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Predictive Cross-validation for the Choice of Linear Mixed-Effects Models with Application to Data from the Swiss HIV Cohort Study

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  • Julia Braun
  • Leonhard Held
  • Bruno Ledergerber

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  • Julia Braun & Leonhard Held & Bruno Ledergerber, 2012. "Predictive Cross-validation for the Choice of Linear Mixed-Effects Models with Application to Data from the Swiss HIV Cohort Study," Biometrics, The International Biometric Society, vol. 68(1), pages 53-61, March.
    • Handle: RePEc:bla:biomet:v:68:y:2012:i:1:p:53-61
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2011.01621.x
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    1. Krnjajic, Milovan & Kottas, Athanasios & Draper, David, 2008. "Parametric and nonparametric Bayesian model specification: A case study involving models for count data," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2110-2128, January.
    2. Tilmann Gneiting & Fadoua Balabdaoui & Adrian E. Raftery, 2007. "Probabilistic forecasts, calibration and sharpness," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(2), pages 243-268, April.
    3. R. Winkler & Javier Muñoz & José Cervera & José Bernardo & Gail Blattenberger & Joseph Kadane & Dennis Lindley & Allan Murphy & Robert Oliver & David Ríos-Insua, 1996. "Scoring rules and the evaluation of probabilities," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 5(1), pages 1-60, June.
    4. L. Held & K. Rufibach & F. Balabdaoui, 2010. "A Score Regression Approach to Assess Calibration of Continuous Probabilistic Predictions," Biometrics, The International Biometric Society, vol. 66(4), pages 1295-1305, December.
    5. Gneiting, Tilmann & Raftery, Adrian E., 2007. "Strictly Proper Scoring Rules, Prediction, and Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 359-378, March.
    6. Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
    7. Pu, Wenji & Niu, Xu-Feng, 2006. "Selecting mixed-effects models based on a generalized information criterion," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 733-758, March.
    8. Sonja Greven & Thomas Kneib, 2010. "On the behaviour of marginal and conditional AIC in linear mixed models," Biometrika, Biometrika Trust, vol. 97(4), pages 773-789.
    9. Florin Vaida & Suzette Blanchard, 2005. "Conditional Akaike information for mixed-effects models," Biometrika, Biometrika Trust, vol. 92(2), pages 351-370, June.
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    Cited by:

    1. Simona Buscemi & Antonella Plaia, 2020. "Model selection in linear mixed-effect models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(4), pages 529-575, December.
    2. Braun, Julia & Sabanés Bové, Daniel & Held, Leonhard, 2014. "Choice of generalized linear mixed models using predictive crossvalidation," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 190-202.

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