Asymptotic Properties and Information Criteria for Misspecified Generalized Linear Mixed Models
误设广义线性混合模型的渐近性质与信息准则
Summary The problem of misspecification poses challenges in model selection. The paper studies the asymptotic properties of estimators for generalized linear mixed models with misspecification under the framework of conditional Kullback–Leibler divergence. A conditional generalized information criterion is introduced, and a model selection procedure is proposed by minimizing the criterion. We prove that the model selection procedure proposed is asymptotically loss efficient…