Pages that link to "Item:Q4275711"
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The following pages link to Covariance structure selection in general mixed models (Q4275711):
Displayed 23 items.
- Parameter estimation and inference in the linear mixed model (Q551316) (← links)
- Identifiability of covariance parameters in linear mixed effects models (Q739133) (← links)
- PRESS model selection in repeated measures data. (Q1606462) (← links)
- Information methods for model selection in linear mixed effects models with application to HCV data (Q1658322) (← links)
- Identifiability of linear mixed effects models (Q1951110) (← links)
- Multi-level block designs for comparative experiments (Q2084365) (← links)
- Formulating mixed models for experiments, including longitudinal experiments (Q2260092) (← links)
- Conditional Akaike information criterion in the Fay-Herriot model (Q2360927) (← links)
- Multilevel mixed linear models for survival data (Q2576822) (← links)
- Double penalized quantile regression for the linear mixed effects model (Q2661852) (← links)
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models (Q3076036) (← links)
- A comparative study of different covariance structure models for the analysis of repeated measurement data (Q3181108) (← links)
- Linear mixed function‐on‐function regression models (Q3465355) (← links)
- A comparison of two approaches for selecting covariance structures in the analysis of repeated measurements (Q4232052) (← links)
- General multivariate linear models for longitudional studies (Q4550613) (← links)
- Adaptive LASSO for linear mixed model selection via profile log-likelihood (Q4563501) (← links)
- (Q4611014) (← links)
- Fitting A Regression Model for Genotype‐By‐Environment Data on Heading Dates in Grasses by Methods for Nonlinear Mixed Models (Q4668316) (← links)
- The analysis of repeated measurements: a comparison of mixed-model satterthwaite f tests and a nonpooled adjusted degrees of freedom multivariate test (Q4935325) (← links)
- Investigation of covariance structures in modelling longitudinal ordinal responses with skew normal random effect (Q5083977) (← links)
- Leverage analysis for linear mixed models (Q5124828) (← links)
- Checking identifiability of covariance parameters in linear mixed effects models (Q5138679) (← links)
- Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC (Q5460712) (← links)