Selecting mixed-effects models based on a generalized information criterion

DOI10.1016/J.JMVA.2005.05.009MaRDI QIDQ2489780zbMATH OpenOpenAlexFDO

Authors Wenji Pu, Xu-Feng Niu

Publication date 28 April 2006

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

Full work available at URL https://doi.org/10.1016/j.jmva.2005.05.009

zbMATH Keywords

consistencyModel selectionPenalty functionsasymptotic loss efficiencyInter-subject variationWithin-subject variation

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05) Statistical ranking and selection procedures (62F07) Estimation in multivariate analysis (62H12)

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Cited in

(35)

• Model selection in linear mixed models
• A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
• New variable selection for linear mixed-effects models
• Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
• Model selection in linear mixed effect models
• Joint variable selection for fixed and random effects in linear mixed-effects models
• Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring
• Bias-reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed-effects models
• A note on model selection using information criteria for general linear models estimated using REML
• Double penalized quantile regression for the linear mixed effects model
• Information methods for model selection in linear mixed effects models with application to HCV data
• Focused model selection for linear mixed models with an application to whale ecology
• Regularized finite mixture models for probability trajectories
• Conditional Akaike information criterion in the Fay-Herriot model
• Variable selection in linear mixed effects models
• Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
• A simultaneous variable selection methodology for linear mixed models
• Double penalized variable selection for high-dimensional partial linear mixed effects models
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• Bayesian model selection in linear mixed models for longitudinal data
• Multikernel linear mixed model with adaptive Lasso for complex phenotype prediction
• Adaptive Lasso for linear mixed model selection via profile log-likelihood
• Composite quantile regression for high-dimensional linear mixed effects models
• Simultaneous variable selection for joint models of longitudinal and survival outcomes
• Fixed and random effects selection in nonparametric additive mixed models
• Asymptotic theory of generalized information criterion for geostatistical regression model selection
• A penalized approach to mixed model selection via cross-validation
• Selection of linear mixed‐effects models for clustered data
• A graphical model selection tool for mixed models
• Selection of terms in random coefficient regression models
• On model selections for repeated measurement data in clinical studies
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• Inference of random effects for linear mixed-effects models with a fixed number of clusters
• Covariate selection for multilevel models with missing data
• Model selection in linear mixed-effect models

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