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.
| Translated title of the contribution | Optimality criteria for models with random effects |
|---|---|
| Original language | Spanish |
| Pages (from-to) | 17-31 |
| Number of pages | 15 |
| Journal | Revista Colombiana de Estadistica |
| Volume | 32 |
| Issue number | 1 |
| State | Published - Jun 1 2009 |
Keywords
- Covariance structure
- Information matrix
- Mixed model
- Nuisance parameter
- Optimal design
ASJC Scopus subject areas
- Statistics and Probability
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Cite this
Hooks, T., Marx, D., Kachman, S., & Pedersen, J. (2009). Criterios de optimalidad para los modelos con efectos aleatorios. Revista Colombiana de Estadistica, 32(1), 17-31.