@article {Wenren:2016:0266-4763:585,
title = "Conditional conceptual predictive statistic for mixed model selection",
journal = "Journal of Applied Statistics",
parent_itemid = "infobike://tandf/cjas",
publishercode ="tandf",
year = "2016",
volume = "43",
number = "4",
publication date ="2016-03-11T00:00:00",
pages = "585-603",
itemtype = "ARTICLE",
issn = "0266-4763",
eissn = "1360-0532",
url = "https://www.ingentaconnect.com/content/tandf/cjas/2016/00000043/00000004/art00001",
doi = "doi:10.1080/02664763.2015.1071342",
keyword = "conditional Gauss discrepancy, linear mixed model, mixed model selection, effective degrees of freedom of parameters, conditional",
author = "Wenren, Cheng and Shang, Junfeng",
abstract = "In linear mixed models, making use of the prediction of the random effects, we propose the conditional Conceptual Predictive Statistic 
for mixed model selection based on a conditional Gauss discrepancy. We define the conditional Gauss discrepancy for measuring the distance between the true model and the candidate model under the conditional mean of response variables. When the variance components are known, the conditional
serves as an unbiased estimator for the expected transformed conditional Gauss discrepancy; when the variance components are unknown, the
conditional serves as an asymptotically unbiased estimator for the expected transformed conditional Gauss discrepancy. The best linear unbiased
predictor (BLUP) is employed for the estimation of the random effects. The simulation results demonstrate that when the true model includes significant fixed effects, the conditional criteria perform effectively in selecting the most appropriate model. The penalty term in the <inline-graphic
xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="cjas_a_1071342_ilm0004.gif"/> computed by the estimated effective degrees of freedom yields a very good approximation to the penalty term between the target discrepancy and the goodness-of-fit term.",
}