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On the behaviour of marginal and conditional AIC in linear mixed models

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Greven, Sonja, Kneib, Thomas·2010·Biometrika

Abstract

In linear mixed models, model selection frequently includes the selection of random effects. Two versions of the Akaike information criterion, aic, have been used, based either on the marginal or on the conditional distribution. We show that the marginal aic is not an asymptotically unbiased estimator of the Akaike information, and favours smaller models without random effects. For the conditional aic, we show that ignoring estimation uncertainty in the random effects covariance matrix, as is common practice, induces a bias that can lead to the selection of any random effect not predicted to be exactly zero. We derive an analytic representation of a corrected version of the conditional aic, which avoids the high computational cost and imprecision of available numerical approximations. An implementation in an R package (R Development Core Team, 2010) is provided. All theoretical results are illustrated in simulation studies, and their impact in practice is investigated in an analysis of childhood malnutrition in Zambia.

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Metadata

Authors
Greven, S., & Kneib, T.
Venue
Biometrika
Published
2010-07-27
Volume
97
Issue
4
Pages
773-789
ISSN
  • 0006-3444 (ISSN-L)
  • 1464-3510
OpenAlex
W2030553221
Cited by
253
References
24
FWCI
9.43
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: On the behaviour of marginal and conditional AIC in linear mixed models. https://app.cochat.ai/papers/10.1093/biomet/asq042
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Greven, S., & Kneib, T. (2010). On the behaviour of marginal and conditional AIC in linear mixed models. Biometrika. https://doi.org/10.1093/biomet/asq042

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