Model selection via conditional conceptual predictive statistic under ridge regression in linear mixed models


Kuran O. , Ozkale M. R.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.89, ss.155-187, 2019 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 89 Konu: 1
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1080/00949655.2018.1540622
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Sayfa Sayıları: ss.155-187

Özet

In this paper, we focus on the progress of variant of conceptual predictive () statistic and we propose the model selection criterion that depend on statistic under ridge regression for linear mixed model selection. The proposed criterion is conditional ridge () statistic based on the expected conditional Gauss discrepancy. Two versions of statistic under the assumptions that the variance components are known and unknown are derived. To examine the performance of the proposed criterion, a real data analysis and a Monte Carlo simulation study are given.