[Statlist] Statistics Seminar, October 29 2010 at 15h15

[Anne-Lise Courvoisier]

STATISTICS SEMINAR

Friday, October 29, 2010 – 15h15

Room MA A1 10 – EPFL

Dr. Sonja Greven

Ludwig-Maximilians-Universität München

will be speaking on :

On the behaviour of marginal and conditional AIC in linear mixed models

*Abstract:*

In linear mixed models, model selection frequently includes the 
selection of random effects. Two versions of the Akaike information 
criterion, AIC, have been used, based either on the marginal or on the 
conditional distribution. We show that the marginal AIC is no longer an 
asymptotically unbiased estimator of the Akaike information, and in fact 
favours smaller models without random effects. For the conditional AIC, 
we show that ignoring estimation uncertainty in the random effects 
covariance matrix, as is common practice, induces a bias that can lead 
to the selection of any random effect not predicted to be exactly zero. 
We derive an analytic representation of a corrected version of the 
conditional AIC, which avoids the high computational cost and 
imprecision of available numerical approximations. An implementation in 
an R package is provided. All theoretical results are illustrated in 
simulation studies, and their impact in practice is investigated in an 
analysis of childhood malnutrition in Zambia

Best regards.

Maroussia Schaffner Portillo

EPFL-SB-SMAT

Phone: 37922

http://smat.epfl.ch/seminar/seminar.php