Information based model selection criteria for generalized linear mixed models with unknown variance component parameters

被引:7
|
作者
Yu, Dalei [1 ]
Zhang, Xinyu [2 ]
Yau, Kelvin K. W. [3 ]
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
基金
中国国家自然科学基金;
关键词
Conditional Akaike information; Model selection; Parametric bootstrap; Variance component; CONDITIONAL AKAIKE INFORMATION; PREDICTION; BOOTSTRAP; INFERENCE;
D O I
10.1016/j.jmva.2012.12.005
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:245 / 262
页数:18
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