Bootstrap variants of the Akaike information criterion for mixed model selection

DOI10.1016/j.csda.2007.06.019zbMath1452.62512OpenAlexW2110635790MaRDI QIDQ1023532

Junfeng Shang, Joseph E. Cavanaugh

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.06.019

zbMATH Keywords

Kullback-Leibler informationmodel selection criteriaAIC

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40) Statistical aspects of information-theoretic topics (62B10)

Related Items (22)

Information criteria for Fay-Herriot model selection ⋮ Statistical inference for multinomial populations based on a double index family of test statistics ⋮ CICM'21 systems entries ⋮ On generalized degrees of freedom with application in linear mixed models selection ⋮ Forecasting ARMA models: a comparative study of information criteria focusing on MDIC ⋮ The comparison study of the model selection criteria on the Tobit regression model based on the bootstrap sample augmentation mechanisms ⋮ Information methods for model selection in linear mixed effects models with application to HCV data ⋮ A graphical model selection tool for mixed models ⋮ Information based model selection criteria for generalized linear mixed models with unknown variance component parameters ⋮ Variable selection using conditional AIC for linear mixed models with data-driven transformations ⋮ Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation ⋮ Bootstrap-based model selection criteria for beta regressions ⋮ Model selection criteria in beta regression with varying dispersion ⋮ Conditional conceptual predictive statistic for mixed model selection ⋮ Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models ⋮ Model selection in linear mixed-effect models ⋮ An assumption for the development of bootstrap variants of the Akaike information criterion in mixed models ⋮ Bootstrapping the augmented Dickey–Fuller test for unit root using the MDIC ⋮ A model selection criterion based on the BHHJ measure of divergence ⋮ An Improved Divergence Information Criterion for the Determination of the Order of an AR Process ⋮ A criterion for local model selection ⋮ Model selection in linear mixed models

Uses Software

• bootstrap

Cites Work

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• Longitudinal data model selection
• The BLUPs are not best when it comes to bootstrapping
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
• Bias of the corrected AIC criterion for underfitted regression and time series models
• How Biased is the Apparent Error Rate of a Prediction Rule?
• Further analysis of the data by Akaike's information criterion and the finite corrections
• Model Selection for Multivariate Regression in Small Samples
• A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION
• On Information and Sufficiency
• A new look at the statistical model identification

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