Generalized degrees of freedom and adaptive model selection in linear mixed-effects models

DOI10.1016/J.CSDA.2011.09.001zbMATH Open1239.62083OpenAlexW2057149823WikidataQ35545564 ScholiaQ35545564MaRDI QIDQ425656FDOQ425656

Authors: Bo Zhang, Sunni L. Mumford, Xiaotong Shen 

Publication date: 8 June 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3214646

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zbMATH Keywords

adaptive penaltyloss estimation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

Cites Work

• Applied Linear Regression
• Mixed-Effects Models in S and S-PLUS
• Estimating the dimension of a model
• Regression and time series model selection in small samples
• Title not available (Why is that?)
• One-step sparse estimates in nonconcave penalized likelihood models
• Random-Effects Models for Longitudinal Data
• Title not available (Why is that?)
• The risk inflation criterion for multiple regression
• On Measuring and Correcting the Effects of Data Mining and Model Selection
• The Estimation of Prediction Error
• Title not available (Why is that?)
• The Covariance Inflation Criterion for Adaptive Model Selection
• Optimal Model Assessment, Selection, and Combination
• Adaptive Model Selection
• An example of using mixed models and proc mixed for longitudinal data

Cited In (7)

• Computing AIC for black-box models using generalized degrees of freedom: A comparison with cross-validation
• Accounting for Data-Dependent Degrees of Freedom Selection When Testing the Effect of a Continuous Covariate in Generalized Additive Models
• Model selection in linear mixed effect models
• Selection strategy for covariance structure of random effects in linear mixed-effects models
• A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
• Adaptive Lasso for linear mixed model selection via profile log-likelihood
• On generalized degrees of freedom with application in linear mixed models selection

Uses Software

• S-PLUS
• alr3
• MEMSS

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