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Biometrika Advance Access originally published online on August 12, 2008
Biometrika 2008 95(3):773-778; doi:10.1093/biomet/asn023
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© 2008 Biometrika Trust

Miscellanea

A note on conditional AIC for linear mixed-effects models

Hua Liang and Hulin Wu

Department of Biostatistics and Computational Biology, University of Rochester Medical Center, Rochester, New York 14642, U.S.A. hliang{at}bst.rochester.edu hwu{at}bst.rochester.edu

Guohua Zou

Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, China guohua_zou{at}urmc.rochester.edu

Received for publication 1 September 2006. Revision received 1 January 2008.
  Abstract

The conventional model selection criterion, the Akaike information criterion, AIC, has been applied to choose candidate models in mixed-effects models by the consideration of marginal likelihood. Vaida & Blanchard (2005) demonstrated that such a marginal AIC and its small sample correction are inappropriate when the research focus is on clusters. Correspondingly, these authors suggested the use of conditional AIC. Their conditional AIC is derived under the assumption that the variance-covariance matrix or scaled variance-covariance matrix of random effects is known. This note provides a general conditional AIC but without these strong assumptions. Simulation studies show that the proposed method is promising.

Key Words: Akaike information criterion • Conditional likelihood • Longitudinal data • Marginal likelihood • Mixed-effects model • Model selection


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