Presented by: 
Alan Welsh (ANU)
Mon 16 Sep, 2:00 pm - 3:00 pm
Otto Hirschfeld Building 81-214

Joint work with Samuel Mueller and Janice Scealy.

Linear mixed effects models are highly flexible in handling a broad range of data types and are therefore widely used in applications. A key part in the analysis of data is model selection, which often aims to choose a parsimonious model with other desirable properties from a possibly very large set of candidate statistical models. Over the last 5-10 years the literature on model selection in linear mixed models has grown extremely rapidly.  The problem is more complicated than in linear regression because selection on the covariance structure is not straightforward due to computational issues and boundary problems arising from positive semidefinite constraints on covariance matrices. In this talk, we review some of the methods used in linear mixed model selection from the four major approaches: information criteria such as AIC or BIC, shrinkage methods based on penalized loss functions such as LASSO, the Fence procedure and Bayesian techniques.