Bayesian model selection in linear mixed models for longitudinal data

Oludare Ariyo, Adrian Quintero, Johanna Muñoz, Geert Verbeke and Emmanuel Lesaffre

Journal of Applied Statistics, 2020, vol. 47, issue 5, 890-913

Abstract: Linear mixed models (LMMs) are popular to analyze repeated measurements with a Gaussian response. For longitudinal studies, the LMMs consist of a fixed part expressing the effect of covariates on the mean evolution in time and a random part expressing the variation of the individual curves around the mean curve. Selecting the appropriate fixed and random effect parts is an important modeling exercise. In a Bayesian framework, there is little agreement on the appropriate selection criteria. This paper compares the performance of the deviance information criterion (DIC), the pseudo-Bayes factor and the widely applicable information criterion (WAIC) in LMMs, with an extension to LMMs with skew-normal distributions. We focus on the comparison between the conditional criteria (given random effects) versus the marginal criteria (averaged over random effects). In spite of theoretical arguments, there is not much enthusiasm among applied statisticians to make use of the marginal criteria. We show in an extensive simulation study that the three marginal criteria are superior in choosing the appropriate longitudinal model. In addition, the marginal criteria selected most appropriate model for growth curves of Nigerian chicken. A self-written R function can be combined with standard Bayesian software packages to obtain the marginal selection criteria.

Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/02664763.2019.1657814

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