2019
DOI: 10.1111/sjos.12437
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Conditional covariance penalties for mixed models

Abstract: The prediction error for mixed models can have a conditional or a marginal perspective depending on the research focus. We introduce a novel conditional version of the optimism theorem for mixed models linking the conditional prediction error to covariance penalties for mixed models. Different possibilities for estimating these conditional covariance penalties are introduced. These are bootstrap methods, cross-validation, and a direct approach called Steinian. The behavior of the different estimation technique… Show more

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Cited by 6 publications
(4 citation statements)
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“…The cohort level analyses were conducted with R (version 3.5.0; https://www.r-project.org/) and rvtests . R package “cAIC4” was used to calculate cAIC …”
Section: Methodsmentioning
confidence: 99%
“…The cohort level analyses were conducted with R (version 3.5.0; https://www.r-project.org/) and rvtests . R package “cAIC4” was used to calculate cAIC …”
Section: Methodsmentioning
confidence: 99%
“…Most models tested returned highly significant values ( p < 0.001) due to large sample sizes. Thus, we used conditional Aikaike Information Criterion (cAIC), which is appropriate for linear mixed effects model selection (Greven & Kneib, 2010; Saefken et al, 2014) using the cAIC4 package (Säfken et al, 2018) in R 3.6.0. Due to maximum likelihood estimation, traditional R 2 calculations cannot be estimated with mixed‐effects.…”
Section: Methodsmentioning
confidence: 99%
“…We assessed model accuracy by calculating the area under the receiver operating characteristic curve (AUC) with the ROCR package (Sing, Sander, Beerenwinkel, & Lengauer, 2005). Because we were primarily concerned with modelling fixed effects and used the same random effect structure for all of our models, we used the marginal Akaike information criteria (mAIC) to select our best model, where the lowest mAIC value indicated the model with the best fit (Säfken, Rügamer, Kneib, & Greven, 2018).…”
Section: Methodsmentioning
confidence: 99%