Conditional covariance penalties for mixed models
نویسندگان
چکیده
منابع مشابه
Conditional versus Marginal Covariance Representation for Linear and Nonlinear Models
Grouped data, such as repeated measures and longitudinal data, are increasingly collected in different areas of application, as varied as clinical trials, epidemiological studies, and educational testing. It is often of interest, for these data, to explore possible relationships between one or more response variables and available covariates. Because of the within-group correlation typically pr...
متن کاملConditional Inference about Generalized Linear Mixed Models
We propose a method of inference for generalized linear mixed models Ž . GLMM that in many ways resembles the method of least squares. We also show that adequate inference about GLMM can be made based on the conditional likelihood on a subset of the random effects. One of the important features of our methods is that they rely on weak distributional assumptions about the random effects. The met...
متن کاملModified conditional AIC in linear mixed models
In linear mixed models, the conditional Akaike Information Criterion (cAIC) is a procedure for variable selection in light of the prediction of specific clusters or random effects. This is useful in problems involving prediction of random effects such as small area estimation, and much attention has been received since suggested by Vaida and Blanchard (2005). A weak point of cAIC is that it is ...
متن کاملthe application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)
هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2019
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12437