Variable selection using conditional AIC for linear mixed models with data-driven transformations

DOI10.1007/S11222-022-10198-9MaRDI QIDQ2677907zbMATH OpenOpenAlexFDO

Authors Yeonjoo Lee, Natalia Rojas-Perilla, Marina Runge, Timo Schmid

Publication date 9 January 2023

Published in Statistics and Computing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11222-022-10198-9

zbMATH Keywords

Box-Cox transformationempirical best predictorindicatorssmall area estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• A Class of Decomposable Poverty Measures
• A Generalization of Sampling Without Replacement From a Finite Universe
• A modified family of power transformations
• A note on conditional AIC for linear mixed-effects models
• An analysis of variance test for normality (complete samples)
• Bayesian predictive simultaneous variable and transformation selection in the linear model.
• Bootstrap variants of the Akaike information criterion for mixed model selection
• Conditional Akaike information criterion in the Fay-Herriot model
• Conditional Akaike information for mixed-effects models
• Conditional Akaike information under generalized linear and proportional hazards mixed models
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• Information criteria for Fay-Herriot model selection
• Linear mixed models for longitudinal data
• Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data
• Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge)
• Model selection in linear mixed models
• Model Selection, Transformations and Variance Estimation in Nonlinear Regression
• On the behaviour of marginal and conditional AIC in linear mixed models
• Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation
• Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective
• Robust mixed model analysis
• Robust small area estimation
• Small area estimation
• Small area estimation of poverty indicators
• Small‐area estimation by combining time‐series and cross‐sectional data
• The effect of misspecifying the random-effects distribution in linear mixed models for longitudinal data

Cited in

(2)

• Variable selection using axis-aligned random projections for partial least-squares regression
• Random forests and mixed effects random forests for small area estimation of general parameters: a poverty mapping case study in Mozambique

Describes a project that uses

Uses Software

• saery
• R

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