Time series: theory and methods
Time series: theory and methods
REML estimation for binary data in GLMMs
Journal of Multivariate Analysis
Hierarchical-likelihood approach for nonlinear mixed-effects models
Computational Statistics & Data Analysis
Accuracy of Laplace approximation for discrete response mixed models
Computational Statistics & Data Analysis
Longitudinal data model selection
Computational Statistics & Data Analysis
Journal of Multivariate Analysis
Choice of generalized linear mixed models using predictive crossvalidation
Computational Statistics & Data Analysis
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In this study, a model identification instrument to determine the variance component structure for generalized linear mixed models (glmms) is developed based on the conditional Akaike information (cai). In particular, an asymptotically unbiased estimator of the cai (denoted as caicc) is derived as the model selection criterion which takes the estimation uncertainty in the variance component parameters into consideration. The relationship between bias correction and generalized degree of freedom for glmms is also explored. Simulation results show that the estimator performs well. The proposed criterion demonstrates a high proportion of correct model identification for glmms. Two sets of real data (epilepsy seizure count data and polio incidence data) are used to illustrate the proposed model identification method.