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

DOI10.1080/03610926.2011.555043zbMATH Open1271.62159OpenAlexW2073416268MaRDI QIDQ2920064FDOQ2920064

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

Recommendations

• Conditional information criteria for selecting variables in linear mixed models
• Extending the Akaike Information Criterion to Mixture Regression Models
• Conditional and unconditional methods for selecting variables in linear mixed models
• scientific article; zbMATH DE number 2020784
• Conditional Akaike information for mixed-effects models

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)

Cites Work

• A new look at the statistical model identification
• Estimation of the mean of a multivariate normal distribution
• On Information and Sufficiency
• Conditional Akaike information for mixed-effects models
• Title not available (Why is that?)
• Further analysis of the data by Akaike's information criterion and the finite corrections
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited In (1)

• Extending the Akaike Information Criterion to Mixture Regression Models

This page was built for publication: Akaike information criterion for selecting variables in the nested error regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2920064)