Extended information criterion (EIC) approach for linear mixed effects models under restricted maximum likelihood (REML) estimation

Stat Med. 2005 Nov 30;24(22):3417-29. doi: 10.1002/sim.2191.

Abstract

In clinical data analysis, the restricted maximum likelihood (REML) method has been commonly used for estimating variance components in the linear mixed effects model. Under the REML estimation, however, it is not straightforward to compare several linear mixed effects models with different mean and covariance structures. In particular, few approaches have been proposed for the comparison of linear mixed effects models with different mean structures under the REML estimation. We propose an approach using extended information criterion (EIC), which is a bootstrap-based extension of AIC, for comparing linear mixed effects models with different mean and covariance structures under the REML estimation. We present simulation studies and applications to two actual clinical data sets.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Biometry
  • Growth
  • Humans
  • Likelihood Functions*
  • Linear Models*
  • Longitudinal Studies
  • Platelet Count
  • Purpura, Thrombocytopenic, Idiopathic / blood
  • Purpura, Thrombocytopenic, Idiopathic / drug therapy