Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC

DOI10.1081/SAC-200055719zbMath1101.62347MaRDI QIDQ5460712

Gilbert W. Fellingham, Elisa Valderas Gomez, G. B. Schaalje

Publication date: 18 July 2005

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

zbMATH Keywords

repeated measureslinear mixed modeltype I error rateSatterthwaitedenominator degrees of freedom

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Linear Mixed Model Selection for False Discovery Rate Control in Microarray Data Analysis ⋮ Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC ⋮ Model Selection for Linear Mixed Models Using Predictive Criteria ⋮ Comparison of naïve, Kenward–Roger, and parametric bootstrap interval approaches to small-sample inference in linear mixed models

Uses Software

• SAS
• SAS/STAT

Cites Work

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• Estimating the dimension of a model
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• A comparison of two approaches for selecting covariance structures in the analysis of repeated measurements
• Covariance structure selection in general mixed models
• Approximate F-tests of multiple degree of freedom hypotheses in generalized least squares analyses of unbalanced split-plot experiments
• Small Sample Inference for Fixed Effects from Restricted Maximum Likelihood
• Model Selection and Multimodel Inference
• The analysis of repeated measurements: a comparison of mixed-model satterthwaite f tests and a nonpooled adjusted degrees of freedom multivariate test
• Performance of the Kenward–Roger Method when the Covariance Structure is Selected Using AIC and BIC

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