Criterios de optimalidad para los modelos con efectos aleatorios

Translated title of the contribution: Optimality criteria for models with random effects

Tisha Hooks, David B Marx, Stephen D Kachman, Jeffrey Pedersen

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

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.

Original languageSpanish
Pages (from-to)17-31
Number of pages15
JournalRevista Colombiana de Estadistica
Volume32
Issue number1
StatePublished - Jun 1 2009

Fingerprint

Optimality Criteria
Random Effects
Nuisance Parameter
Random Parameters
Covariance Structure
Linear Model
Inclusion
Model

Keywords

  • Covariance structure
  • Information matrix
  • Mixed model
  • Nuisance parameter
  • Optimal design

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

Criterios de optimalidad para los modelos con efectos aleatorios. / Hooks, Tisha; Marx, David B; Kachman, Stephen D; Pedersen, Jeffrey.

In: Revista Colombiana de Estadistica, Vol. 32, No. 1, 01.06.2009, p. 17-31.

Research output: Contribution to journalArticle

Hooks, Tisha ; Marx, David B ; Kachman, Stephen D ; Pedersen, Jeffrey. / Criterios de optimalidad para los modelos con efectos aleatorios. In: Revista Colombiana de Estadistica. 2009 ; Vol. 32, No. 1. pp. 17-31.
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