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Activity Number: 471
Type: Topic Contributed
Date/Time: Wednesday, August 7, 2013 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #310365
Title: An ANOVA Test for Parameter Estimability Using Data Cloning
Author(s): Dave Campbell*+ and Subhash Lele
Companies: Simon Fraser University and University of Alberta
Keywords: Dynamic Systems ; MCMC ; Identifiability ; Maximum LIkelihood ; Over-Parameterized Models ; Asymptotics
Abstract:

Models for complex systems are often built with more parameters than can be uniquely identified by available data. Because of the variety of causes, identifying a lack of parameter identifiability typically requires mathematical manipulation of models, monte carlo simulations, and examination of the Fisher Information Matrix. To simplify estimability analysis, we introduce a simple test for parameter estimability, using Data Cloning, a Markov Chain Monte Carlo based algorithm. Together, Data cloning and the ANOVA based test determine if the model parameters are estimable and if so, determine their maximum likelihood estimates and provide asymptotic standard errors. When not all model parameters are estimable, we show how the Data Cloning results and the ANOVA test can be used to determine estimable parameter combinations or infer identifiability problems in the model structure. We illustrate the method using real data systems that are known to be difficult to analyze.


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