线性混合效应模型在许多科学领域都有重要应用,本文主要研究它的变量选择问题,我们推导了FIC变量选择准则,它通过选择能极小化感兴趣目标量估计的均方误差而提高估计效率。模拟结果表明,本文提出的FIC准则与其他常用的模型选择准则相比具有较大的优势。
Linear mixed-effects( LME) models have been widely used in many scientific fields. This paper studies variable selection for LME models. We derive the focused information criterion( FIC),which selects the model that minimizes the mean squared error( MSE) of the estimator of the focused parameter to improve the efficiency of estimation.The simulation study shows that the proposed FIC performs better than the other commonly used model selection methods.