Information methods for model selection in linear mixed effects models with application to HCV data

被引:12
|
作者
Dimova, Rositsa B. [2 ]
Markatou, Marianthi [1 ]
Talal, Andrew H. [3 ]
机构
[1] IBM TJ Watson Res Ctr, New York, NY 10532 USA
[2] Columbia Univ, Mailman Sch Publ Hlth, Dept Biostat, New York, NY 10032 USA
[3] Weill Cornell Med Coll, Div Gastroenterol & Hepatol, New York, NY 10065 USA
关键词
Model selection; Linear mixed effects models; AIC; REML information criteria; CHRONIC HEPATITIS-C; ALPHA-2A PLUS RIBAVIRIN; PEGYLATED INTERFERON-ALPHA-2B; AKAIKE INFORMATION; INFECTED PATIENTS; VIRUS; LIKELIHOOD; CRITERION; PHARMACODYNAMICS; ASSOCIATION;
D O I
10.1016/j.csda.2010.10.031
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In this paper, we derive a small sample Akaike information criterion, based on the maximized loglikelihood, and a small sample information criterion based on the maximized restricted loglikelihood in the linear mixed effects model when the covariance matrix of the random effects is known. Small sample corrected information criteria are proposed for a special case of linear mixed effects models, the balanced random-coefficient model, without assuming the random coefficients covariance matrix to be known. A simulation study comparing the derived criteria and several others for model selection in the linear mixed effects models is presented. We illustrate the behavior of the studied information criteria on real data from a study of subjects coinfected with HIV and Hepatitis C virus. Robustness of the criteria, in terms of the error distributed as a mixture of normal distributions, is also studied. Special attention is given to the behavior of the conditional AIC by Vaida and Blanchard (2005). Among the studied criteria, GIC performs best, while cAIC exhibits poor performance. Because of its inferior performance, as demonstrated in this work, we do not recommend its use for model selection in linear mixed effects models. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码:2677 / 2697
页数:21
相关论文
共 50 条
  • [1] Bayesian model selection in linear mixed models for longitudinal data
    Ariyo, Oludare
    Quintero, Adrian
    Munoz, Johanna
    Verbeke, Geert
    Lesaffre, Emmanuel
    [J]. JOURNAL OF APPLIED STATISTICS, 2020, 47 (05) : 890 - 913
  • [2] Selection of linear mixed-effects models for clustered data
    Chang, Chih-Hao
    Huang, Hsin-Cheng
    Ing, Ching-Kang
    [J]. SCANDINAVIAN JOURNAL OF STATISTICS, 2023, 50 (02) : 875 - 897
  • [3] Empirical model selection in generalized linear mixed effects models
    Christian Lavergne
    Marie-José Martinez
    Catherine Trottier
    [J]. Computational Statistics, 2008, 23 : 99 - 109
  • [4] Empirical model selection in generalized linear mixed effects models
    Lavergne, Christian
    Martinez, Marie-Jose
    Trottier, Catherine
    [J]. COMPUTATIONAL STATISTICS, 2008, 23 (01) : 99 - 109
  • [5] Model Selection in Linear Mixed Models
    Mueller, Samuel
    Scealy, J. L.
    Welsh, A. H.
    [J]. STATISTICAL SCIENCE, 2013, 28 (02) : 135 - 167
  • [6] Model selection in linear mixed effects models using SAS® PROC MIXED
    Ngo, L
    Brand, R
    [J]. PROCEEDINGS OF THE TWENTY-SECOND ANNUAL SAS USERS GROUP INTERNATIONAL CONFERENCE, 1997, : 1335 - 1340
  • [7] FOCUSED MODEL SELECTION FOR LINEAR MIXED MODELS WITH AN APPLICATION TO WHALE ECOLOGY
    Cunen, Celine
    Walloe, Lars
    Hjort, Nils Lid
    [J]. ANNALS OF APPLIED STATISTICS, 2020, 14 (02): : 872 - 904
  • [8] Applying Linear Mixed Effects Models with Crossed Random Effects to Psycholinguistic Data: Multilevel Specification and Model Selection
    Yu, Hsiu-Ting
    [J]. QUANTITATIVE METHODS FOR PSYCHOLOGY, 2015, 11 (02): : 78 - 88
  • [9] Model selection in linear mixed effect models
    Peng, Heng
    Lu, Ying
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2012, 109 : 109 - 129
  • [10] VARIABLE SELECTION IN LINEAR MIXED EFFECTS MODELS
    Fan, Yingying
    Li, Runze
    [J]. ANNALS OF STATISTICS, 2012, 40 (04): : 2043 - 2068