Information based model selection criteria for generalized linear mixed models with unknown variance component parameters
被引:7
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作者:
Yu, Dalei
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机构:
Yunnan Univ Finance & Econ, Stat & Math Coll, Kunming 650221, Peoples R ChinaYunnan Univ Finance & Econ, Stat & Math Coll, Kunming 650221, Peoples R China
Yu, Dalei
[1
]
Zhang, Xinyu
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机构:
Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R ChinaYunnan Univ Finance & Econ, Stat & Math Coll, Kunming 650221, Peoples R China
Zhang, Xinyu
[2
]
Yau, Kelvin K. W.
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机构:
City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R ChinaYunnan Univ Finance & Econ, Stat & Math Coll, Kunming 650221, Peoples R China
Yau, Kelvin K. W.
[3
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机构:
[1] Yunnan Univ Finance & Econ, Stat & Math Coll, Kunming 650221, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
[3] City Univ Hong Kong, Dept Management Sci, Kowloon, Hong Kong, Peoples R China
This paper derives the corrected conditional Akaike information criteria for generalized linear mixed models by analytic approximation and parametric bootstrap. The sampling variation of both fixed effects and variance component parameter estimators are accommodated in the bias correction term. Simulation shows that the proposed corrected criteria provide good approximation to the true conditional Akaike information and demonstrates promising model selection results. The use of the criteria is demonstrated in the analysis of the chronic asthmatic patients' data. (C) 2012 Elsevier Inc. All rights reserved.
机构:
Bowling Green State Univ, Dept Math & Stat, 450 Math Sci Bldg, Bowling Green, OH 43403 USABowling Green State Univ, Dept Math & Stat, 450 Math Sci Bldg, Bowling Green, OH 43403 USA