Abstract
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.
Citation
Yu Inatsu. Shinpei Imori. "Model selection criterion based on the prediction mean squared error in generalized estimating equations." Hiroshima Math. J. 48 (3) 307 - 334, November 2018. https://doi.org/10.32917/hmj/1544238030
Information