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Review and comparison of measures of explained variation and model selection in linear mixed-effects models
Econometrics and Statistics Pub Date : 2021-06-02 , DOI: 10.1016/j.ecosta.2021.05.005
Eva Cantoni , Nadège Jacot , Paolo Ghisletta

In linear mixed-effects models, several frequentist and Bayesian measures have been proposed to evaluate model adequacy or/and to perform model selection. First, a large set of these measures are selected, presented with comparable notations, discussed in their strengths, weaknesses, and applicability range, and finally commented upon regarding their limitations. Then, these measures are illustrated on the home radon levels data (Gelman & Pardoe, Technometrics, 241-251, 48, 2006). Next, an extensive simulation study is carried out, to evaluate their sensitivity in selecting the correct model from a series of simpler models containing fewer parameters. Finally, recommendations on the use of these different measures are provided.1



中文翻译:

线性混合效应模型中解释变异测量和模型选择的回顾和比较

在线性混合效应模型中,已经提出了几种频率论和贝叶斯度量来评估模型充分性或/和执行模型选择。首先,选择大量这些措施,用可比较的符号表示,讨论它们的优点、缺点和适用范围,最后评论它们的局限性。然后,这些措施在家庭氡气水平数据上进行说明(Gelman & Pardoe, Technometrics, 241-251, 48, 2006)。接下来,进行了广泛的模拟研究,以评估它们从一系列包含较少参数的简单模型中选择正确模型的敏感性。最后,提供了有关使用这些不同措施的建议。1

更新日期:2021-06-02
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