Extended information criterion (EIC) approach for linear mixed effects models under restricted maximum likelihood (REML) estimation

Autor: Takashi Funatogawa, Makio Ishiguro, Akifumi Yafune
Rok vydání: 2005
Předmět:
Zdroj: Statistics in Medicine. 24:3417-3429
ISSN: 1097-0258
0277-6715
DOI: 10.1002/sim.2191
Popis: In clinical data analysis, the restricted maximum likelihood (REML) method has been commonly used for estimating variance components in the linear mixed effects model. Under the REML estimation, however, it is not straightforward to compare several linear mixed effects models with different mean and covariance structures. In particular, few approaches have been proposed for the comparison of linear mixed effects models with different mean structures under the REML estimation. We propose an approach using extended information criterion (EIC), which is a bootstrap-based extension of AIC, for comparing linear mixed effects models with different mean and covariance structures under the REML estimation. We present simulation studies and applications to two actual clinical data sets.
Databáze: OpenAIRE