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arXiv · 2104.14725

Bayesian Information Criterion for Linear Mixed-effects Models

Nan Shen·Bárbara González
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Abstract

The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples. For example, clustered observations tend to be more similar within the same group, and longitudinal data is collected by measuring the same subject repeatedly. In these scenarios, the assumption in BIC is not satisfied. The concept of effective sample size is brought up and improved BIC is defined by replacing the sample size in the original BIC expression with the effective sample size, which will give us a better theoretical foundation in the circumstance that mixed-effects models involve. Numerical experiment results are also given by comparing the performance of our new BIC with other widely used BICs.

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Nan Shen, Bárbara González. 2021-04-30. Bayesian Information Criterion for Linear Mixed-effects Models. https://arxiv.org/abs/2104.14725

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