Selecting an optimal mixed effect model based on simulation : theory and applications

• Project/Area Number: 21500275
• Research Category: Grant-in-Aid for Scientific Research (C)
• Allocation Type: Single-year Grants
• Section: 一般
• Research Field: Statistical science
• Research Institution: Osaka University
• Principal Investigator: SAKAMOTO Wataru 大阪大学, 大学院・基礎工学研究科, 准教授 (70304029)
• Project Period (FY): 2009 – 2011
• Project Status: Completed (Fiscal Year 2011)
• Budget Amount: ¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000); Fiscal Year 2011: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000); Fiscal Year 2010: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000); Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
• Keywords: モデル選択 / 情報量規準 / 制限付き最尤推定 / モンテカルロ法 / パラメータ制約モデル / 経時対応データ / 情報量基準 / 制限付き量尤推定 / 経時対応データの解析 / 周辺尤度

Research Abstract

Mixed effect models are useful for analysis of data which are measured repeatedly for each individual, and have been applied to various fields such as medical and biological sciences. However, how to select an optimal mixed effect model has not been fully examined. We proposed a criterion to select such an optimal model, which would be appropriate in theory and practically more useful. The criterion can be computed approximately by using random numbers. We confirmed that the proposed criterion should lessen risk of choosing a parsimonious model wrongly.

Research Products

• [Presentation] Selecting variance structure in mixed effect models by information criteria based on Monte Carlo approximations (2011)
  • Author(s): Sakamoto, W.
  • Organizer: Joint Meeting of the 2011 Taipei International Statistical Symposium and 7th Conference of the Asian Regional Section of the IASC
  • Place of Presentation: Academia Sinica, Taipei, Taiwan
  • Year and Date: 2011-12-18
• [Presentation] Selecting variance structure in mixed effect models by information criteria based on Monte Carlo approximations (2011)
  • Author(s): Wataru Sakamoto
  • Organizer: Joint Meeting of the 2011 Taipei International Statistical Symposium and 7th Conference of the Asian Regional Section of the IASC
  • Place of Presentation: Academia Sinica (Taipei, Taiwan)
  • Year and Date: 2011-12-18
• [Presentation] 形状不変モデルに基づく曲線分解 (2011)
  • Author(s): 尾崎寿昭・藤澤正樹・坂本亘・後藤昌司
  • Organizer: 日本行動計量学会第39回大会
  • Place of Presentation: 岡山理科大学
  • Year and Date: 2011-09-14
• [Presentation] 経時対応2値データ解析と妥当性診断 (2011)
  • Author(s): 高瀬貴夫・坂本亘・後藤昌司
  • Organizer: 日本行動計量学会第39回大会
  • Place of Presentation: 岡山理科大学
  • Year and Date: 2011-09-13
• [Presentation] メタ・アナリシスにおける交互作用効果の評価:シミュレーションに基づく方法 (2011)
  • Author(s): 山口祐介・坂本亘・白旗慎吾・後藤昌司
  • Organizer: 日本計算機統計学会第25回大会
  • Place of Presentation: 函館市亀田福祉センター
  • Year and Date: 2011-05-07
• [Presentation] シミュレーションの前と後:統計的観点 (2010)
  • Author(s): 坂本亘
  • Organizer: 医学統計研究会・特定主題シンポジウム2010「臨床評価過程におけるシミュレーションとその実際」
  • Place of Presentation: ファイザー株式会社(東京都)
  • Year and Date: 2010-10-30
• [Presentation] Selecting an optimal mixed effect model based on information criteria (2010)
  • Author(s): Sakamoto, W.
  • Organizer: COMPSTAT 2010
  • Place of Presentation: Paris, France
  • Year and Date: 2010-08-24
• [Presentation] Selecting an optimal mixed effect model based on information criteria (2010)
  • Author(s): Wataru Sakamoto
  • Organizer: COMPSTAT'2010
  • Place of Presentation: Conservatoire National de Arts et Metiers (Paris, France)
  • Year and Date: 2010-08-24
• [Presentation] 要約統計量からのデータの復元とその評価 (2010)
  • Author(s): 山口祐介・坂本亘・白旗慎吾・後藤昌司
  • Organizer: 医学統計学および疫学の方法と実際に関するシンポジウム
  • Place of Presentation: 山梨大学
  • Year and Date: 2010-07-02
• [Presentation] 混合効果のあてはめに適切な応答変換の選択 (2009)
  • Author(s): 坂本亘
  • Organizer: 医学統計研究会秋季セミナーかごしま2009
  • Place of Presentation: 宝山ホール(鹿児島県)
  • Year and Date: 2009-09-12
• [Presentation] Selecting an appropriate transformation of responses for fitting a linear or additive mixed model (2009)
  • Author(s): Sakamoto, W.
  • Organizer: The 57th Session of the International Statistical Institute(ISI 2009)
  • Place of Presentation: International Convention Centre, Durban, South Africa
  • Year and Date: 2009-08-20
• [Presentation] Selecting an appropriate transformation of responses for fitting a linear or additive mixed model (2009)
  • Author(s): Wataru SAKAMOTO
  • Organizer: The 57th Session of the International Statistical Institute (ISI 2009)
  • Place of Presentation: ダーバン (南アフリカ)
  • Year and Date: 2009-08-20
• [Presentation] 混合効果モデルのあてはめに適切な応答変換の選択 (2009)
  • Author(s): 坂本亘
  • Organizer: 医学統計研究会夏季セミナー2009
  • Place of Presentation: 大分大学
  • Year and Date: 2009-08-07