메뉴 건너뛰기




Volumn 36, Issue 4, 2008, Pages 1669-1692

Fence methods for mixed model selection

Author keywords

Adaptive fence; Consistency; F B fence; Finite sample performance; GLMM; Linear mixed model; Model selection

Indexed keywords


EID: 51049087315     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/07-AOS517     Document Type: Article
Times cited : (83)

References (29)
  • 1
    • 51049120005 scopus 로고    scopus 로고
    • AKAIKE, H. (1973). Information theory as an extension of the maximum likelihood principle. In Second International Symposium on Information Theory (B. N. Petrov and F. Csaki, eds.) 267-281. Akademiai Kiadó, Budapest. MR0483125
    • AKAIKE, H. (1973). Information theory as an extension of the maximum likelihood principle. In Second International Symposium on Information Theory (B. N. Petrov and F. Csaki, eds.) 267-281. Akademiai Kiadó, Budapest. MR0483125
  • 2
    • 0016355478 scopus 로고
    • A new look at the statistical model identification
    • MR0423716
    • AKAIKE, H. (1974). A new look at the statistical model identification. IEEE Trans. Automatic Control 19 716-723. MR0423716
    • (1974) IEEE Trans. Automatic Control , vol.19 , pp. 716-723
    • AKAIKE, H.1
  • 3
    • 0031966959 scopus 로고    scopus 로고
    • Multipoint quantitative-trait linkage analysis in general pedigrees
    • ALMASY, L. and BLANGERO, J. (1998). Multipoint quantitative-trait linkage analysis in general pedigrees. Am. J. Hum. Genet. 62 1198-1211.
    • (1998) Am. J. Hum. Genet , vol.62 , pp. 1198-1211
    • ALMASY, L.1    BLANGERO, J.2
  • 4
    • 84857428807 scopus 로고
    • An error-components model for prediction of county crop areas using survey and satellite data
    • BATTESE, G. E., HARTER, R. M. and FULLER, W. A. (1988). An error-components model for prediction of county crop areas using survey and satellite data. J. Amer. Statist. Assoc. 80 28-36.
    • (1988) J. Amer. Statist. Assoc , vol.80 , pp. 28-36
    • BATTESE, G.E.1    HARTER, R.M.2    FULLER, W.A.3
  • 5
    • 51049097856 scopus 로고    scopus 로고
    • BOZDOGAN, H. (1994). Editor's general preface. In Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach (H. Bozdogan et al., eds.) 3 ix-xii. Kluwer Academic Publishers, Dordrecht. MR1328885
    • BOZDOGAN, H. (1994). Editor's general preface. In Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach (H. Bozdogan et al., eds.) 3 ix-xii. Kluwer Academic Publishers, Dordrecht. MR1328885
  • 6
    • 51049091819 scopus 로고    scopus 로고
    • DATTA, G. S. and LAHIRI, P. (2001). Discussion on Scales of evidence for model selection: Fisher versus Jeffreys, by B. Efron and A. Gous. In Model Selection (P. Lahiri, ed.) 208-256. IMS, Beachwood, OH. MR20000754
    • DATTA, G. S. and LAHIRI, P. (2001). Discussion on "Scales of evidence for model selection: Fisher versus Jeffreys," by B. Efron and A. Gous. In Model Selection (P. Lahiri, ed.) 208-256. IMS, Beachwood, OH. MR20000754
  • 7
    • 0007302506 scopus 로고
    • Introduction to Akaike (1973) Information theory and an extension of the maximum likelihood principle
    • S. Kotz and N. L. Johnson, eds, Springer, London
    • DE LEEUW, J. (1992). Introduction to Akaike (1973) Information theory and an extension of the maximum likelihood principle. In Breakthroughs in Statistics (S. Kotz and N. L. Johnson, eds.) 1 599-609. Springer, London.
    • (1992) Breakthroughs in Statistics , vol.1 , pp. 599-609
    • DE LEEUW, J.1
  • 8
    • 85144723819 scopus 로고
    • Estimates of income for small places: An application of James-Stein procedure to census data
    • MR0548019
    • FAY, R. E. and HERRIOT, R. A. (1979). Estimates of income for small places: An application of James-Stein procedure to census data. J. Amer. Statist. Assoc. 74 269-277. MR0548019
    • (1979) J. Amer. Statist. Assoc , vol.74 , pp. 269-277
    • FAY, R.E.1    HERRIOT, R.A.2
  • 9
    • 51049122761 scopus 로고    scopus 로고
    • FABRIZI, E. and LAHIRI, P. (2004). A new approximation to the Bayes information criterion in finite population sampling. Technical report, Dept. Mathematics, Univ. Maryland.
    • FABRIZI, E. and LAHIRI, P. (2004). A new approximation to the Bayes information criterion in finite population sampling. Technical report, Dept. Mathematics, Univ. Maryland.
  • 10
    • 0000263475 scopus 로고
    • The determination of the order of an autoregression
    • MR0547244
    • HANNAN, E. J. and QUINN, B. G. (1979). The determination of the order of an autoregression. J. Roy. Statist. Soc. Ser. B 41 190-195. MR0547244
    • (1979) J. Roy. Statist. Soc. Ser. B , vol.41 , pp. 190-195
    • HANNAN, E.J.1    QUINN, B.G.2
  • 11
    • 0014099014 scopus 로고
    • Maximum likelihood estimation for the mixed analysis of variance model
    • MR0216684
    • HARTLEY, H. O. and RAO, J. N. K. (1967). Maximum likelihood estimation for the mixed analysis of variance model. Biometrika 54 93-108. MR0216684
    • (1967) Biometrika , vol.54 , pp. 93-108
    • HARTLEY, H.O.1    RAO, J.N.K.2
  • 12
    • 51049091607 scopus 로고    scopus 로고
    • HASTIE, T. and TIBSHIRANI, R. (1990). Generalized Additive Models. Chapman and Hall, London. MR1082147
    • HASTIE, T. and TIBSHIRANI, R. (1990). Generalized Additive Models. Chapman and Hall, London. MR1082147
  • 13
    • 84890913931 scopus 로고
    • Maximum likelihood approaches to variance components estimation and related problems
    • MR0451550
    • HARVILLE, D. A. (1977). Maximum likelihood approaches to variance components estimation and related problems. J. Amer. Statist. Assoc. 72 320-340. MR0451550
    • (1977) J. Amer. Statist. Assoc , vol.72 , pp. 320-340
    • HARVILLE, D.A.1
  • 14
    • 0011691958 scopus 로고    scopus 로고
    • Counting degrees of freedom in hierarchical and other richly-parameterised models
    • MR1844837
    • HODGES, J. S. and SARGENT, D. J. (2001). Counting degrees of freedom in hierarchical and other richly-parameterised models. Biometrika 88 367-379. MR1844837
    • (2001) Biometrika , vol.88 , pp. 367-379
    • HODGES, J.S.1    SARGENT, D.J.2
  • 15
    • 29144523119 scopus 로고    scopus 로고
    • Robust estimation in generalized linear mixed models
    • MR1859407
    • JIANG, J. and ZHANG, W. (2001). Robust estimation in generalized linear mixed models. Biometrika 88 753-765. MR1859407
    • (2001) Biometrika , vol.88 , pp. 753-765
    • JIANG, J.1    ZHANG, W.2
  • 16
    • 33646711546 scopus 로고    scopus 로고
    • Consistent procedures for mixed linear model selection
    • MR2016775
    • JIANG, J. and RAO, J. S. (2003). Consistent procedures for mixed linear model selection. Sankhyā 65 23-42. MR2016775
    • (2003) Sankhyā , vol.65 , pp. 23-42
    • JIANG, J.1    RAO, J.S.2
  • 17
    • 34548421645 scopus 로고    scopus 로고
    • Fence methods for mixed model selection
    • Technical report. Available at
    • JIANG, J., RAO, J. S., GU, Z. and NGUYEN, T. (2006). Fence methods for mixed model selection. Technical report. Available at http://anson.ucdavis.edu/~jiang/jp10.r3.pdf.
    • (2006)
    • JIANG, J.1    RAO, J.S.2    GU, Z.3    NGUYEN, T.4
  • 18
    • 51049116375 scopus 로고    scopus 로고
    • LAHIRI, P., ED. (2001). Model Selection. IMS, Beachwood, OH. MR2000750
    • LAHIRI, P., ED. (2001). Model Selection. IMS, Beachwood, OH. MR2000750
  • 19
    • 33646692789 scopus 로고    scopus 로고
    • p statistic under the nested error regression model
    • p statistic under the nested error regression model. Survey Methodology 31 105-109.
    • (2005) Survey Methodology , vol.31 , pp. 105-109
    • MEZA, J.1    LAHIRI, P.2
  • 20
    • 0001065876 scopus 로고
    • Asymptotic properties of maximum likelihood estimates in the mixed model of analysis of variance
    • MR0448661
    • MILLER, J. J. (1977). Asymptotic properties of maximum likelihood estimates in the mixed model of analysis of variance. Ann. Statist.5 746-762. MR0448661
    • (1977) Ann. Statist , vol.5 , pp. 746-762
    • MILLER, J.J.1
  • 21
    • 0001349324 scopus 로고
    • Asymptotic properties of criteria for selection of variables in multiple regression
    • MR0740928
    • NISHII, R. (1984). Asymptotic properties of criteria for selection of variables in multiple regression. Ann. Statist. 12 758-765. MR0740928
    • (1984) Ann. Statist , vol.12 , pp. 758-765
    • NISHII, R.1
  • 22
    • 51049102931 scopus 로고    scopus 로고
    • The pigeonhole bootstrap
    • OWEN, A. (2007). The pigeonhole bootstrap. Ann. Appl. Statist. 1 386-411.
    • (2007) Ann. Appl. Statist , vol.1 , pp. 386-411
    • OWEN, A.1
  • 23
    • 0030135684 scopus 로고    scopus 로고
    • Prenatal and delivery care and childhood immunization in Guatamala; do family and community matter?
    • PEBLEY, A. R., GOLDMAN, N. and RODRIGUEZ, G. (1996). Prenatal and delivery care and childhood immunization in Guatamala; do family and community matter? Demography 33 231-247.
    • (1996) Demography , vol.33 , pp. 231-247
    • PEBLEY, A.R.1    GOLDMAN, N.2    RODRIGUEZ, G.3
  • 24
    • 51049103784 scopus 로고    scopus 로고
    • RAO, J. N. K. (2003). Small Area Estimation. Wiley, New York. MR1953089
    • RAO, J. N. K. (2003). Small Area Estimation. Wiley, New York. MR1953089
  • 25
    • 0035648129 scopus 로고    scopus 로고
    • Improved estimation procedure for multilevel models with binary responses: A case-study
    • MR1830703
    • RODRIGUEZ, G. and GOLDMAN, N. (2001). Improved estimation procedure for multilevel models with binary responses: A case-study. J. Roy. Statist. Soc. Ser. A 164 339-355. MR1830703
    • (2001) J. Roy. Statist. Soc. Ser. A , vol.164 , pp. 339-355
    • RODRIGUEZ, G.1    GOLDMAN, N.2
  • 26
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • MR0468014
    • SCHWARZ, G. (1978). Estimating the dimension of a model. Ann. Statist. 6 461-464. MR0468014
    • (1978) Ann. Statist , vol.6 , pp. 461-464
    • SCHWARZ, G.1
  • 27
    • 0002872575 scopus 로고
    • Approximate efficiency of a selection procedure for the number of regression variables
    • MR0738324
    • SHIBATA, R. (1984). Approximate efficiency of a selection procedure for the number of regression variables. Biometrika 71 43-49. MR0738324
    • (1984) Biometrika , vol.71 , pp. 43-49
    • SHIBATA, R.1
  • 28
    • 21644476631 scopus 로고    scopus 로고
    • Conditional Akaike information for mixed effects models
    • MR2201364
    • VAIDA, F. and BLANCHARD, S. (2005). Conditional Akaike information for mixed effects models. Biometrika 92 351-370. MR2201364
    • (2005) Biometrika , vol.92 , pp. 351-370
    • VAIDA, F.1    BLANCHARD, S.2
  • 29
    • 0032351389 scopus 로고    scopus 로고
    • On measuring and correcting the effects of data mining and model selection
    • MR1614596
    • YE, J. (1998). On measuring and correcting the effects of data mining and model selection. J. Amer. Statist. Assoc. 93 120-131. MR1614596
    • (1998) J. Amer. Statist. Assoc , vol.93 , pp. 120-131
    • YE, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.