Selection of terms in random coefficient regression models. Issue 2 (25th January 2018)

• Record Type: Journal Article
• Authors: Rocha, Francisco M. M.; Singer, Julio M.
• Is Part Of: Journal of applied statistics. Volume 45:Issue 2(2018)
• Page Start: 225
• Page End: 242
• Publication Date: 2018-01-25
• Subjects: Covariance matrix -- longitudinal data -- mixed models -- parallel plots -- random coefficient models -- repeated measures; Statistics -- Periodicals; 519.5
• DOI: 10.1080/02664763.2016.1273884
• Languages: English
• ISSNs: 0266-4763

Abstract

ABSTRACT: The selection of suitable terms in random coefficient regression models is a challenging problem to practitioners. Although many techniques, ranging from those with a theoretical flavour to those with an exploratory spirit, have been proposed for such purposes, no particular one may be considered as a paradigm. In fact, many authors advocate that they should be used in a complementary way. We consider exploratory methods based on fitting standard regression models to the individual response profiles or to the rows of the sample within-units covariance matrix (for balanced data) that may serve as additional tools in the process of selecting an appropriate model. We evaluate the performance of the proposal via a simulation study and consider applications to two examples in the field of Biostatistics.