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.
机构:
Chongqing Univ Arts & Sci, Dept Math, Chongqing, Peoples R China
Chongqing Univ Arts & Sci, KLDAIP, Chongqing, Peoples R China
Shandong Univ, Sch Math, Qilu Secur Inst Financial Studies, Jinan 250100, Peoples R ChinaChongqing Univ Arts & Sci, Dept Math, Chongqing, Peoples R China
Wang, Kangning
Lin, Lu
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h-index: 0
机构:
Shandong Univ, Sch Math, Qilu Secur Inst Financial Studies, Jinan 250100, Peoples R ChinaChongqing Univ Arts & Sci, Dept Math, Chongqing, Peoples R China
机构:
Shandong Univ, Qilu Secur Inst Financial Studies, Jinan 250100, Peoples R China
Shandong Univ, Sch Math, Jinan 250100, Peoples R China
Chongqing Univ Arts & Sci, Dept Math, Chongqing, Peoples R China
Chongqing Univ Arts & Sci, KLDAIP, Chongqing, Peoples R ChinaShandong Univ, Qilu Secur Inst Financial Studies, Jinan 250100, Peoples R China
Wang, Kangning
Lin, Lu
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h-index: 0
机构:
Shandong Univ, Qilu Secur Inst Financial Studies, Jinan 250100, Peoples R China
Shandong Univ, Sch Math, Jinan 250100, Peoples R ChinaShandong Univ, Qilu Secur Inst Financial Studies, Jinan 250100, Peoples R China
机构:
Penn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USAPenn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USA
Chen, Chixiang
Shen, Biyi
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机构:
Penn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USAPenn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USA
Shen, Biyi
Zhang, Lijun
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h-index: 0
机构:
Penn State Coll Med, Inst Personalized Med, Dept Biochem & Mol Biol, Hershey, PA USAPenn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USA
Zhang, Lijun
Xue, Yuan
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机构:
Univ Int Business & Econ, Sch Stat, Beijing, Peoples R ChinaPenn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USA
Xue, Yuan
Wang, Ming
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机构:
Penn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USAPenn State Coll Med, Dept Publ Hlth Sci, Div Biostat & Bioinformat, Hershey, PA 17033 USA
机构:
Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USAMichigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
Banik, Asish
Maiti, Taps
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机构:
Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USAMichigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
Maiti, Taps
Bender, Andrew
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机构:
Michigan State Univ, Dept Epidemiol & Biostat, Dept Neurol & Ophthalmol, E Lansing, MI USAMichigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA