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June 2020 Focused model selection for linear mixed models with an application to whale ecology
Céline Cunen, Lars Walløe, Nils Lid Hjort
Ann. Appl. Stat. 14(2): 872-904 (June 2020). DOI: 10.1214/20-AOAS1331

Abstract

A central point of disagreement, in certain long-standing discussions about a particular whaling dataset in the Scientific Committee of the International Whaling Commission, has directly involved model selection issues for linear mixed effect models. The biological question under discussion is associated with a clearly defined parameter of primary interest, a focus parameter, which makes model selection with the Focused Information Criterion (FIC) more appropriate than other selection methods. Since the existing FIC methodology has not covered the case of linear mixed effects models, this article sets up the required framework and develops the necessary formulae for the relevant FIC. Our new criterion requires the asymptotic distribution of estimators derived for a given candidate linear mixed model but with behaviour examined under a wider linear mixed model. These results, needed here to build our FIC, also have independent interest.

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Céline Cunen. Lars Walløe. Nils Lid Hjort. "Focused model selection for linear mixed models with an application to whale ecology." Ann. Appl. Stat. 14 (2) 872 - 904, June 2020. https://doi.org/10.1214/20-AOAS1331

Information

Received: 1 March 2019; Revised: 1 February 2020; Published: June 2020
First available in Project Euclid: 29 June 2020

zbMATH: 07239888
MathSciNet: MR4117833
Digital Object Identifier: 10.1214/20-AOAS1331

Rights: Copyright © 2020 Institute of Mathematical Statistics

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Vol.14 • No. 2 • June 2020
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