Table 4.
Performance of JEAIC and JEBIC compared with JLIC for scenarios with Gaussian outcomes
| Setups | Method | C(ρ) | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| m = 0.1 | JLIC | AR1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.082 | 0 | 0.027 | 0.012 | 0.121 |
| EXC | 0 | 0 | 0 | 0 | 0 | 0 | 0.654 | 0 | 0.141 | 0.083 | 0.878 | ||
| IND | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.001 | 0.001 | ||
| Total | 0 | 0 | 0 | 0 | 0 | 0 | 0.736 | 0 | 0.168 | 0.096 | 1 | ||
| JEAIC | AR1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.002 | 0 | 0 | 0 | 0.002 | |
| EXC | 0 | 0 | 0 | 0 | 0 | 0 | 0.802 | 0 | 0.124 | 0.072 | 0.998 | ||
| IND | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||
| Total | 0 | 0 | 0 | 0 | 0 | 0 | 0.804 | 0 | 0.124 | 0.072 | 1 | ||
| JEBIC | AR1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.002 | 0 | 0 | 0 | 0.002 | |
| EXC | 0 | 0 | 0 | 0 | 0 | 0 | 0.991 | 0 | 0.005 | 0.002 | 0.998 | ||
| IND | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||
| Total | 0 | 0 | 0 | 0 | 0 | 0 | 0.993 | 0 | 0.005 | 0.002 | 1 | ||
| m = 0.2 | JLIC | AR1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.163 | 0 | 0.034 | 0.027 | 0.224 |
| EXC | 0 | 0 | 0 | 0.001 | 0 | 0 | 0.542 | 0.002 | 0.136 | 0.091 | 0.772 | ||
| IND | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.001 | 0.003 | 0.004 | ||
| Total | 0 | 0 | 0 | 0.001 | 0 | 0 | 0.705 | 0.002 | 0.171 | 0.121 | 1 | ||
| JEAIC | AR1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.01 | 0 | 0.006 | 0.001 | 0.017 | |
| EXC | 0 | 0 | 0 | 0 | 0 | 0 | 0.744 | 0 | 0.156 | 0.083 | 0.983 | ||
| IND | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||
| Total | 0 | 0 | 0 | 0 | 0 | 0 | 0.754 | 0 | 0.162 | 0.084 | 1 | ||
| JEBIC | AR1 | 0 | 0 | 0 | 0 | 0 | 0 | 0.016 | 0 | 0.001 | 0 | 0.017 | |
| EXC | 0 | 0 | 0 | 0 | 0 | 0 | 0.975 | 0 | 0.007 | 0.001 | 0.983 | ||
| IND | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||
| Total | 0 | 0 | 0 | 0 | 0 | 0 | 0.991 | 0 | 0.008 | 0.001 | 1 |
The sample size n = 500, T = 3, ρ = 0.3 across 1,000 Monte Carlo datasets. Ten candidate models are considered: {1} = {x1}, {2} = {x2}, {3} = {x1, x2}, {4} = {x1, x3}, {5} = {x1, x3, x1,3}, {6} = {x1, x2, x1,2}, {7} = {x1, x2, x3}, {8} = {x2, x3, x2,3}, {9} = {x1, x2, x3, x1,2, x1,3}, {10} = {x1, x2, x3, x1,2, x1,3, x1,3}. It is noted that Model {7} = {x1, x2, x3} with an EXC correlation structure is the true model. The variable x4 is redundant.
Abbreviations: EXC, exchangeable; IND, independence; JEAIC, joint empirical Akaike information criterion; JEBIC, joint empirical Bayesian information criterion; JLIC, joint longitudinal information criterion; MLIC, missing longitudinal information criterion; QICW, weighted quasi-likelihood information criterion.
The bold values denote the true mean and correlation structures.