Conditional Akaike information under generalized linear and proportional hazards mixed models

• 成果类型: Article
• 署名作者: Donohue, M. C.; Overholser, R.; Xu, R.; Vaida, F.
• 署名单位: University of California System; University of California San Diego; University of California System; University of California San Diego
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asr023
• 发表日期: 2011
• 页码: 685700
• 关键词: laplaces approximation; ERROR RATE; likelihood; selection; complexity; inference; criterion; freedom

摘要

We study model selection for clustered data, when the focus is on cluster specific inference. Such data are often modelled using random effects, and conditional Akaike information was proposed in Vaida & Blanchard (2005) and used to derive an information criterion under linear mixed models. Here we extend the approach to generalized linear and proportional hazards mixed models. Outside the normal linear mixed models, exact calculations are not available and we resort to asymptotic approximations. In the presence of nuisance parameters, a profile conditional Akaike information is proposed. Bootstrap methods are considered for their potential advantage in finite samples. Simulations show that the performance of the bootstrap and the analytic criteria are comparable, with bootstrap demonstrating some advantages for larger cluster sizes. The proposed criteria are applied to two cancer datasets to select models when the cluster-specific inference is of interest.