Akaike information criterion for selecting variables in the nested error regression model

DOI10.1080/03610926.2011.555043MaRDI QIDQ2920064zbMATH OpenOpenAlexFDO

Authors Tatsuya Kubokawa, Muni S. Srivastava

Publication date 23 October 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.555043

zbMATH Keywords

random effectssmall area estimationlinear mixed modelanalysis of variancenested error regression modelselection of variables

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference (62F99) Analysis of variance and covariance (ANOVA) (62J10)

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Cites work

• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• A new look at the statistical model identification
• Conditional Akaike information for mixed-effects models
• Estimation of the mean of a multivariate normal distribution
• Further analysis of the data by Akaike's information criterion and the finite corrections
• On Information and Sufficiency
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(1)

• Extending the Akaike Information Criterion to Mixture Regression Models

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