Marginal ridge conceptual predictive model selection criterion in linear mixed models
[ X ]
Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Taylor & Francis Inc
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In linear mixed model selection under ridge regression, we propose the model selection criteria based on conceptual predictive () statistic.The first proposed criterion is marginal ridge C-p () statistic based on the expected marginal Gauss discrepancy. An improvement of MRCp (IMRCp) statistic is then suggested and demonstrated, which is also an asymptotically unbiased estimator of the expected marginal Gauss discrepancy. Finally, a real data analysis and a Monte Carlo simulation study are given to examine the performance of the proposed criteria.
Açıklama
Anahtar Kelimeler
Linear Mixed Model Selection, Marginal Gauss Discrepancy, Marginal Ridge Cp, Multicollinearity, Ridge Regression
Kaynak
Communications in Statistics-Simulation and Computation
WoS Q Değeri
Q4
Scopus Q Değeri
Q3
Cilt
50
Sayı
2
