Variable selection for marginal longitudinal models
Abstract
Model selection is an essential part of any statistical analysis. A generalized version of
Mallows's Cp (GCp) (Cantoni et al., 2005) was developed as a model selection criterion
for longitudinal data. GCp, just like Mallows's Cp (Mallows, 1973), provides an estimate
of a measure of a model's adequacy for prediction. In this study, the performance of GCp
is compared with that of Cp by using longitudinal data of 137 urinary incontinent elderly
patients from 38 medical practices