Covariate screening in mixed linear models

DOI10.1006/JMVA.1996.0038MaRDI QIDQ1817495zbMATH OpenOpenAlexFDO

Authors A. M. Richardson, Alan H. Welsh

Publication date 8 December 1996

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1996.0038

zbMATH Keywords

restricted maximum likelihoodrobustnesslikelihood ratio testREMLcovariance structureestimated covariance matrixanalysis of deviancemixed linear modelsselecting covariates

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Consistent procedures for mixed linear model selection
• Model selection in linear mixed models
• Testing polynomial covariate effects in linear and generalized linear mixed models
• Variable selection in linear mixed effects models
• New variable selection for linear mixed-effects models

Cited in

(3)

• On sufficient variable screening using log odds ratio filter
• Likelihood inference for small variance components
• Subset Selection for Linear Mixed Models

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