Random Effect and Latent Variable Model Selection

Language: English

Published by Springer New York, 2008

0387767207 / 9780387767208

Series: Book 43 of 72 - Lecture Notes in Statistics

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Druck auf Anfrage Neuware - Printed after ordering - Random Effect and Latent Variable Model Selection In recent years, there has been a dramatic increase in the collection of multivariate and correlated data in a wide variety of elds. For example, it is now standard pr- tice to routinely collect many response variables on each individual in a study. The different variables may correspond to repeated measurements over time, to a battery of surrogates for one or more latent traits, or to multiple types of outcomes having an unknown dependence structure. Hierarchical models that incorporate subje- speci c parameters are one of the most widely-used tools for analyzing multivariate and correlated data. Such subject-speci c parameters are commonly referred to as random effects, latent variables or frailties. There are two modeling frameworks that have been particularly widely used as hierarchical generalizations of linear regression models. The rst is the linear mixed effects model (Laird and Ware , 1982) and the second is the structural equation model (Bollen , 1989). Linear mixed effects (LME) models extend linear regr- sion to incorporate two components, with the rst corresponding to xed effects describing the impact of predictors on the mean and the second to random effects characterizing the impact on the covariance. LMEs have also been increasingly used for function estimation. In implementing LME analyses, model selection problems are unavoidable. For example, there may be interest in comparing models with and without a predictor in the xed and/or random effects component.

Seller Inventory # 9780387767208

Title
Random Effect and Latent Variable Model Selection
Author
David Dunson
Publisher
Springer New York
Publication year
2008
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
0387767207
ISBN 13
9780387767208
Item weight
272 grams
Dimensions
235x154x13 mm
Series
Book 43 of 72: Lecture Notes in Statistics

AHA-BUCH GmbH

Einbeck, Germany

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