Fixed and random effects selection in mixed effects models.

TitleFixed and random effects selection in mixed effects models.
Publication TypeJournal Article
Year of Publication2011
AuthorsIbrahim, Joseph G., Hongtu Zhu, Ramon I. Garcia, and Ruixin Guo
JournalBiometrics
Volume67
Issue2
Pagination495-503
Date Published2011 Jun
ISSN1541-0420
KeywordsBiometry, 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.

DOI10.1111/j.1541-0420.2010.01463.x
Alternate JournalBiometrics
Original PublicationFixed and random effects selection in mixed effects models.
PubMed ID20662831
PubMed Central IDPMC3041932
Grant ListR21 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
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