 % 97.5 % loga 0.5833116 0.7180536 logb 8.9412988 10.4843910 > exp(confint(m5L)) Profiling... 2.5 % 97.5 % 0.1888597 0.2025078 Exercise 3 : ZINB, negative binomial, Poisson: > + + > + + NLLpois = function(lambda) { -sum(dpois(settlers, lambda = lambda, log = TRUE)) } NLLnb = function(mu, k) { -sum(dnbinom(settlers, mu = mu, size = k, log = TRUE)) } Set up ZINB function again:

> dzinbinom = function(x, mu, size, zprob, log = FALSE) { + v = ifelse(x == 0, zprob + (1 - zprob) * dnbinom(0, mu = mu, + size = size), (1 - zprob) * dnbinom(x, mu = mu, size = size)) + if (log) + return(log(v)) + else v + } > NLLzinb = function(mu, k, zprob) { + -sum(dzinbinom(settlers, mu = mu, size = k, zprob = zprob, + log = TRUE)) + } Fit all three functions, from simplest to most complex: > > > > + m = mean(settlers) mpois = mle(minuslogl = NLLpois, start = list(lambda = m)) mnbinom = mle(minuslogl = NLLnb, start = list(mu = m, k = 0.5)) mzinbinom = mle(minuslogl = NLLzinb, start = list(mu = m, k = 0.5, zprob = 0.5)) Table of coecients and log-likelihoods: > > > > > > pois = c(coef(mpois), NA, NA, -logLik(mpois)) nbin = c(coef(mnbinom), NA, -logLik(mnbinom)) zinb = c(coef(mzinbinom), -logLik(mzinbinom)) ptab = rbind(pois, nbin, zinb) colnames(ptab) = c("lambda/mu", "k", "zprob", "NLL") ptab lambda/mu k zprob NLL 21.52405 NA NA 8623.188 21.52405 0.6238752 NA 2432.672 24.45607 1.0250050 0.1199043 2411.265

pois nbin zinb

The zero-inated negative binomial wins by a very large margin (how small would we have to make the data set before we couldnt tell the dierence any more?) 6000 log-likelihood units between neg bin and Poisson, and an additional 21 log-likelihood units between neg bin and z-i neg bin . . . > confint(mpois) Profiling... 2.5 % 97.5 % 21.15587 21.89647 > confint(mnbinom) 6

Profiling... 2.5 % 97.5 % mu 19.4557009 23.8917798 k 0.5553659 0.6993166 > confint(mzinbinom) Profiling... 2.5 % 97.5 % mu 22.37720768 26.7320557 k 0.87239529 1.1904082 zprob 0.08789511 0.1532577 As expected, condence limits for get wider and wider as we add more parameters to the model. Still, even zprob is pretty well bounded from these data.

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