Marginal ridge conceptual predictive model selection criterion in linear mixed models

Kuran O. , Ozkale M. R.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019 (SCI İndekslerine Giren Dergi) identifier

  • Cilt numarası:
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1080/03610918.2018.1563155
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

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.