Selection of terms in random coefficient regression models

Autor(es)

Rocha, Francisco M. M. ^[1] ; Singer, Julio M. ^[2]

Afiliação do(s) autor(es)

^[1] Univ Fed Sao Paulo, Escola Paulista Polit Econ & Neocios, Sao Paulo - Brazil

^[2] Univ Sao Paulo, Dept Estat, Sao Paulo - Brazil

• Tipo de documento: Artigo Científico
• Fonte: Journal of Applied Statistics; v. 45, n. 2, p. 225-242, 2018.
• Citações Web of Science: 2

Resumo

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. (AU)

• Processo FAPESP: 13/21728-2 - Uso de modernas técnicas de autópsia na investigação de doenças humanas (MODAU)
• Beneficiário: Paulo Hilário Nascimento Saldiva
• Modalidade de apoio: Auxílio à Pesquisa - Temático