Modified BIC Criterion for Model Selection in Linear Mixed Models
نویسندگان
چکیده
Linear mixed-effects models are widely used in applications to analyze clustered, hierarchical, and longitudinal data. Model selection linear mixed is more challenging than that of as the parameter vector a model includes both fixed effects variance component parameters. When selecting components random effects, must be non-negative parameters may lie on boundary space. Therefore, classical methods cannot directly handle this situation. In article, we propose modified BIC for with can solve case when Through simulation results, found performed better regular most cases models. The was also applied real dataset choose most-appropriate model.
منابع مشابه
Xtended Bic Criterion for Model Selection
Model selection is commonly based on some variation of the BIC or minimum message length criteria, such as MML and MDL. In either case the criterion is split into two terms: one for the model (data code length/model complexity) and one for the data given the model (message length/data likelihood). For problems such as change detection, unsupervised segmentation or data clustering it is common p...
متن کاملExtended Bic Criterion for Model Selection
Model selection is commonly based on some variation of the BIC or minimum message length criteria, such as MML and MDL. In either case the criterion is split into two terms: one for the model (data code length/model complexity) and one for the data given the model (message length/data likelihood). For problems such as change detection, unsupervised segmentation or data clustering it is common p...
متن کاملBIC selection procedures in mixed effects models
We consider the problem of variable selection in general nonlinear mixed-e ets models, including mixed-e ects hidden Markov models. These models are used extensively in the study of repeated measurements and longitudinal analysis. We propose a Bayesian Information Criterion (BIC) that is appropriate for nonstandard situations where both the number of subjects N and the number of measurements pe...
متن کاملModel Selection in Linear Mixed Models
Linear mixed effects models are highly flexible in handling a broad range of data types and are therefore widely used in applications. A key part in the analysis of data is model selection, which often aims to choose a parsimonious model with other desirable properties from a possibly very large set of candidate statistical models. Over the last 5–10 years the literature on model selection in l...
متن کاملModel Selection in Linear Mixed Models Using Mdl Criterion with an Application to Spline Smoothing
For spline smoothing one can rewrite the smooth estimation as a linear mixed model (LMM) where the smoothing parameter appears as the variance of spline basis coefficients. Smoothing methods that use basis functions with penalization can utilize maximum likelihood (ML) theory in LMM framework ([8]). We introduce the minimum description length (MDL) model selection criterion in LMM and propose a...
متن کاملذخیره 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: Mathematics
سال: 2023
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math11092130