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International Journal for Uncertainty Quantification
Fator do impacto: 4.911 FI de cinco anos: 3.179 SJR: 1.008 SNIP: 0.983 CiteScore™: 5.2

ISSN Imprimir: 2152-5080
ISSN On-line: 2152-5099

Open Access

International Journal for Uncertainty Quantification

DOI: 10.1615/Int.J.UncertaintyQuantification.2016016469
pages 405-416

A PARAMETER SUBSET SELECTION ALGORITHM FOR MIXED-EFFECTS MODELS

Kathleen Schmidt
Lawrence Livermore National Laboratory
Ralph Smith
North Carolina State University

RESUMO

Mixed-effects models are commonly used to statistically model phenomena that include attributes associated with a population or general underlying mechanism as well as effects specific to individuals or components of the general mechanism. This can include individual effects associated with data from multiple experiments. However, the parameterizations used to incorporate the population and individual effects are often unidentifiable in the sense that parameters are not uniquely specified by the data. As a result, the current literature focuses on model selection, by which insensitive parameters are fixed or removed from the model. Model selection methods that employ information criteria are applicable to both linear and nonlinear mixed-effects models, but such techniques are limited in that they are computationally prohibitive for large problems due to the number of possible models that must be tested. To limit the scope of possible models for model selection via information criteria, we introduce a parameter subset selection (PSS) algorithm for mixed-effects models, which orders the parameters by their significance. We provide examples to verify the effectiveness of the PSS algorithm and to test the performance of mixed-effects model selection that makes use of parameter subset selection.


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