Regression Model Selection—A Residual Likelihood Approach

DOI10.1111/1467-9868.00335MaRDI QIDQ4670769zbMATH OpenOpenAlexFDO

Authors Peide Shi, Chih-Ling Tsai

Publication date 22 April 2005

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00335

zbMATH Keywords

Akaike information criterionBayesian information criterioncorrected Akaike information criterionresidual information criterionresidual likelihood

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

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• Informative Drop-Out in Longitudinal Data Analysis
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• Recovery of inter-block information when block sizes are unequal
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• Restricted Maximum Likelihood (REML) Estimation of Variance Components in the Mixed Model
• Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
• Some Comments on C P
• Statistical predictor identification

Cited in

(36)

• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• A residual-information-based criterion for model order selection
• Information methods for model selection in linear mixed effects models with application to HCV data
• Evaluation of nonlinear equations to model different animal growths with mono and bisigmoid profiles
• Model selection by resampling penalization
• Advanced topics in sliced inverse regression
• Consistent model selection criteria and goodness-of-fit test for common time series models
• Observed best selective prediction in small area estimation
• Consistent linear model selection
• A model selection method based on maximal information coefficient of residuals
• Sequential model selection-based segmentation to detect DNA copy number variation
• Shrinkage tuning parameter selection with a diverging number of parameters
• Model selection criteria in beta regression with varying dispersion
• Mixed integer second-order cone programming formulations for variable selection in linear regression
• Backward elimination model construction for regression and classification using leave-one-out criteria
• Model selection rates of information based criteria
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
• Clarification: Regression Model Selection—A Residual Likelihood Approach
• A Joint Regression Variable and Autoregressive Order Selection Criterion
• Residual information criterion for single-index model selections
• Model selection using information criteria under a new estimation method: least squares ratio
• Model selection with misspecified spatial covariance structure
• Sliced Inverse Regression with Regularizations
• Indirect inference estimation of higher-order spatial autoregressive models
• Coordinate-independent sparse sufficient dimension reduction and variable selection
• Inward and Outward Network Influence Analysis
• Covariance Matrix Estimation via Network Structure
• Inferring latent heterogeneity using many feature variables supervised by survival outcome
• Longitudinal data regression analysis using semiparametric modelling
• Linear mixed model selection via minimum approximated information criterion
• Conditional sufficient variable selection with prior information
• A variant of AIC based on the Bayesian marginal likelihood
• Robust diagnostics for the heteroscedastic regression model
• Bootstrap-based model selection criteria for beta regressions
• Dimension reduction based on constrained canonical correlation and variable filtering
• Longitudinal data model selection

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