Optimality criteria for models with random effects

• TISHA HOOKS ^[1] ; DAVID MARX ^[2] ; STEPHEN KACHMAN ^[2] ; JEFFREY PEDERSEN ^[2]
  1. [1] Winona State University

     Winona State University

     City of Winona, Estados Unidos

     
  2. [2] University of Nebraska System

     University of Nebraska System

     Estados Unidos

     
• Localización: Revista Colombiana de Estadística, ISSN-e 2389-8976, ISSN 0120-1751, Vol. 32, Nº. 1, 2009, págs. 17-31
• Idioma: inglés
• Títulos paralelos:
  • Criterios de optimalidad para los modelos con efectos aleatorios
• Enlaces
  • Texto completo
• Resumen
  • español

    En el contexto de modelos lineales, los criterios de optimalidad se cons- truyen para los modelos que incluyen efectos aleatorios. Tradicionalmente los criterios basados en la información asumen que todos los efectos en el modelo se consideran fijos. Cuando los parámetros, tratamientos o molestias son considerados efectos aleatorios, un criterio adecuado de optimalidad se puede desarrollar en las mismas condiciones. En este trabajo se introduce ese criterio, que permite la inclusión en el modelo de parámetros que representan molestias fijas o al azar, además de una estructura general de covarianza. También, se presenta una fórmula general para la cual en todos los casos publicados anteriormente, los criterios de optimalidad son casos especiales.

  • English

    In the context of linear models, an optimality criterion is developed for models that include random effects. Traditional information-based criteria are premised on all model effects being regarded as fixed. When treatments and/or nuisance parameters are assumed to be random effects, an appropriate optimality criterion can be developed under the same conditions. This paper introduces such a criterion, and this criterion also allows for the inclusion of fixed and/or random nuisance parameters in the model and for the presence of a general covariance structure. Also, a general formula is presented for which all previously published optimality criteria are special cases.

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