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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/getWeights.R
\name{getWeights}
\alias{getWeights}
\title{Optimize weights for model averaging.}
\usage{
getWeights(models)
}
\arguments{
\item{models}{An list object containing all considered candidate models fitted by
\code{\link[lme4]{lmer}} of the lme4-package or of class
\code{\link[nlme]{lme}}.}
}
\value{
An object containing a vector of optimized weights,
value of the minimized target function and the duration of the optimization
process.
}
\description{
Function to determine optimal weights for model averaging based on a proposal
by Zhang et al. ( 2014) to derive a weight choice criterion based on the
conditional Akaike Information Criterion as proposed by Greven and Kneib
(2010). The underlying optimization is a customized version of the
Augmented Lagrangian Method.
}
\section{WARNINGS }{
No weight-determination is currently possible for models called via \code{gamm4}.
}
\examples{
data(Orthodont, package = "nlme")
models <- list(
model1 <- lmer(formula = distance ~ age + Sex + (1 | Subject) + age:Sex,
data = Orthodont),
model2 <- lmer(formula = distance ~ age + Sex + (1 | Subject),
data = Orthodont),
model3 <- lmer(formula = distance ~ age + (1 | Subject),
data = Orthodont),
model4 <- lmer(formula = distance ~ Sex + (1 | Subject),
data = Orthodont))
foo <- getWeights(models = models)
foo
}
\references{
Greven, S. and Kneib T. (2010) On the behaviour of marginal and
conditional AIC in linear mixed models. Biometrika 97(4), 773-789.
Zhang, X., Zou, G., & Liang, H. (2014). Model averaging and
weight choice in linear mixed-effects models. Biometrika, 101(1), 205-218.
Nocedal, J., & Wright, S. (2006). Numerical optimization.
Springer Science & Business Media.
}
\seealso{
\code{\link[lme4]{lme4-package}}, \code{\link[lme4]{lmer}},
\code{\link[lme4]{getME}}
}
\author{
Benjamin Saefken & Rene-Marcel Kruse
}
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