Longitudinal data model selection

被引:18
|
作者
Azari, Rahman
Li, Lexin [1 ]
Tsai, Chih-Ling
机构
[1] Univ Calif Davis, Sch Med, Davis, CA 95616 USA
[2] Univ Calif Davis, Dept Stat, Davis, CA 95616 USA
[3] Univ Calif Davis, Grad Sch Management, Davis, CA 95616 USA
[4] Peking Univ, Guanghua Sch Management, Beijing 100871, Peoples R China
关键词
model selection; Akaike information criterion; Bayesian information criterion; Kullback-Leibler discrepancy; longitudinal data;
D O I
10.1016/j.csda.2005.05.009
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
In longitudinal data with correlated errors, we apply the likelihood and residual likelihood approaches to obtain the corrected Akaike information criterion (AICc) and the residual information criterion (RIC), respectively. Simulation studies show that AICc outperforms the Akaike information criterion (AIC) when the numbers of subjects and repeated observations are small, and RIC is superior to the Bayesian information criterion (BIC) when the signal-to-noise ratio is moderate to large. We illustrate the practical use of these selection criteria with an empirical example for modeling the serum cholesterol measured at six time occasions. (C) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码:3053 / 3066
页数:14
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