A note on BIC in mixed-effects models

Maud Delattre, Marc Lavielle, Marie Anne Poursat

Research output: Contribution to journalArticlepeer-review

Abstract

The Bayesian Information Criterion (BIC) is widely used for variable selection in mixed effects models. However, its expression is unclear in typical situations of mixed effects models, where simple definition of the sample size is not meaningful. We derive an appropriate BIC expression that is consistent with the random effect structure of the mixed effects model. We illustrate the behavior of the proposed criterion through a simulation experiment and a case study and we recommend its use as an alternative to various existing BIC versions that are implemented in available software.

Original languageEnglish
Pages (from-to)456-475
Number of pages20
JournalElectronic Journal of Statistics
Volume8
Issue number1
DOIs
Publication statusPublished - 1 Jan 2014
Externally publishedYes

Keywords

  • BIC
  • Bayesian Information Criterion
  • Mixed effects model
  • Variable selection

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