Marginal ridge conceptual predictive model selection criterion in linear mixed models

DOI10.1080/03610918.2018.1563155zbMATH Open1489.62202OpenAlexW2912234243WikidataQ128589995 ScholiaQ128589995MaRDI QIDQ5084006FDOQ5084006

Authors: Özge Kuran, M. Revan Özkale 

Publication date: 21 June 2022

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1563155

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zbMATH Keywords

ridge regressionmulticollinearitylinear mixed model selectionmarginal Gauss discrepancymarginal ridge \(C_p\)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Some Comments on C P
• Random-Effects Models for Longitudinal Data
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Linear mixed models for longitudinal data
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bayes Factors
• Linear and generalized linear mixed models and their applications.
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• Modified AIC and Cp in multivariate linear regression
• General ridge predictors in a mixed linear model
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• The multivariate C_p
• Title not available (Why is that?)
• Longitudinal data model selection
• More Comments on C P
• Conditional conceptual predictive statistic for mixed model selection
• An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
• An evaluation of ridge estimator in linear mixed models: an example from kidney failure data

Cited In (4)

• General ridge predictors in a mixed linear model
• The ridge prediction error sum of squares statistic in linear mixed models
• Model Selection for Linear Mixed Models Using Predictive Criteria
• Ridge-GME estimation in linear mixed models

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