A note on conditional <sc>aic</sc> for linear mixed-effects models
The conventional model selection criterion, the Akaike information criterion, <sc>aic</sc>, has been applied to choose candidate models in mixed-effects models by the consideration of marginal likelihood. Vaida & Blanchard (2005) demonstrated that such a marginal <sc>aic</sc> and its small sample correction are inappropriate when the research focus is on clusters. Correspondingly, these authors suggested the use of conditional <sc>aic</sc>. Their conditional <sc>aic</sc> is derived under the assumption that the variance-covariance matrix or scaled variance-covariance matrix of random effects is known. This note provides a general conditional <sc>aic</sc> but without these strong assumptions. Simulation studies show that the proposed method is promising. Copyright 2008, Oxford University Press.
Year of publication: |
2008
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Authors: | Liang, Hua ; Wu, Hulin ; Zou, Guohua |
Published in: |
Biometrika. - Biometrika Trust, ISSN 0006-3444. - Vol. 95.2008, 3, p. 773-778
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Publisher: |
Biometrika Trust |
Saved in:
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