메뉴 건너뛰기




Volumn 75, Issue , 2014, Pages 190-202

Choice of generalized linear mixed models using predictive crossvalidation

Author keywords

Conditional AIC; Logistic regression; Overdispersion; Poisson regression; Predictive model choice; Proper scoring rules

Indexed keywords

APPROXIMATION ALGORITHMS; RANDOM PROCESSES;

EID: 84897110240     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2014.02.008     Document Type: Article
Times cited : (4)

References (43)
  • 1
    • 0000501656 scopus 로고
    • Information theory and extension of the maximum likelihood principle
    • B.N. Petrov, F. Csaki, Budapest: Akademia Kiado
    • H. Akaike Information theory and extension of the maximum likelihood principle B.N. Petrov, F. Csaki, International Symposium on Information Theory 1973 Budapest: Akademia Kiado 267 281
    • (1973) International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 3
    • 3442883206 scopus 로고    scopus 로고
    • Linear mixed models and penalized least squares
    • DOI 10.1016/j.jmva.2004.04.013, PII S0047259X04000867
    • D. Bates, and S. DebRoy Linear mixed models and penalized least squares J. Multivariate Anal. 91 2004 1 17 (Pubitemid 39007497)
    • (2004) Journal of Multivariate Analysis , vol.91 , Issue.1 , pp. 1-17
    • Bates, D.M.1    DebRoy, S.2
  • 4
    • 84858860574 scopus 로고    scopus 로고
    • Predictive cross-validation for the choice of linear mixed-effects models with application to data from the Swiss HIV cohort study
    • J. Braun, L. Held, and B. Ledergerber Predictive cross-validation for the choice of linear mixed-effects models with application to data from the Swiss HIV cohort study Biometrics 68 2012 53 61
    • (2012) Biometrics , vol.68 , pp. 53-61
    • Braun, J.1    Held, L.2    Ledergerber, B.3
  • 5
    • 0003010182 scopus 로고
    • Verification of forecasts expressed in terms of probability
    • G.W. Brier Verification of forecasts expressed in terms of probability Mon. Weather Rev. 78 1950 1 3
    • (1950) Mon. Weather Rev. , vol.78 , pp. 1-3
    • Brier, G.W.1
  • 6
    • 33745256442 scopus 로고    scopus 로고
    • Bayesian covariance selection in generalized linear mixed models
    • DOI 10.1111/j.1541-0420.2005.00499.x
    • B. Cai, and D. Dunson Bayesian covariance selection in generalized linear mixed models Biometrics 62 2006 446 457 (Pubitemid 43926649)
    • (2006) Biometrics , vol.62 , Issue.2 , pp. 446-457
    • Cai, B.1    Dunson, D.B.2
  • 10
    • 70450231574 scopus 로고    scopus 로고
    • Predictive model assessment for count data
    • C. Czado, T. Gneiting, and L. Held Predictive model assessment for count data Biometrics 65 2009 1254 1261
    • (2009) Biometrics , vol.65 , pp. 1254-1261
    • Czado, C.1    Gneiting, T.2    Held, L.3
  • 11
    • 0033243856 scopus 로고    scopus 로고
    • Coherent dispersion criteria for optimal experimental design
    • A.P. Dawid, and P. Sebastiani Coherent dispersion criteria for optimal experimental design Ann. Statist. 27 1999 65 81
    • (1999) Ann. Statist. , vol.27 , pp. 65-81
    • Dawid, A.P.1    Sebastiani, P.2
  • 13
    • 80052294085 scopus 로고    scopus 로고
    • Conditional Akaike information under generalized linear and proportional hazards mixed models
    • M. Donohue, R. Overholser, R. Xu, and F. Vaida Conditional Akaike information under generalized linear and proportional hazards mixed models Biometrika 98 2011 685 700
    • (2011) Biometrika , vol.98 , pp. 685-700
    • Donohue, M.1    Overholser, R.2    Xu, R.3    Vaida, F.4
  • 16
    • 0042042167 scopus 로고    scopus 로고
    • Sampling from the posterior distribution in generalized linear mixed models
    • 10.1023/A:1018509429360
    • D. Gamerman Sampling from the posterior distribution in generalized linear mixed models Stat. Comput. 7 1997 57 68 10.1023/A:1018509429360
    • (1997) Stat. Comput. , vol.7 , pp. 57-68
    • Gamerman, D.1
  • 18
    • 33947274775 scopus 로고    scopus 로고
    • Strictly proper scoring rules, prediction and estimation
    • T. Gneiting, and A.E. Raftery Strictly proper scoring rules, prediction and estimation J. Amer. Statist. Assoc. 102 2007 359 378
    • (2007) J. Amer. Statist. Assoc. , vol.102 , pp. 359-378
    • Gneiting, T.1    Raftery, A.E.2
  • 19
    • 48349105056 scopus 로고    scopus 로고
    • Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
    • T. Gneiting, L.I. Stanberry, E.P. Grimit, L. Held, and N.A. Johnson Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds Test 17 2008 211 235
    • (2008) Test , vol.17 , pp. 211-235
    • Gneiting, T.1    Stanberry, L.I.2    Grimit, E.P.3    Held, L.4    Johnson, N.A.5
  • 20
    • 78651278795 scopus 로고    scopus 로고
    • On the behavior of marginal and conditional AIC in linear mixed models
    • S. Greven, and T. Kneib On the behavior of marginal and conditional AIC in linear mixed models Biometrika 97 2010 773 789
    • (2010) Biometrika , vol.97 , pp. 773-789
    • Greven, S.1    Kneib, T.2
  • 21
    • 77955583150 scopus 로고    scopus 로고
    • A score regression approach to assess calibration of continuous probabilistic predictions
    • L. Held, K. Rufibach, and F. Balabdaoui A score regression approach to assess calibration of continuous probabilistic predictions Biometrics 66 2010 1295 1305
    • (2010) Biometrics , vol.66 , pp. 1295-1305
    • Held, L.1    Rufibach, K.2    Balabdaoui, F.3
  • 23
    • 0011691958 scopus 로고    scopus 로고
    • Counting degrees of freedom in hierarchical and other richly-parameterised models
    • J.S. Hodges, and D.J. Sargent Counting degrees of freedom in hierarchical and other richly-parameterised models Biometrika 88 2001 367 379 (Pubitemid 33770991)
    • (2001) Biometrika , vol.88 , Issue.2 , pp. 367-379
    • Hodges, J.S.1    Sargent, D.J.2
  • 24
    • 51049087315 scopus 로고    scopus 로고
    • Fence methods for mixed model selection
    • J. Jiang, J. Rao, Z. Gu, and T. Nguyen Fence methods for mixed model selection Ann. Statist. 36 2008 1669 1692
    • (2008) Ann. Statist. , vol.36 , pp. 1669-1692
    • Jiang, J.1    Rao, J.2    Gu, Z.3    Nguyen, T.4
  • 25
    • 84857066102 scopus 로고    scopus 로고
    • A note on conditional Akaike information for Poisson regression with random effects
    • H. Lian A note on conditional Akaike information for Poisson regression with random effects Electron. J. Stat. 6 2012 1 9
    • (2012) Electron. J. Stat. , vol.6 , pp. 1-9
    • Lian, H.1
  • 26
    • 50949086329 scopus 로고    scopus 로고
    • A note on conditional AIC for linear mixed-effects models
    • H. Liang, H. Wu, and G. Zou A note on conditional AIC for linear mixed-effects models Biometrika 95 2008 773 778
    • (2008) Biometrika , vol.95 , pp. 773-778
    • Liang, H.1    Wu, H.2    Zou, G.3
  • 27
    • 34249277377 scopus 로고    scopus 로고
    • Measuring the complexity of generalized linear hierarchical models
    • H. Lu, J.S. Hodges, and B.P. Carlin Measuring the complexity of generalized linear hierarchical models Canad. J. Statist. 35 2007 69 87
    • (2007) Canad. J. Statist. , vol.35 , pp. 69-87
    • Lu, H.1    Hodges, J.S.2    Carlin, B.P.3
  • 28
    • 0037687725 scopus 로고    scopus 로고
    • Approximate cross-validatory predictive checks in disease mapping models
    • DOI 10.1002/sim.1403
    • E.C. Marshall, and D.J. Spiegelhalter Approximate cross-validatory predictive checks in disease mapping models Stat. Med. 22 2003 1649 1660 (Pubitemid 36575606)
    • (2003) Statistics in Medicine , vol.22 , Issue.10 , pp. 1649-1660
    • Marshall, E.C.1    Spiegelhalter, D.J.2
  • 30
    • 84858055972 scopus 로고    scopus 로고
    • Restricted fence method for covariate selection in longitudinal data analysis
    • T. Nguyen, and J. Jiang Restricted fence method for covariate selection in longitudinal data analysis Biostatistics 13 2012 303 314
    • (2012) Biostatistics , vol.13 , pp. 303-314
    • Nguyen, T.1    Jiang, J.2
  • 31
    • 0002648792 scopus 로고    scopus 로고
    • The Schwarz criterion and related methods for normal linear models
    • D. Pauler The Schwarz criterion and related methods for normal linear models Biometrika 85 1998 13 27
    • (1998) Biometrika , vol.85 , pp. 13-27
    • Pauler, D.1
  • 32
    • 0442293879 scopus 로고    scopus 로고
    • Bayes factors and approximations for variance component models
    • D. Pauler, J. Wakefield, and R. Kass Bayes factors and approximations for variance component models J. Amer. Statist. Assoc. 94 1999 1242 1253
    • (1999) J. Amer. Statist. Assoc. , vol.94 , pp. 1242-1253
    • Pauler, D.1    Wakefield, J.2    Kass, R.3
  • 34
    • 72649100865 scopus 로고    scopus 로고
    • The analysis of heterogeneous time trends in multivariate age-period-cohort models
    • A. Riebler, and L. Held The analysis of heterogeneous time trends in multivariate age-period-cohort models Biostatistics 11 2010 57 69
    • (2010) Biostatistics , vol.11 , pp. 57-69
    • Riebler, A.1    Held, L.2
  • 35
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • G. Schwarz Estimating the dimension of a model Ann. Statist. 6 1978 461 464
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 36
    • 0000859675 scopus 로고
    • An asymptotic equivalence of choice of model by cross-validation and Akaike's criterion
    • M. Stone An asymptotic equivalence of choice of model by cross-validation and Akaike's criterion J. Roy. Statist. Soc. 39 1977 44 47
    • (1977) J. Roy. Statist. Soc. , vol.39 , pp. 44-47
    • Stone, M.1
  • 37
    • 0025172155 scopus 로고
    • Some covariance models for longitudinal count data with overdispersion
    • P.F. Thall, and S.C. Vail Some covariance models for longitudinal count data with overdispersion Biometrics 46 1990 657 671 (Pubitemid 20333601)
    • (1990) Biometrics , vol.46 , Issue.3 , pp. 657-671
    • Thall, P.F.1    Vail, S.C.2
  • 38
    • 21644476631 scopus 로고    scopus 로고
    • Conditional Akaike information for mixed-effects models
    • DOI 10.1093/biomet/92.2.351
    • F. Vaida, and S. Blanchard Conditional Akaike information for mixed-effects models Biometrika 92 2005 351 370 (Pubitemid 40937640)
    • (2005) Biometrika , vol.92 , Issue.2 , pp. 351-370
    • Vaida, F.1    Blanchard, S.2
  • 39
    • 0001423726 scopus 로고
    • Generalized linear models: Scale parameters, outlier accommodation, scale parameters and prior distributions
    • J.M. Bernardo, M.H. DeGroot, D.V. Lindley, A.F.M. Smith, Elsevier Science Publishers BV North Holland
    • M. West Generalized linear models: scale parameters, outlier accommodation, scale parameters and prior distributions J.M. Bernardo, M.H. DeGroot, D.V. Lindley, A.F.M. Smith, Bayesian Statistics vol. 2 1985 Elsevier Science Publishers BV North Holland 531 558
    • (1985) Bayesian Statistics , vol.2 VOL. , pp. 531-558
    • West, M.1
  • 41
    • 0003073074 scopus 로고    scopus 로고
    • Scoring rules and the evaluation of probabilities
    • R. Winkler Scoring rules and the evaluation of probabilities Test 5 1996 1 60
    • (1996) Test , vol.5 , pp. 1-60
    • Winkler, R.1
  • 42
    • 80455176896 scopus 로고    scopus 로고
    • Conditional Akaike information criterion for generalized linear mixed models
    • D. Yu, and K.K.W. Yau Conditional Akaike information criterion for generalized linear mixed models Comput. Statist. Data Anal. 56 2012 629 644
    • (2012) Comput. Statist. Data Anal. , vol.56 , pp. 629-644
    • Yu, D.1    Yau, K.K.W.2
  • 43
    • 0024205301 scopus 로고
    • Models for longitudinal data: A generalized estimating equation approach
    • DOI 10.2307/2531734
    • S.L. Zeger, K.Y. Liang, and P.S. Albert Models for longitudinal data: a generalized estimating equation approach Biometrics 44 1988 1049 1060 (Pubitemid 19026037)
    • (1988) Biometrics , vol.44 , Issue.4 , pp. 1049-1060
    • Zeger, S.L.1    Liang, K.-Y.2    Albert, P.S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.