Longitudinal data model selection

  • Authors:
  • Rahman Azari;Lexin Li;Chih-Ling Tsai

  • Affiliations:
  • Department of Statistics, University of California, Davis, CA 95616, USA;School of Medicine, University of California, Davis, CA 95616, USA;Graduate School of Management, University of California, Davis, CA 95616, USA and Guanghua School of Management, Peking University, Beijing 100871, P.R. China

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2006

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Abstract

In longitudinal data with correlated errors, we apply the likelihood and residual likelihood approaches to obtain the corrected Akaike information criterion (AICc) and the residual information criterion (RIC), respectively. Simulation studies show that AICc outperforms the Akaike information criterion (AIC) when the numbers of subjects and repeated observations are small, and RIC is superior to the Bayesian information criterion (BIC) when the signal-to-noise ratio is moderate to large. We illustrate the practical use of these selection criteria with an empirical example for modeling the serum cholesterol measured at six time occasions.