Marginal ridge conceptual predictive model selection criterion in linear mixed models

DOI10.1080/03610918.2018.1563155MaRDI QIDQ5084006zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3885090 (Why is no real title available?)
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• scientific article; zbMATH DE number 709354 (Why is no real title available?)
• A Monte Carlo Evaluation of Some Ridge-Type Estimators
• 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
• Bayes Factors
• Conditional conceptual predictive statistic for mixed model selection
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• General ridge predictors in a mixed linear model
• Linear and generalized linear mixed models and their applications.
• Linear mixed models for longitudinal data
• Longitudinal data model selection
• Modified AIC and Cp in multivariate linear regression
• More Comments on C P
• Random-Effects Models for Longitudinal Data
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Some Comments on C P
• The Estimation of Environmental and Genetic Trends from Records Subject to Culling
• The multivariate C_p

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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