Title | Fixed and random effects selection in mixed effects models. |
Publication Type | Journal Article |
Year of Publication | 2011 |
Authors | Ibrahim, Joseph G., Hongtu Zhu, Ramon I. Garcia, and Ruixin Guo |
Journal | Biometrics |
Volume | 67 |
Issue | 2 |
Pagination | 495-503 |
Date Published | 2011 Jun |
ISSN | 1541-0420 |
Keywords | Biometry, Computer Simulation, Growth, Humans, Infant, Likelihood Functions, Models, Statistical |
Abstract | We consider selecting both fixed and random effects in a general class of mixed effects models using maximum penalized likelihood (MPL) estimation along with the smoothly clipped absolute deviation (SCAD) and adaptive least absolute shrinkage and selection operator (ALASSO) penalty functions. The MPL estimates are shown to possess consistency and sparsity properties and asymptotic normality. A model selection criterion, called the IC(Q) statistic, is proposed for selecting the penalty parameters (Ibrahim, Zhu, and Tang, 2008, Journal of the American Statistical Association 103, 1648-1658). The variable selection procedure based on IC(Q) is shown to consistently select important fixed and random effects. The methodology is very general and can be applied to numerous situations involving random effects, including generalized linear mixed models. Simulation studies and a real data set from a Yale infant growth study are used to illustrate the proposed methodology. |
DOI | 10.1111/j.1541-0420.2010.01463.x |
Alternate Journal | Biometrics |
Original Publication | Fixed and random effects selection in mixed effects models. |
PubMed ID | 20662831 |
PubMed Central ID | PMC3041932 |
Grant List | R21 AG033387-02 / AG / NIA NIH HHS / United States AG033387 / AG / NIA NIH HHS / United States P30 ES010126 / ES / NIEHS NIH HHS / United States CA 74015 / CA / NCI NIH HHS / United States R01 MH086633-02 / MH / NIMH NIH HHS / United States R01 MH086633 / MH / NIMH NIH HHS / United States R01 GM070335 / GM / NIGMS NIH HHS / United States RR025747-01 / RR / NCRR NIH HHS / United States GM 70335 / GM / NIGMS NIH HHS / United States P01 CA142538 / CA / NCI NIH HHS / United States P01 CA142538-01 / CA / NCI NIH HHS / United States R01 GM070335-12 / GM / NIGMS NIH HHS / United States UL1 RR025747-01 / RR / NCRR NIH HHS / United States P01CA142538-01 / CA / NCI NIH HHS / United States MH086633 / MH / NIMH NIH HHS / United States UL1 RR025747 / RR / NCRR NIH HHS / United States R21 AG033387 / AG / NIA NIH HHS / United States R01 CA074015-07 / CA / NCI NIH HHS / United States R01 CA074015 / CA / NCI NIH HHS / United States |
Fixed and random effects selection in mixed effects models.
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