Hiroshima Mathematical Journal
- Hiroshima Math. J.
- Volume 48, Number 3 (2018), 307-334.
Model selection criterion based on the prediction mean squared error in generalized estimating equations
The present paper considers a model selection criterion in regression models using generalized estimating equation (GEE). Using the prediction mean squared error (PMSE) normalized by the covariance matrix, we propose a new model selection criterion called PMSEG that reflects the correlation between responses. Numerical studies reveal that the PMSEG has better performance than previous other criteria for model selection.
Hiroshima Math. J., Volume 48, Number 3 (2018), 307-334.
Received: 7 January 2017
Revised: 5 June 2018
First available in Project Euclid: 8 December 2018
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Inatsu, Yu; Imori, Shinpei. Model selection criterion based on the prediction mean squared error in generalized estimating equations. Hiroshima Math. J. 48 (2018), no. 3, 307--334. doi:10.32917/hmj/1544238030. https://projecteuclid.org/euclid.hmj/1544238030