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The boxplots of thep-values and of the variances ofXiβandZibiare given in this Section for the Normal, Poisson, Bernoulli and Binomial distributions and for the three different cases described in Section 2.4.1.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Normal distribution in case 1.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Normal distribution in case 2.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Normal distribution in case 3.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Poisson distribution in case 1.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Poisson distribution in case 2.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Poisson distribution in case 3.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Bernoulli distribution in case 1.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Bernoulli distribution in case 2.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Bernoulli distribution in case 3.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Binomial distribution in case 1.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Binomial distribution in case 2.

xc1.1 xc1.2 xc2.1 xf1.1 xf1.1 X xc1.2 xf3.12 xf3.13 xf3.14

0.00.20.40.60.81.0 the right for the Binomial distribution in case 3.

In this Section, we give for the Normal, Poisson, Bernoulli and Binomial distributions the expressions of the joint log-likelihood function Pmi=1ljointi (θ,bi | yi), of the joint log-likelihood function under the saturated model Pmi=1ljoints,i (φ,bi | yi) and of the joint pop-ulation deviance Pmi=1djointi (yi,µi), from which we derive the formula of Drand given in equation (2.9) in Section 2.4.2.2.

B.4.1 Normal distribution

When the conditional distribution of yi given bi is the Normal distribution, the GLMM defined in Section 2.2 is such that g(µi) =µi =ηi. Furthermore,yi |bi ∼ N(µi, σ2Ini), with the ni×ni identity matrixIni, bi ∼ N(0,D) and the variance of the responsesyi is Σi =ZiDZ0i+σ2Ini.

The joint log-likelihood function is

m

X

i=1

lijoint(θ,bi |yi) =

m

X

i=1

log

s2Ini)−1

2π exp− 1

2(yiµi)02Ini)−1(yiµi)

+ log

sD−1

2π exp− 1

2b0iD−1bi

!

.

The joint log-likelihood function under the saturated model is

m

X

i=1

ljoints,i (φ,bi |yi) =

m

X

i=1

log

s2Ini)−1

+ log

sD−1

2π exp−1

2b0iD−1bi

.

The population joint deviance is

m

X

i=1

djointi (yi,µi) =

m

X

i=1

−1

2(yiµi)02Ini)−1(yiµi).

Thus, the formula of Drand is Drand = 1−

Pm

i=1(yiyˆi)0(yiyˆi)

Pm

i=1(yiyˆi0)0(yiyˆi0).

B.4.2 Poisson distribution

When the conditional distribution of yi given bi is the Poisson distribution, the GLMM defined in Section 2.2 is such that g(µi) = log(µi), µi = exp(ηi), yi | bi ∼ Poisson(µi) and bi ∼ N(0,D).

The joint log-likelihood function is

m

X

i=1

ljointi (θ,bi |yi) =

m

X

i=1

yilog(µi)−log(yi!)−µi + log

sD−1

2π exp−1

2b0iD−1bi

!

.

The joint log-likelihood function under the saturated model is

m

X

i=1

ls,ijoint(φ,bi |yi) =

m

X

i=1

yilog(yi)−log(yi!)−yi + log

sD−1

2π exp−1

2b0iD−1bi

!

.

The population joint deviance is

m

X

i=1

djointi (yi,µi) =

m

X

i=1

yilogyi µi

+

m

X

i=1

(yiµi).

Thus, the formula of Drand is Drand = 1−

Pm

i=1yilogyyˆi

i

+Pmi=1(yiyˆi)

Pm

i=1yilogyˆyi

i0

+Pmi=1(yiyˆi0)

B.4.3 Bernoulli distribution

When the conditional distribution of yi givenbi is the Bernoulli distribution, the GLMM defined in Section 2.2 is such thatg(µi) = logit(µi) = log(µi/(1−µi)),µi = exp(ηi)/(1 + exp(ηi)), yi |bi ∼Bernoulli(µi) and bi ∼ N(0,D).

The joint log-likelihood function is

m

X

i=1

ljointi (θ,bi |yi) =

m

X

i=1

yilog(µi) + (1−yi) log(1−µi) + log

sD−1

2π exp−1

2b0iD−1bi

!

.

The joint log-likelihood function under the saturated model is

m

X

i=1

lsjoint(φ,bi |yi) =

m

X

i=1

yilog(yi) + (1−yi) log(1−yi) + log

sD−1

2π exp−1

2b0iD−1bi

!

.

The population joint deviance is

m

X

i=1

djointi (yi,µi) =

m

X

i=1

yilogyi µi

+

m

X

i=1

(1−yi) log1−yi 1−µi

.

Thus, the formula of Drand is Drand = 1−

Pm

i=1yilogyyˆi

i

+Pmi=1(1−yi) log1−y1−ˆyi

i

Pm

i=1yilogˆyyi

i0

+Pmi=1(1−yi) log1−ˆ1−yyi

i0

When the conditional distribution ofyi givenbi is the Binomial distribution, the GLMM defined in Section 2.2 is such thatyi |bi ∼Binomial(ni,pi) andbi ∼ N(0,D). Therefore, E(yi | bi) =nipi and g(pi) = logit(pi) = log(pi/(1pi)), pi = exp(ηi)/(1 + exp(ηi)).

We prefer to equivalently work with ˜yi =yi/ni, for which E(˜yi |bi) = pi =µi. The joint log-likelihood function is

m

X

i=1

lijoint(θ,bi |y˜i) =

m

X

i=1

log ni niy˜i

!

+niy˜ilog(µi) +ni(1−y˜i) log(1−µi) + log

sD−1

2π exp− 1

2b0iD−1bi

!

.

The joint log-likelihood function under the saturated model is

m

X

i=1

ls,ijoint(φ,bi |y˜i) =

m

X

i=1

log ni niy˜i

!

+niy˜ilog(˜yi) +ni(1−y˜i) log(1−y˜i) + log

sD−1

2π exp−1

2b0iD−1bi

!

.

The population joint deviance is

m

X

i=1

djointiyi,µi) =

m

X

i=1

niy˜ilogy˜i µi

+

m

X

i=1

ni(1−y˜i) log1−y˜i 1−µi

.

Thus, the formula of Drand is Drand = 1−

Pm

i=1niy˜ilogyˆy˜i

i/ni

+Pmi=1ni(1−y˜i) log1−ˆ1−˜yyi

i/ni

Pm

i=1niy˜ilogˆyy˜i

i0/ni

+Pmi=1ni(1−y˜i) log1−ˆ1−˜yyi

i0/ni

B.5 Simulation study results

We give in this Section the Tables containing the results of the simulation study presented in Section 2.4 for all the considered measures, except PRD, the marginal rc and the conditional rc that are not adapted for model selection.

Table B.1: Normal distribution - case 1. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 70 1(0) 0.492(0.489) 5 0.997(0.033) 0.085(0.248) 0 0.999(0.008) 0.467(0.464)

mAICR 0 1(0) 0(0) 98 1(0) 0.49(0.501) 0 1(0) 0.03(0.031)

mAICF R 68 1(0) 0.508(0.49) 66 0.947(0.123) 0.607(0.448) 3 0.987(0.031) 0.514(0.465) mAICCFN 81 1(0) 0.597(0.475) 5 0.997(0.033) 0.095(0.258) 0 0.999(0.008) 0.566(0.45)

mAICCRN 0 1(0) 0(0) 114 1(0) 0.57(0.496) 0 1(0) 0.035(0.03)

mAICCF RN 82 1(0) 0.643(0.464) 65 0.937(0.131) 0.652(0.427) 6 0.984(0.033) 0.644(0.439) mAICCFm 149 1(0) 0.981(0.036) 10 0.995(0.041) 0.185(0.334) 0 0.999(0.01) 0.933(0.037)

mAICCRm 0 1(0) 0(0) 111 1(0) 0.555(0.498) 0 1(0) 0.034(0.031)

mAICCF Rm 157 1(0) 0.989(0.023) 33 0.85(0.166) 0.805(0.307) 10 0.963(0.042) 0.978(0.03) mCAICFN 186 1(0) 0.997(0.013) 4 0.995(0.041) 0.145(0.296) 0 0.999(0.01) 0.944(0.017)

mCAICRN 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

mCAICF RN 186 1(0) 0.997(0.013) 9 0.742(0.14) 0.937(0.143) 2 0.935(0.035) 0.993(0.016) mCAICFm 175 1(0) 0.993(0.022) 5 0.995(0.041) 0.153(0.304) 0 0.999(0.01) 0.941(0.023)

mCAICRm 0 1(0) 0(0) 160 1(0) 0.8(0.401) 0 1(0) 0.049(0.025)

mCAICF Rm 175 1(0) 0.994(0.017) 20 0.8(0.164) 0.87(0.238) 5 0.95(0.041) 0.986(0.022) BICFN 186 1(0) 0.997(0.013) 4 0.995(0.041) 0.145(0.296) 0 0.999(0.01) 0.944(0.017)

BICRN 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

BICF RN 186 1(0) 0.997(0.013) 9 0.742(0.14) 0.937(0.143) 2 0.935(0.035) 0.993(0.016) BICFm 175 1(0) 0.992(0.023) 5 0.995(0.041) 0.15(0.302) 0 0.999(0.01) 0.941(0.024)

BICRm 0 1(0) 0(0) 160 1(0) 0.8(0.401) 0 1(0) 0.049(0.025)

BICF Rm 175 1(0) 0.994(0.017) 20 0.8(0.164) 0.87(0.238) 5 0.95(0.041) 0.986(0.022) BICh 184 1(0) 0.996(0.014) 14 0.807(0.165) 0.84(0.267) 6 0.952(0.041) 0.987(0.021)

PRDpen,nullmodel2

mAICF 101 1(0) 0.728(0.423) 3 1(0) 0.085(0.234) 0 1(0) 0.689(0.401)

mAICR 0 1(0) 0(0) 138 1(0) 0.69(0.464) 0 1(0) 0.042(0.028)

mAICF R 99 1(0) 0.735(0.421) 96 0.943(0.126) 0.763(0.379) 28 0.986(0.031) 0.737(0.397)

mAICCFN 109 1(0) 0.773(0.396) 4 1(0) 0.093(0.246) 0 1(0) 0.732(0.375)

mAICCRN 0 1(0) 0(0) 162 1(0) 0.81(0.393) 0 1(0) 0.05(0.024)

mAICCF RN 108 1(0) 0.78(0.393) 96 0.938(0.13) 0.788(0.356) 31 0.985(0.032) 0.781(0.369)

mAICCFm 160 1(0) 0.984(0.036) 5 1(0) 0.102(0.257) 0 1(0) 0.93(0.035)

mAICCRm 0 1(0) 0(0) 158 1(0) 0.79(0.408) 0 1(0) 0.048(0.025)

mAICCF Rm 172 1(0) 0.993(0.02) 56 0.857(0.165) 0.87(0.245) 37 0.964(0.041) 0.985(0.023)

mCAICFN 196 1(0) 0.999(0.006) 1 1(0) 0.078(0.219) 0 1(0) 0.943(0.012)

mCAICRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mCAICF RN 196 1(0) 0.999(0.006) 15 0.718(0.121) 0.973(0.091) 11 0.93(0.03) 0.998(0.008)

mCAICFm 187 1(0) 0.997(0.015) 4 1(0) 0.1(0.252) 0 1(0) 0.942(0.016)

mCAICRm 0 1(0) 0(0) 183 1(0) 0.915(0.28) 0 1(0) 0.056(0.017)

mCAICF Rm 186 1(0) 0.997(0.013) 38 0.785(0.16) 0.935(0.166) 28 0.946(0.04) 0.993(0.016)

BICFN 196 1(0) 0.999(0.006) 1 1(0) 0.078(0.219) 0 1(0) 0.943(0.012)

BICRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

BICF RN 196 1(0) 0.999(0.006) 15 0.718(0.121) 0.973(0.091) 11 0.93(0.03) 0.998(0.008)

BICFm 187 1(0) 0.997(0.015) 4 1(0) 0.1(0.252) 0 1(0) 0.942(0.016)

BICRm 0 1(0) 0(0) 183 1(0) 0.915(0.28) 0 1(0) 0.056(0.017)

BICF Rm 185 1(0) 0.996(0.013) 38 0.785(0.16) 0.935(0.166) 28 0.946(0.04) 0.993(0.017) BICh 195 1(0) 0.999(0.007) 30 0.807(0.165) 0.89(0.212) 27 0.952(0.041) 0.992(0.015)

m.Drand 0 1(0) 0(0) 137 1(0) 0.685(0.466) 0 1(0) 0.042(0.029)

Drand 0 1(0) 0.004(0.063) 6 1(0) 0.03(0.171) 0 1(0) 0.006(0.06)

Prand 0 1(0) 0(0) 4 1(0) 0.02(0.14) 0 1(0) 0.001(0.009)

R2m 1 1(0) 0.005(0.071) 109 0.998(0.024) 0.55(0.499) 0 1(0.006) 0.038(0.075)

R2c 4 1(0) 0.07(0.248) 28 1(0) 0.147(0.351) 0 1(0) 0.075(0.236)

mrc,a 3 1(0) 0.015(0.122) 118 0.987(0.11) 0.605(0.49) 0 0.997(0.028) 0.051(0.121) crc,a 27 0.861(0.108) 0.914(0.262) 0 0.792(0.162) 0.755(0.377) 0 0.844(0.121) 0.904(0.261) mAIC 173 1(0) 0.993(0.021) 100 0.853(0.166) 0.963(0.166) 75 0.963(0.041) 0.991(0.022) mAICCN 176 1(0) 0.993(0.02) 97 0.848(0.166) 0.963(0.166) 75 0.962(0.042) 0.992(0.021) mAICCm 190 1(0) 0.998(0.012) 70 0.792(0.162) 0.988(0.084) 60 0.948(0.04) 0.997(0.012)

mCAICN 200 1(0) 1(0) 19 0.698(0.098) 1(0) 19 0.925(0.024) 1(0)

mCAICm 195 1(0) 0.999(0.007) 43 0.742(0.14) 0.997(0.033) 38 0.935(0.035) 0.999(0.007) cAIC 157 0.996(0.031) 0.979(0.079) 19 0.912(0.147) 0.453(0.467) 7 0.975(0.042) 0.946(0.083)

BICN 200 1(0) 1(0) 19 0.698(0.098) 1(0) 19 0.925(0.024) 1(0)

BICm 195 1(0) 0.999(0.007) 44 0.743(0.141) 0.997(0.033) 39 0.936(0.035) 0.999(0.007)

BICh 200 1(0) 1(0) 39 0.742(0.14) 0.987(0.087) 39 0.935(0.035) 0.999(0.005)

Table B.2: Poisson distribution, case 1. The exponents , and indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 171 1(0) 0.989(0.03) 8 1(0) 0.06(0.224) 0 1(0) 0.932(0.027)

mAICR 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mAICF R 169 1(0) 0.99(0.025) 91 0.84(0.167) 0.965(0.155) 64 0.96(0.042) 0.989(0.027)

mAICCFN 171 1(0) 0.989(0.03) 8 1(0) 0.06(0.224) 0 1(0) 0.932(0.027)

mAICCRN 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mAICCF RN 169 1(0) 0.99(0.025) 90 0.837(0.167) 0.967(0.153) 63 0.959(0.042) 0.989(0.027)

mAICCFm 191 1(0) 0.998(0.009) 7 1(0) 0.042(0.195) 0 1(0) 0.939(0.004)

mAICCRm 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mAICCF Rm 189 1(0) 0.998(0.01) 62 0.78(0.158) 0.99(0.057) 52 0.945(0.04) 0.997(0.01)

mCAICFN 199 1(0) 1(0.003) 1 1(0) 0.005(0.071) 0 1(0) 0.939(0.001)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 200 1(0) 1(0) 16 0.693(0.091) 1(0) 16 0.923(0.023) 1(0)

mCAICFm 197 1(0) 0.999(0.005) 3 1(0) 0.015(0.122) 0 1(0) 0.939(0.002)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 198 1(0) 1(0.004) 33 0.723(0.126) 0.998(0.024) 31 0.931(0.031) 0.999(0.004)

BICFN 199 1(0) 1(0.003) 1 1(0) 0.005(0.071) 0 1(0) 0.939(0.001)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 200 1(0) 1(0) 16 0.693(0.091) 1(0) 16 0.923(0.023) 1(0)

BICFm 197 1(0) 0.999(0.005) 3 1(0) 0.015(0.122) 0 1(0) 0.939(0.002)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 198 1(0) 1(0.004) 33 0.723(0.126) 0.998(0.024) 31 0.931(0.031) 0.999(0.004)

BICh 200 1(0) 1(0) 30 0.728(0.13) 0.988(0.061) 30 0.932(0.032) 0.999(0.004)

PRDpen,nullmodel2

mAICF 99 1(0) 0.705(0.437) 79 0.993(0.047) 0.475(0.48) 29 0.998(0.012) 0.691(0.409)

mAICR 10 1(0) 0.068(0.249) 147 1(0) 0.742(0.436) 9 1(0) 0.109(0.239)

mAICF R 100 1(0) 0.703(0.441) 116 0.942(0.127) 0.812(0.367) 49 0.985(0.032) 0.71(0.421) mAICCFN 102 1(0) 0.743(0.415) 77 0.993(0.047) 0.472(0.478) 29 0.998(0.012) 0.727(0.388)

mAICCRN 10 1(0) 0.068(0.249) 147 1(0) 0.742(0.436) 9 1(0) 0.109(0.239)

mAICCF RN 102 1(0) 0.749(0.412) 117 0.942(0.127) 0.82(0.358) 49 0.985(0.032) 0.754(0.394) mAICCFm 130 0.997(0.033) 0.958(0.126) 76 0.988(0.061) 0.522(0.464) 39 0.995(0.029) 0.931(0.122)

mAICCRm 10 1(0) 0.068(0.249) 150 1(0) 0.757(0.428) 9 1(0) 0.11(0.239)

mAICCF Rm 136 0.997(0.033) 0.972(0.08) 114 0.92(0.143) 0.893(0.26) 67 0.978(0.042) 0.967(0.078) mCAICFN 163 0.99(0.057) 0.96(0.172) 69 0.983(0.073) 0.502(0.464) 44 0.988(0.046) 0.932(0.164) mCAICRN 13 1(0) 0.083(0.274) 170 0.998(0.024) 0.862(0.343) 11 1(0.006) 0.131(0.26) mCAICF RN 162 0.988(0.061) 0.964(0.158) 79 0.842(0.167) 0.927(0.222) 49 0.952(0.056) 0.962(0.152) mCAICFm 144 0.998(0.024) 0.899(0.277) 73 0.987(0.065) 0.498(0.469) 42 0.995(0.024) 0.874(0.263)

mCAICRm 10 1(0) 0.068(0.249) 160 1(0) 0.807(0.393) 9 1(0) 0.113(0.238)

mCAICF Rm 150 0.998(0.024) 0.903(0.278) 99 0.888(0.158) 0.89(0.28) 64 0.971(0.042) 0.902(0.268) BICFN 163 0.99(0.057) 0.96(0.172) 69 0.983(0.073) 0.502(0.464) 44 0.988(0.046) 0.932(0.164) BICRN 13 1(0) 0.083(0.274) 170 0.998(0.024) 0.862(0.343) 11 1(0.006) 0.131(0.26) BICF RN 162 0.988(0.061) 0.964(0.158) 79 0.842(0.167) 0.927(0.222) 49 0.952(0.056) 0.962(0.152) BICFm 144 0.998(0.024) 0.899(0.277) 73 0.987(0.065) 0.498(0.469) 42 0.995(0.024) 0.874(0.263)

BICRm 10 1(0) 0.068(0.249) 160 1(0) 0.807(0.393) 9 1(0) 0.113(0.238)

BICF Rm 150 0.998(0.024) 0.903(0.278) 100 0.89(0.157) 0.89(0.28) 65 0.971(0.042) 0.902(0.268) BICh 161 0.99(0.057) 0.95(0.197) 92 0.887(0.158) 0.893(0.254) 63 0.964(0.054) 0.946(0.19) mDrand 101 1(0) 0.505(0.501) 60 0.495(0.501) 0.805(0.397) 0 0.874(0.125) 0.523(0.483) Drand 0 0.986(0.055) 0.065(0.247) 11 0.978(0.082) 0.12(0.326) 0 0.984(0.062) 0.068(0.247)

Prand 0 1(0) 0(0) 10 1(0) 0.05(0.218) 0 1(0) 0.003(0.013)

R2m 0 1(0) 0(0) 122 1(0) 0.61(0.489) 0 1(0) 0.037(0.03)

R2c 20 0.98(0.069) 0.361(0.463) 73 0.993(0.066) 0.375(0.485) 4 0.983(0.054) 0.361(0.443) mrc,a 155 1(0) 0.779(0.415) 18 0.225(0.419) 0.865(0.343) 0 0.806(0.105) 0.785(0.405) crc,a 9 0.994(0.035) 0.134(0.334) 27 0.99(0.057) 0.195(0.384) 0 0.993(0.04) 0.138(0.322) mAIC 169 1(0) 0.99(0.025) 91 0.84(0.167) 0.965(0.155) 64 0.96(0.042) 0.989(0.027) mAICCN 169 1(0) 0.99(0.025) 90 0.837(0.167) 0.967(0.153) 63 0.959(0.042) 0.989(0.027) mAICCm 189 1(0) 0.998(0.01) 62 0.78(0.158) 0.99(0.057) 52 0.945(0.04) 0.997(0.01)

mCAICN 200 1(0) 1(0) 16 0.693(0.091) 1(0) 16 0.923(0.023) 1(0)

mCAICm 198 1(0) 1(0.004) 33 0.723(0.126) 0.998(0.024) 31 0.931(0.031) 0.999(0.004)

cAIC NA NA(NA) NA(NA) NA NA(NA) NA(NA) NA NA(NA) NA(NA)

BICN 200 1(0) 1(0) 16 0.693(0.091) 1(0) 16 0.923(0.023) 1(0)

BICm 198 1(0) 1(0.004) 33 0.723(0.126) 0.998(0.024) 31 0.931(0.031) 0.999(0.004)

BICh 200 1(0) 1(0) 30 0.728(0.13) 0.988(0.061) 30 0.932(0.032) 0.999(0.004)

Table B.3: Bernoulli distribution, case 1. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 167 0.998(0.024) 0.988(0.03) 3 1(0) 0.065(0.211) 0 0.999(0.018) 0.932(0.028)

mAICR 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mAICF R 174 0.99(0.057) 0.993(0.023) 26 0.49(0.245) 0.992(0.078) 7 0.865(0.079) 0.993(0.022) mAICCFN 170 0.998(0.024) 0.989(0.029) 3 1(0) 0.058(0.202) 0 0.999(0.018) 0.932(0.027)

mAICCRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mAICCF RN 176 0.99(0.057) 0.994(0.021) 25 0.485(0.243) 0.992(0.078) 8 0.864(0.078) 0.994(0.02) mAICCFm 186 0.995(0.041) 0.997(0.016) 5 1(0) 0.045(0.191) 0 0.996(0.03) 0.938(0.015)

mAICCRm 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

mAICCF Rm 185 0.982(0.076) 0.999(0.006) 11 0.413(0.181) 1(0) 7 0.84(0.077) 0.999(0.006) mCAICFN 107 0.847(0.167) 1(0.003) 92 1(0) 0.463(0.499) 0 0.885(0.125) 0.967(0.031)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 91 0.82(0.167) 1(0.003) 1 0.338(0.053) 1(0) 0 0.7(0.127) 1(0.003)

mCAICFm 167 0.948(0.121) 1(0.004) 32 1(0) 0.163(0.369) 0 0.961(0.091) 0.948(0.022)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 163 0.942(0.127) 1(0.004) 2 0.36(0.102) 1(0) 0 0.796(0.102) 1(0.004) BICFN 107 0.847(0.167) 1(0.003) 92 1(0) 0.463(0.499) 0 0.885(0.125) 0.967(0.031)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 91 0.82(0.167) 1(0.003) 1 0.338(0.053) 1(0) 0 0.7(0.127) 1(0.003)

BICFm 167 0.948(0.121) 1(0.004) 32 1(0) 0.163(0.369) 0 0.961(0.091) 0.948(0.022)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 163 0.942(0.127) 1(0.004) 2 0.36(0.102) 1(0) 0 0.796(0.102) 1(0.004)

BICh 101 0.837(0.167) 1(0.003) 12 0.533(0.203) 0.998(0.024) 6 0.761(0.169) 1(0.003)

PRDpen,nullmodel2

mAICF 159 0.997(0.033) 0.975(0.104) 27 0.952(0.151) 0.333(0.438) 17 0.985(0.045) 0.936(0.1)

mAICR 0 1(0) 0(0) 197 1(0) 0.985(0.122) 0 1(0) 0.06(0.007)

mAICF R 166 0.99(0.057) 0.98(0.103) 67 0.602(0.308) 0.993(0.074) 39 0.893(0.091) 0.981(0.097) mAICCFN 162 0.997(0.033) 0.981(0.077) 26 0.952(0.151) 0.332(0.436) 18 0.985(0.045) 0.941(0.079)

mAICCRN 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

mAICCF RN 169 0.99(0.057) 0.986(0.075) 63 0.59(0.304) 0.993(0.074) 38 0.89(0.09) 0.986(0.071) mAICCFm 185 0.997(0.033) 0.996(0.017) 24 0.943(0.164) 0.323(0.438) 20 0.983(0.047) 0.955(0.031)

mAICCRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mAICCF Rm 183 0.983(0.073) 0.998(0.011) 37 0.487(0.263) 1(0) 28 0.859(0.086) 0.998(0.01) mCAICFN 104 0.842(0.167) 1(0.003) 74 0.868(0.263) 0.615(0.474) 12 0.848(0.161) 0.976(0.029)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 84 0.808(0.165) 1(0.003) 3 0.345(0.084) 1(0) 1 0.693(0.127) 1(0.003) mCAICFm 166 0.95(0.119) 0.999(0.009) 38 0.92(0.209) 0.392(0.466) 18 0.943(0.118) 0.962(0.03)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 154 0.927(0.138) 1(0.004) 18 0.4(0.195) 1(0) 15 0.795(0.121) 1(0.004) BICFN 104 0.842(0.167) 1(0.003) 74 0.868(0.263) 0.615(0.474) 12 0.848(0.161) 0.976(0.029)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 84 0.808(0.165) 1(0.003) 3 0.345(0.084) 1(0) 1 0.693(0.127) 1(0.003)

BICFm 166 0.95(0.119) 0.999(0.009) 38 0.92(0.209) 0.392(0.466) 18 0.943(0.118) 0.962(0.03)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 154 0.927(0.138) 1(0.004) 18 0.4(0.195) 1(0) 15 0.795(0.121) 1(0.004)

BICh 96 0.828(0.167) 1(0.003) 24 0.542(0.233) 0.998(0.024) 18 0.757(0.175) 1(0.003)

mDrand 0 1(0) 0(0) 159 1(0) 0.795(0.405) 0 1(0) 0.049(0.025)

Drand 0 1(0) 0(0) 8 1(0) 0.04(0.196) 0 1(0) 0.002(0.012)

Prand 0 1(0) 0(0) 6 1(0) 0.03(0.171) 0 1(0) 0.002(0.01)

R2m 0 1(0) 0(0) 81 1(0) 0.405(0.492) 0 1(0) 0.025(0.03)

R2c 0 1(0) 0.009(0.089) 24 1(0) 0.12(0.326) 0 1(0) 0.016(0.085)

mrc,a 0 1(0) 0(0) 68 1(0) 0.34(0.475) 0 1(0) 0.021(0.029)

crc,a 21 0.971(0.075) 0.298(0.452) 12 0.968(0.098) 0.162(0.366) 0 0.97(0.077) 0.29(0.438) mAIC 174 0.99(0.057) 0.993(0.023) 26 0.49(0.245) 0.992(0.078) 7 0.865(0.079) 0.993(0.022) mAICCN 176 0.99(0.057) 0.994(0.021) 25 0.485(0.243) 0.992(0.078) 8 0.864(0.078) 0.994(0.02) mAICCm 185 0.982(0.076) 0.999(0.006) 11 0.413(0.181) 1(0) 7 0.84(0.077) 0.999(0.006)

mCAICN 91 0.82(0.167) 1(0.003) 1 0.338(0.053) 1(0) 0 0.7(0.127) 1(0.003)

mCAICm 163 0.942(0.127) 1(0.004) 2 0.36(0.102) 1(0) 0 0.796(0.102) 1(0.004)

BICN 91 0.82(0.167) 1(0.003) 1 0.338(0.053) 1(0) 0 0.7(0.127) 1(0.003)

BICm 163 0.942(0.127) 1(0.004) 2 0.36(0.102) 1(0) 0 0.796(0.102) 1(0.004)

BICh 101 0.837(0.167) 1(0.003) 12 0.533(0.203) 0.998(0.024) 6 0.761(0.169) 1(0.003)

Table B.4: Binomial distribution, case 1. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 175 1(0) 0.992(0.025) 5 1(0) 0.062(0.214) 0 1(0) 0.935(0.022)

mAICR 0 1(0) 0(0) 188 1(0) 0.94(0.238) 0 1(0) 0.058(0.015)

mAICF R 174 1(0) 0.992(0.023) 85 0.833(0.167) 0.948(0.204) 63 0.958(0.042) 0.989(0.027)

mAICCFN 180 1(0) 0.994(0.02) 4 1(0) 0.057(0.204) 0 1(0) 0.937(0.016)

mAICCRN 0 1(0) 0(0) 189 1(0) 0.945(0.229) 0 1(0) 0.058(0.014)

mAICCF RN 178 1(0) 0.994(0.019) 84 0.83(0.167) 0.953(0.192) 64 0.958(0.042) 0.991(0.021)

mAICCFm 190 1(0) 0.998(0.012) 2 1(0) 0.033(0.157) 0 1(0) 0.938(0.008)

mAICCRm 0 1(0) 0(0) 192 1(0) 0.96(0.196) 0 1(0) 0.059(0.012)

mAICCF Rm 188 1(0) 0.997(0.01) 71 0.793(0.162) 0.985(0.107) 60 0.948(0.041) 0.997(0.012)

mCAICFN 200 1(0) 1(0) 0 1(0) 0.003(0.047) 0 1(0) 0.939(0.003)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 200 1(0) 1(0) 14 0.692(0.088) 0.998(0.024) 14 0.923(0.022) 1(0.001)

mCAICFm 199 1(0) 1(0.003) 0 1(0) 0.007(0.066) 0 1(0) 0.939(0.003)

mCAICRm 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

mCAICF Rm 200 1(0) 1(0) 38 0.732(0.132) 0.998(0.024) 38 0.933(0.033) 1(0.001)

BICFN 200 1(0) 1(0) 0 1(0) 0.003(0.047) 0 1(0) 0.939(0.003)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 200 1(0) 1(0) 14 0.692(0.088) 0.998(0.024) 14 0.923(0.022) 1(0.001)

BICFm 199 1(0) 1(0.003) 0 1(0) 0.007(0.066) 0 1(0) 0.939(0.003)

BICRm 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

BICF Rm 200 1(0) 1(0) 38 0.732(0.132) 0.998(0.024) 38 0.933(0.033) 1(0.001)

BICh 200 1(0) 1(0) 34 0.737(0.136) 0.983(0.093) 34 0.934(0.034) 0.999(0.006)

PRDpen,nullmodel2

mAICF 150 1(0) 0.948(0.185) 30 0.992(0.052) 0.305(0.412) 19 0.998(0.013) 0.908(0.175)

mAICR 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

mAICF R 148 1(0) 0.958(0.158) 105 0.89(0.157) 0.925(0.215) 68 0.973(0.039) 0.956(0.148) mAICCFN 157 1(0) 0.969(0.125) 31 0.992(0.052) 0.307(0.414) 21 0.998(0.013) 0.929(0.122)

mAICCRN 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

mAICCF RN 155 1(0) 0.97(0.124) 105 0.885(0.159) 0.94(0.182) 72 0.971(0.04) 0.968(0.117) mAICCFm 179 1(0) 0.993(0.023) 29 0.988(0.061) 0.327(0.415) 24 0.997(0.015) 0.952(0.031)

mAICCRm 0 1(0) 0(0) 186 1(0) 0.93(0.256) 0 1(0) 0.057(0.016)

mAICCF Rm 182 1(0) 0.995(0.019) 90 0.845(0.167) 0.965(0.131) 78 0.961(0.042) 0.993(0.02) mCAICFN 199 1(0) 1(0.003) 29 0.988(0.061) 0.303(0.414) 29 0.997(0.015) 0.957(0.025)

mCAICRN 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mCAICF RN 200 1(0) 1(0) 43 0.74(0.138) 0.998(0.024) 43 0.935(0.035) 1(0.001)

mCAICFm 195 1(0) 0.999(0.01) 28 0.988(0.061) 0.305(0.412) 27 0.997(0.015) 0.956(0.025)

mCAICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mCAICF Rm 197 1(0) 0.999(0.009) 73 0.798(0.163) 0.987(0.087) 71 0.95(0.041) 0.998(0.01) BICFN 199 1(0) 1(0.003) 29 0.988(0.061) 0.303(0.414) 29 0.997(0.015) 0.957(0.025)

BICRN 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

BICF RN 200 1(0) 1(0) 43 0.74(0.138) 0.998(0.024) 43 0.935(0.035) 1(0.001)

BICFm 195 1(0) 0.999(0.01) 28 0.988(0.061) 0.305(0.412) 27 0.997(0.015) 0.956(0.025)

BICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

BICF Rm 197 1(0) 0.999(0.009) 73 0.798(0.163) 0.987(0.087) 71 0.95(0.041) 0.998(0.01)

BICh 200 1(0) 1(0) 61 0.803(0.164) 0.958(0.138) 61 0.951(0.041) 0.997(0.008)

mDrand 1 1(0) 0.005(0.071) 129 0.995(0.071) 0.65(0.478) 0 0.999(0.018) 0.044(0.074)

Drand 0 1(0) 0.004(0.063) 9 1(0) 0.045(0.208) 0 1(0) 0.007(0.06)

Prand 0 1(0) 0(0) 5 1(0) 0.025(0.157) 0 1(0) 0.002(0.01)

R2m 0 1(0) 0(0) 80 1(0) 0.4(0.491) 0 1(0) 0.024(0.03)

R2c 35 1(0) 0.388(0.468) 66 1(0) 0.33(0.471) 9 1(0) 0.384(0.441)

mrc,a 1 1(0) 0.005(0.071) 111 1(0) 0.555(0.498) 1 1(0) 0.039(0.075)

crc,a 31 0.85(0.104) 0.914(0.271) 1 0.775(0.157) 0.77(0.384) 0 0.831(0.117) 0.906(0.269) mAIC 174 1(0) 0.992(0.023) 85 0.833(0.167) 0.948(0.204) 63 0.958(0.042) 0.989(0.027) mAICCN 178 1(0) 0.994(0.019) 84 0.83(0.167) 0.953(0.192) 64 0.958(0.042) 0.991(0.021) mAICCm 188 1(0) 0.997(0.01) 71 0.793(0.162) 0.985(0.107) 60 0.948(0.041) 0.997(0.012)

mCAICN 200 1(0) 1(0) 14 0.692(0.088) 0.998(0.024) 14 0.923(0.022) 1(0.001)

mCAICm 200 1(0) 1(0) 38 0.732(0.132) 0.998(0.024) 38 0.933(0.033) 1(0.001)

BICN 200 1(0) 1(0) 14 0.692(0.088) 0.998(0.024) 14 0.923(0.022) 1(0.001)

BICm 200 1(0) 1(0) 38 0.732(0.132) 0.998(0.024) 38 0.933(0.033) 1(0.001)

BICh 200 1(0) 1(0) 34 0.737(0.136) 0.983(0.093) 34 0.934(0.034) 0.999(0.006)

Table B.5: Normal distribution - case 2. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 93 1(0) 0.665(0.454) 4 0.978(0.082) 0.135(0.317) 0 0.995(0.021) 0.633(0.432)

mAICR 0 1(0) 0(0) 106 1(0) 0.53(0.5) 0 1(0) 0.032(0.031)

mAICF R 103 1(0) 0.69(0.449) 46 0.893(0.156) 0.64(0.449) 1 0.973(0.039) 0.687(0.427) mAICCFN 108 1(0) 0.763(0.402) 4 0.972(0.093) 0.165(0.344) 0 0.993(0.023) 0.726(0.384)

mAICCRN 0 1(0) 0(0) 120 1(0) 0.6(0.491) 0 1(0) 0.037(0.03)

mAICCF RN 118 1(0) 0.793(0.387) 42 0.873(0.162) 0.697(0.42) 1 0.968(0.041) 0.787(0.369) mAICCFm 152 1(0) 0.981(0.038) 5 0.958(0.111) 0.24(0.391) 0 0.99(0.028) 0.935(0.044)

mAICCRm 0 1(0) 0(0) 117 1(0) 0.585(0.494) 0 1(0) 0.036(0.03)

mAICCF Rm 165 1(0) 0.991(0.021) 26 0.795(0.163) 0.872(0.265) 4 0.949(0.041) 0.984(0.026) mCAICFN 193 1(0) 0.998(0.008) 2 0.953(0.116) 0.213(0.384) 0 0.988(0.029) 0.95(0.023)

mCAICRN 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

mCAICF RN 195 1(0) 0.999(0.007) 1 0.712(0.114) 0.953(0.13) 0 0.928(0.029) 0.996(0.011) mCAICFm 176 1(0) 0.993(0.023) 3 0.955(0.114) 0.237(0.391) 0 0.989(0.029) 0.946(0.03)

mCAICRm 0 1(0) 0(0) 162 1(0) 0.81(0.393) 0 1(0) 0.05(0.024)

mCAICF Rm 175 1(0) 0.994(0.016) 17 0.758(0.149) 0.927(0.171) 2 0.94(0.037) 0.99(0.019) BICFN 193 1(0) 0.998(0.008) 2 0.953(0.116) 0.213(0.384) 0 0.988(0.029) 0.95(0.023)

BICRN 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

BICF RN 195 1(0) 0.999(0.007) 1 0.712(0.114) 0.953(0.13) 0 0.928(0.029) 0.996(0.011) BICFm 175 1(0) 0.992(0.024) 3 0.955(0.114) 0.233(0.39) 0 0.989(0.029) 0.946(0.031)

BICRm 0 1(0) 0(0) 162 1(0) 0.81(0.393) 0 1(0) 0.05(0.024)

BICF Rm 175 1(0) 0.994(0.016) 17 0.758(0.149) 0.927(0.171) 2 0.94(0.037) 0.99(0.019) BICh 188 1(0) 0.997(0.012) 12 0.762(0.151) 0.908(0.198) 5 0.94(0.038) 0.992(0.017)

PRDpen,nullmodel2

mAICF 34 1(0) 0.287(0.44) 45 1(0) 0.245(0.423) 2 1(0) 0.284(0.41)

mAICR 0 1(0) 0(0) 152 1(0) 0.76(0.428) 0 1(0) 0.047(0.026)

mAICF R 35 1(0) 0.293(0.444) 141 0.995(0.041) 0.77(0.402) 17 0.999(0.01) 0.322(0.418)

mAICCFN 42 1(0) 0.39(0.47) 44 1(0) 0.243(0.421) 2 1(0) 0.381(0.438)

mAICCRN 0 1(0) 0(0) 160 1(0) 0.8(0.401) 0 1(0) 0.049(0.025)

mAICCF RN 43 1(0) 0.396(0.473) 141 0.99(0.057) 0.792(0.383) 22 0.998(0.014) 0.42(0.445) mAICCFm 126 1(0) 0.964(0.05) 18 0.995(0.041) 0.198(0.359) 7 0.999(0.01) 0.917(0.053)

mAICCRm 0 1(0) 0(0) 157 1(0) 0.785(0.412) 0 1(0) 0.048(0.025)

mAICCF Rm 125 1(0) 0.967(0.046) 126 0.952(0.118) 0.875(0.276) 66 0.988(0.029) 0.962(0.047) mCAICFN 193 1(0) 0.997(0.017) 12 0.99(0.057) 0.19(0.348) 10 0.998(0.014) 0.947(0.026)

mCAICRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mCAICF RN 188 1(0) 0.996(0.019) 105 0.872(0.163) 0.963(0.133) 94 0.968(0.041) 0.994(0.019) mCAICFm 155 1(0) 0.942(0.197) 17 0.993(0.047) 0.202(0.36) 8 0.998(0.012) 0.897(0.184)

mCAICRm 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

mCAICF Rm 158 1(0) 0.941(0.208) 117 0.918(0.144) 0.913(0.227) 83 0.98(0.036) 0.939(0.199) BICFN 193 1(0) 0.997(0.017) 12 0.99(0.057) 0.19(0.348) 10 0.998(0.014) 0.947(0.026)

BICRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

BICF RN 188 1(0) 0.996(0.019) 105 0.872(0.163) 0.963(0.133) 94 0.968(0.041) 0.994(0.019) BICFm 154 1(0) 0.942(0.197) 17 0.993(0.047) 0.205(0.361) 8 0.998(0.012) 0.897(0.184)

BICRm 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

BICF Rm 158 1(0) 0.941(0.208) 116 0.918(0.144) 0.908(0.236) 82 0.98(0.036) 0.939(0.199) BICh 184 1(0) 0.993(0.025) 101 0.92(0.143) 0.885(0.235) 88 0.98(0.036) 0.987(0.027)

mDrand 0 1(0) 0.004(0.063) 139 1(0) 0.695(0.462) 0 1(0) 0.047(0.063)

Drand 0 0.933(0.102) 0.3(0.459) 0 0.9(0.153) 0.3(0.459) 0 0.925(0.115) 0.3(0.459)

Prand 0 1(0) 0(0) 0 1(0) 0(0) 0 1(0) 0(0)

R2m 0 1(0) 0(0) 112 1(0) 0.56(0.498) 0 1(0) 0.034(0.03)

R2c 0 1(0) 0.014(0.111) 15 1(0) 0.075(0.264) 0 1(0) 0.017(0.11)

mrc,a 8 1(0) 0.058(0.23) 116 0.962(0.19) 0.62(0.487) 0 0.99(0.047) 0.092(0.22)

crc,a 8 0.803(0.071) 0.977(0.141) 0 0.705(0.107) 0.922(0.246) 0 0.779(0.08) 0.973(0.142) mAIC 166 1(0) 0.991(0.023) 84 0.828(0.167) 0.958(0.18) 55 0.957(0.042) 0.989(0.025) mAICCN 166 1(0) 0.991(0.023) 84 0.827(0.167) 0.96(0.179) 54 0.957(0.042) 0.989(0.025) mAICCm 188 1(0) 0.997(0.01) 64 0.783(0.159) 0.983(0.11) 52 0.946(0.04) 0.997(0.012)

mCAICN 200 1(0) 1(0) 18 0.693(0.102) 1(0) 18 0.923(0.026) 1(0)

mCAICm 198 1(0) 1(0.004) 32 0.722(0.124) 0.998(0.024) 30 0.93(0.031) 0.999(0.004) cAIC 166 1(0) 0.986(0.033) 11 0.897(0.155) 0.452(0.469) 5 0.974(0.039) 0.954(0.046)

BICN 200 1(0) 1(0) 18 0.693(0.102) 1(0) 18 0.923(0.026) 1(0)

BICm 198 1(0) 1(0.004) 32 0.722(0.124) 0.998(0.024) 30 0.93(0.031) 0.999(0.004)

BICh 200 1(0) 1(0) 28 0.722(0.124) 0.988(0.084) 28 0.93(0.031) 0.999(0.005)

Table B.6: Poisson distribution, case 2. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 177 1(0) 0.991(0.026) 16 1(0) 0.13(0.311) 11 1(0) 0.939(0.029)

mAICR 0 1(0) 0(0) 178 1(0) 0.89(0.314) 0 1(0) 0.054(0.019)

mAICF R 179 1(0) 0.993(0.022) 60 0.77(0.178) 0.968(0.162) 41 0.943(0.045) 0.992(0.023)

mAICCFN 179 1(0) 0.993(0.024) 16 1(0) 0.13(0.311) 11 1(0) 0.94(0.027)

mAICCRN 0 1(0) 0(0) 178 1(0) 0.89(0.314) 0 1(0) 0.054(0.019)

mAICCF RN 181 1(0) 0.994(0.022) 59 0.763(0.176) 0.983(0.11) 41 0.941(0.044) 0.993(0.022)

mAICCFm 193 1(0) 0.998(0.013) 13 1(0) 0.105(0.285) 11 1(0) 0.943(0.019)

mAICCRm 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

mAICCF Rm 197 1(0) 0.999(0.009) 35 0.72(0.155) 0.988(0.084) 32 0.93(0.039) 0.998(0.01) mCAICFN 199 0.998(0.024) 1(0) 11 1(0) 0.088(0.264) 10 0.999(0.018) 0.944(0.016)

mCAICRN 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mCAICF RN 200 1(0) 1(0) 4 0.618(0.135) 1(0) 4 0.905(0.034) 1(0)

mCAICFm 200 1(0) 1(0) 11 1(0) 0.088(0.264) 11 1(0) 0.944(0.016)

mCAICRm 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mCAICF Rm 200 1(0) 1(0) 19 0.668(0.151) 0.997(0.033) 19 0.917(0.038) 1(0.002)

BICFN 199 0.998(0.024) 1(0) 11 1(0) 0.088(0.264) 10 0.999(0.018) 0.944(0.016)

BICRN 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

BICF RN 200 1(0) 1(0) 4 0.618(0.135) 1(0) 4 0.905(0.034) 1(0)

BICFm 200 1(0) 1(0) 11 1(0) 0.088(0.264) 11 1(0) 0.944(0.016)

BICRm 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

BICF Rm 200 1(0) 1(0) 19 0.67(0.149) 0.997(0.033) 19 0.918(0.037) 1(0.002)

BICh 200 1(0) 1(0) 19 0.705(0.107) 0.993(0.047) 19 0.926(0.027) 1(0.003)

PRDpen,nullmodel2

mAICF 40 1(0) 0.338(0.462) 69 0.988(0.077) 0.433(0.475) 5 0.997(0.019) 0.343(0.438)

mAICR 2 1(0) 0.024(0.151) 112 1(0) 0.567(0.495) 2 1(0) 0.057(0.147)

mAICF R 41 1(0) 0.343(0.465) 86 0.983(0.093) 0.552(0.469) 7 0.996(0.023) 0.356(0.44) mAICCFN 44 1(0) 0.376(0.472) 68 0.988(0.077) 0.435(0.473) 6 0.997(0.019) 0.38(0.448)

mAICCRN 2 1(0) 0.024(0.151) 112 1(0) 0.567(0.495) 2 1(0) 0.057(0.147)

mAICCF RN 44 1(0) 0.368(0.471) 87 0.982(0.096) 0.568(0.464) 7 0.995(0.024) 0.38(0.446) mAICCFm 90 1(0) 0.689(0.443) 51 0.98(0.092) 0.425(0.453) 15 0.995(0.023) 0.672(0.425)

mAICCRm 2 1(0) 0.024(0.151) 116 1(0) 0.587(0.491) 2 1(0) 0.058(0.147)

mAICCF Rm 97 1(0) 0.768(0.398) 85 0.967(0.12) 0.668(0.41) 24 0.992(0.03) 0.762(0.379) mCAICFN 109 0.997(0.033) 0.698(0.448) 51 0.975(0.1) 0.45(0.453) 21 0.991(0.035) 0.683(0.431)

mCAICRN 2 1(0) 0.024(0.151) 128 1(0) 0.647(0.477) 2 1(0) 0.062(0.146)

mCAICF RN 104 0.997(0.033) 0.697(0.448) 83 0.96(0.128) 0.655(0.425) 34 0.988(0.04) 0.695(0.431) mCAICFm 92 0.998(0.024) 0.631(0.47) 54 0.98(0.092) 0.43(0.458) 15 0.994(0.029) 0.619(0.448)

mCAICRm 2 1(0) 0.024(0.151) 121 1(0) 0.612(0.486) 2 1(0) 0.06(0.147)

mCAICF Rm 88 0.998(0.024) 0.636(0.469) 79 0.965(0.122) 0.63(0.429) 22 0.99(0.035) 0.636(0.448) BICFN 109 0.997(0.033) 0.698(0.448) 51 0.975(0.1) 0.45(0.453) 21 0.991(0.035) 0.683(0.431)

BICRN 2 1(0) 0.024(0.151) 128 1(0) 0.647(0.477) 2 1(0) 0.062(0.146)

BICF RN 104 0.997(0.033) 0.697(0.448) 83 0.96(0.128) 0.655(0.425) 34 0.988(0.04) 0.695(0.431) BICFm 92 0.998(0.024) 0.631(0.47) 54 0.98(0.092) 0.43(0.458) 15 0.994(0.029) 0.619(0.448)

BICRm 2 1(0) 0.024(0.151) 121 1(0) 0.612(0.486) 2 1(0) 0.06(0.147)

BICF Rm 88 0.998(0.024) 0.636(0.469) 79 0.965(0.122) 0.63(0.429) 22 0.99(0.035) 0.636(0.448) BICh 108 0.998(0.024) 0.693(0.45) 67 0.965(0.118) 0.585(0.436) 24 0.99(0.034) 0.686(0.43) mDrand 11 1(0) 0.055(0.229) 93 0.945(0.229) 0.52(0.501) 0 0.986(0.057) 0.083(0.224) Drand 0 0.836(0.098) 0.754(0.431) 9 0.753(0.147) 0.795(0.401) 0 0.815(0.11) 0.757(0.426) Prand 2 0.988(0.051) 0.111(0.31) 46 0.982(0.076) 0.302(0.454) 0 0.986(0.057) 0.123(0.299)

R2m 1 1(0) 0.027(0.156) 84 1(0) 0.42(0.495) 0 1(0) 0.051(0.145)

R2c 29 0.981(0.078) 0.313(0.453) 90 0.927(0.209) 0.56(0.498) 1 0.967(0.09) 0.328(0.43) mrc,a 83 1(0) 0.424(0.494) 59 0.587(0.493) 0.71(0.455) 0 0.897(0.123) 0.441(0.479) crc,a 6 0.928(0.104) 0.429(0.49) 35 0.892(0.157) 0.523(0.493) 0 0.919(0.117) 0.434(0.477) mAIC 179 1(0) 0.993(0.022) 60 0.77(0.178) 0.968(0.162) 41 0.943(0.045) 0.992(0.023) mAICCN 181 1(0) 0.994(0.022) 59 0.763(0.176) 0.983(0.11) 41 0.941(0.044) 0.993(0.022) mAICCm 197 1(0) 0.999(0.009) 35 0.72(0.155) 0.988(0.084) 32 0.93(0.039) 0.998(0.01)

mCAICN 200 1(0) 1(0) 4 0.618(0.135) 1(0) 4 0.905(0.034) 1(0)

mCAICm 200 1(0) 1(0) 19 0.668(0.151) 0.997(0.033) 19 0.917(0.038) 1(0.002)

BICN 200 1(0) 1(0) 4 0.618(0.135) 1(0) 4 0.905(0.034) 1(0)

BICm 200 1(0) 1(0) 19 0.67(0.149) 0.997(0.033) 19 0.918(0.037) 1(0.002)

BICh 200 1(0) 1(0) 19 0.705(0.107) 0.993(0.047) 19 0.926(0.027) 1(0.003)

Table B.7: Bernoulli distribution, case 2. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 167 0.998(0.024) 0.984(0.076) 5 1(0) 0.068(0.222) 0 0.999(0.018) 0.928(0.071)

mAICR 0 1(0) 0(0) 194 1(0) 0.97(0.171) 0 1(0) 0.059(0.01)

mAICF R 179 0.997(0.033) 0.99(0.072) 30 0.475(0.251) 0.993(0.074) 12 0.866(0.069) 0.991(0.068) mAICCFN 174 0.998(0.024) 0.992(0.025) 5 1(0) 0.065(0.218) 0 0.999(0.018) 0.935(0.022)

mAICCRN 0 1(0) 0(0) 194 1(0) 0.97(0.171) 0 1(0) 0.059(0.01)

mAICCF RN 180 0.995(0.041) 0.996(0.016) 28 0.468(0.246) 0.993(0.074) 12 0.863(0.07) 0.996(0.015) mAICCFm 187 0.997(0.033) 0.997(0.014) 5 1(0) 0.045(0.191) 0 0.998(0.025) 0.939(0.012)

mAICCRm 0 1(0) 0(0) 197 1(0) 0.985(0.122) 0 1(0) 0.06(0.007)

mAICCF Rm 187 0.987(0.065) 0.999(0.007) 11 0.405(0.18) 0.998(0.024) 6 0.841(0.069) 0.999(0.007)

mCAICFN 119 0.865(0.164) 1(0) 81 1(0) 0.405(0.492) 0 0.899(0.123) 0.964(0.03)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 105 0.842(0.167) 1(0) 1 0.337(0.047) 1(0) 1 0.715(0.126) 1(0)

mCAICFm 182 0.973(0.091) 1(0.004) 17 1(0) 0.088(0.283) 0 0.98(0.068) 0.944(0.017)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 167 0.948(0.121) 1(0.004) 6 0.37(0.133) 1(0) 4 0.804(0.1) 1(0.004)

BICFN 119 0.865(0.164) 1(0) 81 1(0) 0.405(0.492) 0 0.899(0.123) 0.964(0.03)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 105 0.842(0.167) 1(0) 1 0.337(0.047) 1(0) 1 0.715(0.126) 1(0)

BICFm 182 0.973(0.091) 1(0.004) 17 1(0) 0.088(0.283) 0 0.98(0.068) 0.944(0.017)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 167 0.948(0.121) 1(0.004) 6 0.37(0.133) 1(0) 4 0.804(0.1) 1(0.004)

BICh 119 0.865(0.164) 1(0) 8 0.547(0.189) 0.998(0.024) 8 0.785(0.168) 1(0.001)

PRDpen,nullmodel2

mAICF 148 1(0) 0.934(0.218) 36 0.908(0.203) 0.477(0.464) 17 0.977(0.051) 0.906(0.205)

mAICR 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

mAICF R 156 0.995(0.041) 0.934(0.228) 87 0.653(0.322) 0.99(0.1) 46 0.91(0.09) 0.937(0.214) mAICCFN 152 1(0) 0.954(0.172) 37 0.908(0.203) 0.485(0.463) 18 0.977(0.051) 0.925(0.16)

mAICCRN 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

mAICCF RN 159 0.993(0.047) 0.959(0.172) 82 0.642(0.319) 0.993(0.074) 46 0.905(0.091) 0.961(0.161) mAICCFm 177 0.993(0.047) 0.993(0.025) 27 0.888(0.222) 0.467(0.463) 21 0.967(0.073) 0.96(0.037)

mAICCRm 0 1(0) 0(0) 198 1(0) 0.99(0.1) 0 1(0) 0.061(0.006)

mAICCF Rm 183 0.988(0.061) 0.997(0.015) 56 0.553(0.298) 0.998(0.024) 47 0.88(0.093) 0.997(0.015) mCAICFN 120 0.867(0.164) 1(0) 47 0.785(0.302) 0.628(0.469) 16 0.846(0.175) 0.977(0.029)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 93 0.822(0.167) 1(0) 12 0.377(0.161) 1(0) 10 0.71(0.139) 1(0)

mCAICFm 179 0.973(0.091) 0.998(0.014) 32 0.873(0.24) 0.497(0.468) 24 0.948(0.104) 0.967(0.032)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 160 0.938(0.13) 0.999(0.009) 29 0.442(0.238) 1(0) 26 0.814(0.125) 0.999(0.008) BICFN 120 0.867(0.164) 1(0) 47 0.785(0.302) 0.628(0.469) 16 0.846(0.175) 0.977(0.029)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 93 0.822(0.167) 1(0) 12 0.377(0.161) 1(0) 10 0.71(0.139) 1(0)

BICFm 179 0.973(0.091) 0.998(0.014) 32 0.873(0.24) 0.497(0.468) 24 0.948(0.104) 0.967(0.032)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 160 0.938(0.13) 0.999(0.009) 29 0.443(0.239) 1(0) 26 0.815(0.125) 0.999(0.008) BICh 111 0.852(0.166) 1(0) 48 0.602(0.269) 0.998(0.024) 41 0.789(0.179) 1(0.001)

mDrand 0 1(0) 0(0) 174 1(0) 0.87(0.337) 0 1(0) 0.053(0.021)

Drand 0 0.991(0.044) 0.044(0.205) 9 0.988(0.061) 0.08(0.272) 0 0.99(0.047) 0.047(0.204)

Prand 0 1(0) 0(0) 6 1(0) 0.03(0.171) 0 1(0) 0.002(0.01)

R2m 0 1(0) 0(0) 73 1(0) 0.365(0.483) 0 1(0) 0.022(0.03)

R2c 1 1(0) 0.005(0.071) 19 1(0) 0.095(0.294) 0 1(0) 0.011(0.068)

mrc,a 0 1(0) 0(0) 54 1(0) 0.27(0.445) 0 1(0) 0.017(0.027)

crc,a 15 0.943(0.097) 0.403(0.485) 19 0.938(0.13) 0.303(0.452) 0 0.942(0.1) 0.397(0.476) mAIC 179 0.997(0.033) 0.99(0.072) 30 0.475(0.251) 0.993(0.074) 12 0.866(0.069) 0.991(0.068) mAICCN 180 0.995(0.041) 0.996(0.016) 28 0.468(0.246) 0.993(0.074) 12 0.863(0.07) 0.996(0.015) mAICCm 187 0.987(0.065) 0.999(0.007) 11 0.405(0.18) 0.998(0.024) 6 0.841(0.069) 0.999(0.007)

mCAICN 105 0.842(0.167) 1(0) 1 0.337(0.047) 1(0) 1 0.715(0.126) 1(0)

mCAICm 167 0.948(0.121) 1(0.004) 6 0.37(0.133) 1(0) 4 0.804(0.1) 1(0.004)

BICN 105 0.842(0.167) 1(0) 1 0.337(0.047) 1(0) 1 0.715(0.126) 1(0)

BICm 167 0.948(0.121) 1(0.004) 6 0.37(0.133) 1(0) 4 0.804(0.1) 1(0.004)

BICh 119 0.865(0.164) 1(0) 8 0.547(0.189) 0.998(0.024) 8 0.785(0.168) 1(0.001)

Table B.8: Binomial distribution, case 2. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 178 1(0) 0.992(0.024) 4 1(0) 0.05(0.194) 0 1(0) 0.935(0.021)

mAICR 0 1(0) 0(0) 188 1(0) 0.94(0.238) 0 1(0) 0.058(0.015)

mAICF R 177 1(0) 0.993(0.021) 81 0.828(0.167) 0.947(0.204) 60 0.957(0.042) 0.991(0.022)

mAICCFN 180 1(0) 0.993(0.022) 4 1(0) 0.05(0.194) 0 1(0) 0.936(0.019)

mAICCRN 0 1(0) 0(0) 188 1(0) 0.94(0.238) 0 1(0) 0.058(0.015)

mAICCF RN 177 1(0) 0.993(0.021) 78 0.822(0.167) 0.952(0.193) 57 0.955(0.042) 0.991(0.022)

mAICCFm 194 1(0) 0.998(0.01) 2 1(0) 0.02(0.128) 0 1(0) 0.938(0.008)

mAICCRm 0 1(0) 0(0) 190 1(0) 0.95(0.218) 0 1(0) 0.058(0.013)

mAICCF Rm 194 1(0) 0.999(0.007) 61 0.773(0.156) 0.995(0.041) 55 0.943(0.039) 0.998(0.007)

mCAICFN 200 1(0) 1(0) 0 1(0) 0(0) 0 1(0) 0.939(0)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 200 1(0) 1(0) 15 0.692(0.094) 0.998(0.024) 15 0.923(0.024) 1(0.001)

mCAICFm 200 1(0) 1(0) 0 1(0) 0(0) 0 1(0) 0.939(0)

mCAICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mCAICF Rm 200 1(0) 1(0) 34 0.727(0.128) 0.997(0.033) 34 0.932(0.032) 1(0.002)

BICFN 200 1(0) 1(0) 0 1(0) 0(0) 0 1(0) 0.939(0)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 200 1(0) 1(0) 15 0.692(0.094) 0.998(0.024) 15 0.923(0.024) 1(0.001)

BICFm 199 1(0) 1(0.003) 0 1(0) 0.003(0.047) 0 1(0) 0.939(0)

BICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

BICF Rm 200 1(0) 1(0) 34 0.727(0.128) 0.997(0.033) 34 0.932(0.032) 1(0.002)

BICh 200 1(0) 1(0) 34 0.728(0.13) 0.995(0.041) 34 0.932(0.032) 1(0.002)

PRDpen,nullmodel2

mAICF 95 1(0) 0.77(0.394) 67 0.988(0.061) 0.503(0.455) 18 0.997(0.015) 0.753(0.37)

mAICR 0 1(0) 0(0) 143 1(0) 0.715(0.453) 0 1(0) 0.044(0.028)

mAICF R 94 1(0) 0.785(0.383) 117 0.962(0.107) 0.807(0.348) 41 0.99(0.027) 0.787(0.363) mAICCFN 99 1(0) 0.808(0.362) 66 0.988(0.061) 0.505(0.452) 20 0.997(0.015) 0.789(0.34)

mAICCRN 0 1(0) 0(0) 144 1(0) 0.72(0.45) 0 1(0) 0.044(0.028)

mAICCF RN 104 1(0) 0.827(0.35) 116 0.953(0.116) 0.83(0.324) 45 0.988(0.029) 0.827(0.331) mAICCFm 147 1(0) 0.98(0.037) 56 0.98(0.079) 0.517(0.438) 30 0.995(0.02) 0.952(0.041)

mAICCRm 0 1(0) 0(0) 150 1(0) 0.75(0.434) 0 1(0) 0.046(0.027)

mAICCF Rm 157 1(0) 0.985(0.032) 98 0.913(0.147) 0.887(0.235) 67 0.978(0.037) 0.979(0.033) mCAICFN 190 1(0) 0.997(0.014) 50 0.972(0.093) 0.522(0.434) 44 0.993(0.023) 0.968(0.027)

mCAICRN 0 1(0) 0(0) 194 1(0) 0.97(0.171) 0 1(0) 0.059(0.01)

mCAICF RN 188 1(0) 0.997(0.012) 77 0.825(0.167) 0.97(0.096) 67 0.956(0.042) 0.995(0.013) mCAICFm 176 1(0) 0.992(0.024) 49 0.972(0.093) 0.517(0.434) 37 0.993(0.023) 0.963(0.033)

mCAICRm 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

mCAICF Rm 179 1(0) 0.994(0.019) 85 0.867(0.164) 0.935(0.156) 69 0.967(0.041) 0.991(0.02) BICFN 190 1(0) 0.997(0.014) 50 0.972(0.093) 0.522(0.434) 44 0.993(0.023) 0.968(0.027)

BICRN 0 1(0) 0(0) 194 1(0) 0.97(0.171) 0 1(0) 0.059(0.01)

BICF RN 188 1(0) 0.997(0.012) 77 0.825(0.167) 0.97(0.096) 67 0.956(0.042) 0.995(0.013) BICFm 176 1(0) 0.992(0.024) 49 0.972(0.093) 0.517(0.434) 37 0.993(0.023) 0.963(0.033)

BICRm 0 1(0) 0(0) 182 1(0) 0.91(0.287) 0 1(0) 0.056(0.018)

BICF Rm 179 1(0) 0.994(0.019) 85 0.868(0.163) 0.933(0.157) 69 0.967(0.041) 0.99(0.02) BICh 187 1(0) 0.996(0.017) 72 0.87(0.163) 0.903(0.191) 62 0.968(0.041) 0.99(0.02) mDrand 1 1(0) 0.005(0.071) 132 0.995(0.071) 0.665(0.473) 0 0.999(0.018) 0.045(0.074) Drand 0 0.993(0.038) 0.03(0.171) 5 0.99(0.057) 0.055(0.229) 0 0.993(0.043) 0.032(0.171)

Prand 0 1(0) 0(0) 6 1(0) 0.03(0.171) 0 1(0) 0.002(0.01)

R2m 0 1(0) 0(0) 82 1(0) 0.41(0.493) 0 1(0) 0.025(0.03)

R2c 31 1(0) 0.35(0.458) 56 1(0) 0.28(0.45) 2 1(0) 0.345(0.432)

mrc,a 2 1(0) 0.014(0.118) 109 1(0) 0.545(0.499) 1 1(0) 0.047(0.113)

crc,a 20 0.819(0.087) 0.967(0.171) 0 0.728(0.13) 0.862(0.323) 0 0.796(0.097) 0.96(0.171) mAIC 177 1(0) 0.993(0.021) 81 0.828(0.167) 0.947(0.204) 60 0.957(0.042) 0.991(0.022) mAICCN 177 1(0) 0.993(0.021) 78 0.822(0.167) 0.952(0.193) 57 0.955(0.042) 0.991(0.022) mAICCm 194 1(0) 0.999(0.007) 61 0.773(0.156) 0.995(0.041) 55 0.943(0.039) 0.998(0.007)

mCAICN 200 1(0) 1(0) 15 0.692(0.094) 0.998(0.024) 15 0.923(0.024) 1(0.001)

mCAICm 200 1(0) 1(0) 34 0.727(0.128) 0.997(0.033) 34 0.932(0.032) 1(0.002)

BICN 200 1(0) 1(0) 15 0.692(0.094) 0.998(0.024) 15 0.923(0.024) 1(0.001)

BICm 200 1(0) 1(0) 34 0.727(0.128) 0.997(0.033) 34 0.932(0.032) 1(0.002)

BICh 200 1(0) 1(0) 34 0.728(0.13) 0.995(0.041) 34 0.932(0.032) 1(0.002)

Table B.9: Normal distribution - case 3. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 74 1(0) 0.512(0.49) 5 0.997(0.033) 0.085(0.248) 0 0.999(0.008) 0.486(0.464)

mAICR 0 1(0) 0(0) 99 1(0) 0.495(0.501) 0 1(0) 0.03(0.031)

mAICF R 71 1(0) 0.538(0.488) 68 0.947(0.123) 0.623(0.441) 4 0.987(0.031) 0.543(0.462) mAICCFN 86 1(0) 0.618(0.471) 5 0.997(0.033) 0.095(0.258) 1 0.999(0.008) 0.586(0.447)

mAICCRN 0 1(0) 0(0) 116 1(0) 0.58(0.495) 0 1(0) 0.036(0.03)

mAICCF RN 86 1(0) 0.663(0.457) 65 0.933(0.134) 0.665(0.421) 7 0.983(0.033) 0.663(0.433) mAICCFm 149 1(0) 0.981(0.036) 8 0.995(0.041) 0.178(0.325) 1 0.999(0.01) 0.932(0.037)

mAICCRm 0 1(0) 0(0) 112 1(0) 0.56(0.498) 0 1(0) 0.034(0.03)

mAICCF Rm 158 1(0) 0.989(0.023) 35 0.85(0.166) 0.812(0.302) 11 0.963(0.042) 0.978(0.029) mCAICFN 184 0.994(0.035) 0.997(0.012) 7 0.993(0.047) 0.162(0.317) 1 0.994(0.031) 0.946(0.019)

mCAICRN 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

mCAICF RN 172 0.983(0.059) 0.997(0.013) 10 0.742(0.14) 0.938(0.142) 2 0.923(0.059) 0.993(0.016) mCAICFm 174 0.999(0.016) 0.993(0.022) 6 0.995(0.041) 0.155(0.308) 1 0.998(0.015) 0.941(0.024)

mCAICRm 0 1(0) 0(0) 162 1(0) 0.81(0.393) 0 1(0) 0.05(0.024)

mCAICF Rm 172 0.997(0.027) 0.994(0.017) 21 0.798(0.163) 0.88(0.222) 5 0.947(0.046) 0.987(0.021) BICFN 184 0.994(0.035) 0.997(0.012) 7 0.993(0.047) 0.162(0.317) 1 0.994(0.031) 0.946(0.019)

BICRN 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

BICF RN 172 0.983(0.059) 0.997(0.013) 10 0.742(0.14) 0.938(0.142) 2 0.923(0.059) 0.993(0.016) BICFm 174 0.999(0.016) 0.993(0.022) 6 0.995(0.041) 0.155(0.308) 1 0.998(0.015) 0.941(0.024)

BICRm 0 1(0) 0(0) 162 1(0) 0.81(0.393) 0 1(0) 0.05(0.024)

BICF Rm 172 0.997(0.027) 0.994(0.017) 21 0.798(0.163) 0.88(0.222) 5 0.947(0.046) 0.987(0.021) BICh 182 0.997(0.027) 0.996(0.013) 14 0.805(0.165) 0.845(0.261) 5 0.949(0.046) 0.987(0.02)

PRDpen,nullmodel2

mAICF 117 1(0) 0.787(0.39) 5 1(0) 0.092(0.248) 0 1(0) 0.744(0.369)

mAICR 0 1(0) 0(0) 139 1(0) 0.695(0.462) 0 1(0) 0.043(0.028)

mAICF R 116 1(0) 0.799(0.383) 85 0.925(0.14) 0.777(0.363) 28 0.981(0.035) 0.797(0.361)

mAICCFN 127 1(0) 0.855(0.326) 5 1(0) 0.095(0.251) 0 1(0) 0.809(0.309)

mAICCRN 0 1(0) 0(0) 161 1(0) 0.805(0.397) 0 1(0) 0.049(0.024)

mAICCF RN 128 1(0) 0.868(0.315) 77 0.915(0.146) 0.79(0.341) 29 0.979(0.036) 0.863(0.297)

mAICCFm 169 1(0) 0.99(0.027) 4 1(0) 0.103(0.255) 0 1(0) 0.935(0.025)

mAICCRm 0 1(0) 0(0) 156 1(0) 0.78(0.415) 0 1(0) 0.048(0.025)

mAICCF Rm 174 1(0) 0.993(0.019) 49 0.835(0.167) 0.887(0.228) 32 0.959(0.042) 0.987(0.022) mCAICFN 189 0.991(0.044) 0.999(0.005) 8 1(0) 0.1(0.265) 0 0.993(0.033) 0.944(0.016)

mCAICRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mCAICF RN 184 0.987(0.053) 0.999(0.006) 14 0.713(0.116) 0.977(0.085) 7 0.918(0.047) 0.998(0.008) mCAICFm 186 0.999(0.016) 0.997(0.013) 3 1(0) 0.095(0.244) 0 0.999(0.012) 0.942(0.014)

mCAICRm 0 1(0) 0(0) 184 1(0) 0.92(0.272) 0 1(0) 0.056(0.017)

mCAICF Rm 183 0.998(0.022) 0.996(0.013) 33 0.775(0.157) 0.94(0.152) 22 0.942(0.042) 0.993(0.016) BICFN 189 0.991(0.044) 0.999(0.005) 8 1(0) 0.1(0.265) 0 0.993(0.033) 0.944(0.016)

BICRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

BICF RN 184 0.987(0.053) 0.999(0.006) 14 0.713(0.116) 0.977(0.085) 7 0.918(0.047) 0.998(0.008) BICFm 186 0.999(0.016) 0.997(0.013) 3 1(0) 0.095(0.244) 0 0.999(0.012) 0.942(0.014)

BICRm 0 1(0) 0(0) 183 1(0) 0.915(0.28) 0 1(0) 0.056(0.017)

BICF Rm 183 0.998(0.022) 0.996(0.013) 33 0.775(0.157) 0.94(0.152) 22 0.942(0.042) 0.993(0.016) BICh 193 0.998(0.022) 0.999(0.007) 26 0.795(0.163) 0.895(0.21) 22 0.947(0.044) 0.993(0.014)

mDrand 0 1(0) 0(0) 137 1(0) 0.685(0.466) 0 1(0) 0.042(0.029)

Drand 0 1(0) 0.004(0.063) 6 1(0) 0.03(0.171) 0 1(0) 0.006(0.06)

Prand 0 1(0) 0(0) 4 1(0) 0.02(0.14) 0 1(0) 0.001(0.009)

R2m 0 1(0) 0(0) 102 1(0) 0.51(0.501) 0 1(0) 0.031(0.031)

R2c 5 1(0) 0.074(0.253) 34 1(0) 0.173(0.378) 0 1(0) 0.08(0.24)

mrc,a 1 1(0) 0.005(0.071) 120 0.997(0.047) 0.605(0.49) 0 0.999(0.012) 0.042(0.074) crc,a 35 0.883(0.111) 0.881(0.304) 0 0.825(0.167) 0.675(0.413) 0 0.869(0.125) 0.868(0.302) mAIC 173 1(0) 0.993(0.021) 100 0.853(0.166) 0.963(0.166) 75 0.963(0.041) 0.991(0.022) mAICCN 176 1(0) 0.993(0.02) 97 0.848(0.166) 0.963(0.166) 75 0.962(0.042) 0.992(0.021) mAICCm 190 1(0) 0.998(0.012) 70 0.792(0.162) 0.988(0.084) 60 0.948(0.04) 0.997(0.012)

mCAICN 182 0.98(0.064) 1(0) 21 0.702(0.102) 1(0) 15 0.91(0.049) 1(0)

mCAICm 190 0.994(0.035) 0.999(0.007) 44 0.743(0.141) 0.997(0.033) 36 0.932(0.041) 0.999(0.007) cAIC 144 0.983(0.059) 0.977(0.079) 25 0.923(0.141) 0.435(0.469) 6 0.968(0.058) 0.944(0.083)

BICN 182 0.98(0.064) 1(0) 21 0.702(0.102) 1(0) 15 0.91(0.049) 1(0)

BICm 190 0.994(0.035) 0.999(0.007) 45 0.745(0.142) 0.997(0.033) 37 0.932(0.041) 0.999(0.007) BICh 195 0.994(0.035) 1(0) 40 0.743(0.141) 0.987(0.087) 37 0.932(0.041) 0.999(0.005)

Table B.10: Poisson distribution, case 3. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 177 1(0) 0.991(0.026) 7 1(0) 0.055(0.213) 0 1(0) 0.934(0.024)

mAICR 0 1(0) 0(0) 192 1(0) 0.96(0.196) 0 1(0) 0.059(0.012)

mAICF R 175 1(0) 0.993(0.021) 83 0.817(0.166) 0.978(0.13) 59 0.954(0.042) 0.992(0.021)

mAICCFN 179 1(0) 0.993(0.024) 7 1(0) 0.055(0.213) 0 1(0) 0.935(0.022)

mAICCRN 0 1(0) 0(0) 192 1(0) 0.96(0.196) 0 1(0) 0.059(0.012)

mAICCF RN 176 1(0) 0.993(0.02) 82 0.813(0.166) 0.983(0.11) 59 0.953(0.041) 0.993(0.019)

mAICCFm 192 1(0) 0.997(0.016) 4 1(0) 0.023(0.148) 0 1(0) 0.937(0.015)

mAICCRm 0 1(0) 0(0) 196 1(0) 0.98(0.14) 0 1(0) 0.06(0.009)

mAICCF Rm 194 1(0) 0.998(0.01) 66 0.778(0.158) 0.998(0.024) 60 0.945(0.039) 0.998(0.01)

mCAICFN 182 0.98(0.064) 1(0) 18 1(0) 0.093(0.29) 0 0.985(0.048) 0.944(0.018)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 172 0.969(0.077) 1(0) 12 0.682(0.09) 1(0) 9 0.897(0.06) 1(0)

mCAICFm 195 0.997(0.027) 1(0.004) 4 1(0) 0.027(0.154) 0 0.998(0.02) 0.94(0.008)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 189 0.991(0.044) 0.999(0.005) 35 0.725(0.127) 1(0) 28 0.925(0.041) 0.999(0.005)

BICFN 182 0.98(0.064) 1(0) 18 1(0) 0.093(0.29) 0 0.985(0.048) 0.944(0.018)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 172 0.969(0.077) 1(0) 12 0.682(0.09) 1(0) 9 0.897(0.06) 1(0)

BICFm 196 0.998(0.022) 1(0.004) 3 1(0) 0.022(0.138) 0 0.998(0.017) 0.94(0.007)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 189 0.991(0.044) 0.999(0.005) 35 0.725(0.127) 1(0) 28 0.925(0.041) 0.999(0.005) BICh 193 0.992(0.041) 1(0) 33 0.725(0.127) 0.997(0.033) 29 0.925(0.04) 1(0.002)

PRDpen,nullmodel2

mAICF 140 1(0) 0.877(0.304) 37 0.995(0.041) 0.257(0.416) 13 0.999(0.01) 0.839(0.279)

mAICR 2 1(0) 0.014(0.118) 169 1(0) 0.845(0.363) 1 1(0) 0.065(0.109)

mAICF R 138 1(0) 0.877(0.304) 111 0.897(0.155) 0.895(0.291) 63 0.974(0.039) 0.878(0.291) mAICCFN 146 1(0) 0.898(0.277) 34 0.995(0.041) 0.248(0.408) 13 0.999(0.01) 0.859(0.256)

mAICCRN 2 1(0) 0.014(0.118) 169 1(0) 0.845(0.363) 1 1(0) 0.065(0.109)

mAICCF RN 144 1(0) 0.894(0.284) 107 0.888(0.158) 0.9(0.284) 64 0.972(0.039) 0.895(0.274) mAICCFm 174 1(0) 0.985(0.076) 35 0.995(0.041) 0.253(0.411) 20 0.999(0.01) 0.94(0.071)

mAICCRm 2 1(0) 0.014(0.118) 170 1(0) 0.85(0.358) 1 1(0) 0.066(0.109)

mAICCF Rm 176 1(0) 0.986(0.075) 96 0.855(0.166) 0.945(0.205) 75 0.964(0.041) 0.984(0.072) mCAICFN 179 0.989(0.049) 0.992(0.072) 37 0.992(0.052) 0.287(0.424) 22 0.99(0.04) 0.948(0.069)

mCAICRN 2 1(0) 0.014(0.118) 189 1(0) 0.945(0.229) 1 1(0) 0.071(0.107)

mCAICF RN 173 0.98(0.064) 0.992(0.073) 45 0.753(0.161) 0.962(0.177) 35 0.923(0.064) 0.99(0.07) mCAICFm 181 0.999(0.016) 0.975(0.141) 33 0.993(0.047) 0.258(0.41) 20 0.998(0.017) 0.931(0.13)

mCAICRm 2 1(0) 0.014(0.118) 183 1(0) 0.915(0.28) 1 1(0) 0.07(0.107)

mCAICF Rm 180 0.996(0.031) 0.98(0.123) 81 0.822(0.167) 0.957(0.19) 67 0.952(0.05) 0.979(0.116) BICFN 179 0.989(0.049) 0.992(0.072) 37 0.992(0.052) 0.287(0.424) 22 0.99(0.04) 0.948(0.069)

BICRN 2 1(0) 0.014(0.118) 189 1(0) 0.945(0.229) 1 1(0) 0.071(0.107)

BICF RN 173 0.98(0.064) 0.992(0.073) 45 0.755(0.158) 0.962(0.177) 35 0.924(0.064) 0.99(0.07) BICFm 181 0.999(0.016) 0.975(0.141) 33 0.993(0.047) 0.258(0.41) 20 0.998(0.017) 0.931(0.13)

BICRm 2 1(0) 0.014(0.118) 183 1(0) 0.915(0.28) 1 1(0) 0.07(0.107)

BICF Rm 180 0.996(0.031) 0.98(0.123) 81 0.822(0.167) 0.957(0.19) 67 0.952(0.05) 0.979(0.116) BICh 185 0.997(0.027) 0.986(0.101) 69 0.823(0.167) 0.932(0.212) 60 0.953(0.048) 0.983(0.096)

mDrand 94 1(0) 0.47(0.5) 64 0.53(0.5) 0.79(0.408) 0 0.883(0.125) 0.49(0.482)

Drand 1 0.987(0.053) 0.07(0.255) 8 0.978(0.082) 0.108(0.31) 0 0.985(0.06) 0.072(0.254)

Prand 0 1(0) 0(0) 5 1(0) 0.025(0.157) 0 1(0) 0.002(0.01)

R2m 0 1(0) 0(0) 100 1(0) 0.5(0.501) 0 1(0) 0.031(0.031)

R2c 12 0.986(0.056) 0.295(0.438) 66 0.993(0.066) 0.34(0.475) 3 0.988(0.045) 0.298(0.417) mrc,a 153 1(0) 0.769(0.422) 17 0.235(0.425) 0.85(0.358) 0 0.809(0.106) 0.774(0.412) crc,a 16 0.993(0.038) 0.184(0.381) 25 0.99(0.057) 0.198(0.381) 0 0.993(0.041) 0.185(0.367) mAIC 175 1(0) 0.993(0.021) 83 0.817(0.166) 0.978(0.13) 59 0.954(0.042) 0.992(0.021) mAICCN 176 1(0) 0.993(0.02) 82 0.813(0.166) 0.983(0.11) 59 0.953(0.041) 0.993(0.019) mAICCm 194 1(0) 0.998(0.01) 66 0.778(0.158) 0.998(0.024) 60 0.945(0.039) 0.998(0.01)

mCAICN 172 0.969(0.077) 1(0) 12 0.682(0.09) 1(0) 9 0.897(0.06) 1(0)

mCAICm 189 0.991(0.044) 0.999(0.005) 35 0.725(0.127) 1(0) 28 0.925(0.041) 0.999(0.005)

BICN 172 0.969(0.077) 1(0) 12 0.682(0.09) 1(0) 9 0.897(0.06) 1(0)

BICm 189 0.991(0.044) 0.999(0.005) 35 0.725(0.127) 1(0) 28 0.925(0.041) 0.999(0.005) BICh 193 0.992(0.041) 1(0) 33 0.725(0.127) 0.997(0.033) 29 0.925(0.04) 1(0.002)

Table B.11: Bernoulli distribution, case 3. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 172 0.995(0.041) 0.992(0.024) 9 1(0) 0.082(0.251) 0 0.996(0.03) 0.936(0.022)

mAICR 0 1(0) 0(0) 191 1(0) 0.955(0.208) 0 1(0) 0.058(0.013)

mAICF R 175 0.99(0.057) 0.995(0.016) 34 0.5(0.261) 0.993(0.074) 13 0.868(0.077) 0.995(0.016) mAICCFN 174 0.995(0.041) 0.992(0.024) 9 1(0) 0.075(0.244) 0 0.996(0.03) 0.936(0.022)

mAICCRN 0 1(0) 0(0) 191 1(0) 0.955(0.208) 0 1(0) 0.058(0.013)

mAICCF RN 177 0.99(0.057) 0.996(0.016) 33 0.497(0.259) 0.993(0.074) 14 0.867(0.076) 0.996(0.015) mAICCFm 181 0.992(0.052) 0.997(0.011) 12 1(0) 0.087(0.266) 1 0.994(0.039) 0.941(0.011)

mAICCRm 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mAICCF Rm 178 0.977(0.084) 0.998(0.009) 19 0.432(0.211) 1(0) 9 0.841(0.083) 0.998(0.008) mCAICFN 91 0.831(0.16) 1(0.003) 110 1(0) 0.55(0.499) 1 0.873(0.12) 0.972(0.03)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 89 0.818(0.164) 1(0) 1 0.348(0.077) 1(0) 0 0.701(0.125) 1(0)

mCAICFm 158 0.936(0.129) 1(0.003) 43 1(0) 0.215(0.412) 1 0.952(0.096) 0.952(0.025)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 156 0.929(0.136) 1(0.003) 3 0.365(0.114) 1(0) 1 0.788(0.108) 1(0.003)

BICFN 91 0.831(0.16) 1(0.003) 110 1(0) 0.55(0.499) 1 0.873(0.12) 0.972(0.03)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 89 0.818(0.164) 1(0) 1 0.348(0.077) 1(0) 0 0.701(0.125) 1(0)

BICFm 158 0.936(0.129) 1(0.003) 43 1(0) 0.215(0.412) 1 0.952(0.096) 0.952(0.025)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 156 0.929(0.136) 1(0.003) 3 0.365(0.114) 1(0) 1 0.788(0.108) 1(0.003)

BICh 105 0.848(0.163) 1(0.003) 14 0.555(0.201) 1(0) 7 0.775(0.164) 1(0.003)

PRDpen,nullmodel2

mAICF 164 0.995(0.041) 0.987(0.033) 21 0.995(0.053) 0.205(0.366) 11 0.995(0.033) 0.939(0.038)

mAICR 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mAICF R 171 0.99(0.057) 0.992(0.024) 50 0.548(0.289) 0.993(0.074) 25 0.88(0.084) 0.992(0.023) mAICCFN 167 0.995(0.041) 0.989(0.03) 22 0.995(0.053) 0.21(0.37) 11 0.995(0.033) 0.941(0.035)

mAICCRN 0 1(0) 0(0) 195 1(0) 0.975(0.157) 0 1(0) 0.06(0.01)

mAICCF RN 175 0.99(0.057) 0.994(0.021) 45 0.537(0.281) 0.993(0.074) 24 0.877(0.082) 0.994(0.02) mAICCFm 181 0.992(0.052) 0.997(0.011) 25 0.992(0.07) 0.237(0.386) 13 0.992(0.043) 0.95(0.021)

mAICCRm 0 1(0) 0(0) 196 1(0) 0.98(0.14) 0 1(0) 0.06(0.009)

mAICCF Rm 177 0.976(0.085) 0.998(0.009) 31 0.475(0.251) 0.998(0.024) 20 0.851(0.089) 0.998(0.008) mCAICFN 92 0.832(0.16) 1(0.003) 94 0.95(0.17) 0.602(0.475) 4 0.861(0.138) 0.975(0.029)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 86 0.813(0.164) 1(0) 2 0.352(0.09) 1(0) 0 0.698(0.124) 1(0)

mCAICFm 159 0.937(0.127) 1(0.003) 46 0.982(0.101) 0.342(0.448) 10 0.948(0.102) 0.959(0.027)

mCAICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF Rm 155 0.928(0.136) 1(0.003) 7 0.378(0.144) 1(0) 5 0.791(0.111) 1(0.003) BICFN 92 0.832(0.16) 1(0.003) 94 0.95(0.17) 0.602(0.475) 4 0.861(0.138) 0.975(0.029)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 86 0.813(0.164) 1(0) 2 0.352(0.09) 1(0) 0 0.698(0.124) 1(0)

BICFm 160 0.939(0.126) 1(0.003) 46 0.985(0.09) 0.337(0.446) 10 0.95(0.099) 0.959(0.027)

BICRm 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF Rm 155 0.928(0.136) 1(0.003) 7 0.378(0.144) 1(0) 5 0.791(0.111) 1(0.003)

BICh 99 0.838(0.164) 1(0.003) 19 0.557(0.214) 1(0) 11 0.768(0.166) 1(0.003)

mDrand 3 1(0) 0.015(0.122) 164 0.985(0.122) 0.835(0.372) 0 0.996(0.03) 0.065(0.118)

Drand 0 1(0) 0.005(0.068) 12 1(0) 0.063(0.242) 0 1(0) 0.008(0.068)

Prand 0 1(0) 0(0) 9 1(0) 0.045(0.208) 0 1(0) 0.003(0.013)

R2m 0 1(0) 0(0) 72 1(0) 0.36(0.481) 0 1(0) 0.022(0.029)

R2c 0 1(0) 0.004(0.063) 21 1(0) 0.105(0.307) 0 1(0) 0.011(0.062)

mrc,a 0 1(0) 0(0) 71 1(0) 0.355(0.48) 0 1(0) 0.022(0.029)

crc,a 20 0.98(0.064) 0.281(0.442) 13 0.975(0.088) 0.16(0.358) 0 0.979(0.068) 0.274(0.424) mAIC 175 0.99(0.057) 0.995(0.016) 34 0.5(0.261) 0.993(0.074) 13 0.868(0.077) 0.995(0.016) mAICCN 177 0.99(0.057) 0.996(0.016) 33 0.497(0.259) 0.993(0.074) 14 0.867(0.076) 0.996(0.015) mAICCm 178 0.977(0.084) 0.998(0.009) 19 0.432(0.211) 1(0) 9 0.841(0.083) 0.998(0.008)

mCAICN 89 0.818(0.164) 1(0) 1 0.348(0.077) 1(0) 0 0.701(0.125) 1(0)

mCAICm 156 0.929(0.136) 1(0.003) 3 0.365(0.114) 1(0) 1 0.788(0.108) 1(0.003)

BICN 89 0.818(0.164) 1(0) 1 0.348(0.077) 1(0) 0 0.701(0.125) 1(0)

BICm 156 0.929(0.136) 1(0.003) 3 0.365(0.114) 1(0) 1 0.788(0.108) 1(0.003)

BICh 105 0.848(0.163) 1(0.003) 14 0.555(0.201) 1(0) 7 0.775(0.164) 1(0.003)

Table B.12: Binomial distribution, case 3. The exponents F, R and F R indicate which value for k is considered: dim(β), dim((τ0, φ)0) and dim(θ), respectively. The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities.

Fixed part Random part Model

Measure freqF sensF specF freqR sensR specR freq sens spec

PRDpen,nullmodel1

mAICF 176 1(0) 0.992(0.024) 1 1(0) 0.055(0.188) 0 1(0) 0.935(0.02)

mAICR 0 1(0) 0(0) 192 1(0) 0.96(0.196) 0 1(0) 0.059(0.012)

mAICF R 175 1(0) 0.993(0.02) 87 0.837(0.167) 0.955(0.182) 65 0.959(0.042) 0.991(0.021)

mAICCFN 179 1(0) 0.993(0.021) 1 1(0) 0.052(0.183) 0 1(0) 0.936(0.018)

mAICCRN 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mAICCF RN 176 1(0) 0.994(0.018) 86 0.833(0.167) 0.957(0.181) 64 0.958(0.042) 0.992(0.02)

mAICCFm 190 1(0) 0.998(0.012) 1 1(0) 0.032(0.148) 0 1(0) 0.938(0.007)

mAICCRm 0 1(0) 0(0) 193 1(0) 0.965(0.184) 0 1(0) 0.059(0.011)

mAICCF Rm 193 1(0) 0.998(0.008) 66 0.788(0.161) 0.982(0.112) 59 0.947(0.04) 0.997(0.01) mCAICFN 185 0.983(0.059) 1(0) 15 1(0) 0.075(0.264) 0 0.988(0.044) 0.943(0.016)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 181 0.979(0.065) 1(0) 16 0.693(0.091) 1(0) 11 0.908(0.049) 1(0)

mCAICFm 195 0.997(0.027) 1(0.004) 3 1(0) 0.022(0.138) 0 0.998(0.02) 0.94(0.007)

mCAICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mCAICF Rm 192 0.994(0.035) 0.999(0.005) 37 0.733(0.134) 0.995(0.041) 30 0.929(0.037) 0.999(0.006)

BICFN 185 0.983(0.059) 1(0) 15 1(0) 0.075(0.264) 0 0.988(0.044) 0.943(0.016)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 181 0.979(0.065) 1(0) 16 0.693(0.091) 1(0) 11 0.908(0.049) 1(0)

BICFm 195 0.997(0.027) 1(0.004) 3 1(0) 0.022(0.138) 0 0.998(0.02) 0.94(0.007)

BICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

BICF Rm 192 0.994(0.035) 0.999(0.005) 37 0.733(0.134) 0.995(0.041) 30 0.929(0.037) 0.999(0.006) BICh 196 0.996(0.031) 1(0) 32 0.732(0.132) 0.985(0.09) 29 0.93(0.037) 0.999(0.006)

PRDpen,nullmodel2

mAICF 167 1(0) 0.988(0.031) 28 0.995(0.041) 0.248(0.395) 17 0.999(0.01) 0.942(0.035)

mAICR 0 1(0) 0(0) 187 1(0) 0.935(0.247) 0 1(0) 0.057(0.015)

mAICF R 164 1(0) 0.989(0.028) 99 0.862(0.165) 0.947(0.196) 70 0.965(0.041) 0.986(0.029) mAICCFN 170 1(0) 0.989(0.03) 27 0.995(0.041) 0.24(0.391) 17 0.999(0.01) 0.943(0.034)

mAICCRN 0 1(0) 0(0) 187 1(0) 0.935(0.247) 0 1(0) 0.057(0.015)

mAICCF RN 167 1(0) 0.99(0.026) 99 0.86(0.165) 0.952(0.184) 71 0.965(0.041) 0.988(0.026) mAICCFm 187 1(0) 0.997(0.015) 25 0.995(0.041) 0.22(0.382) 19 0.999(0.01) 0.949(0.023)

mAICCRm 0 1(0) 0(0) 192 1(0) 0.96(0.196) 0 1(0) 0.059(0.012)

mAICCF Rm 190 1(0) 0.998(0.009) 82 0.818(0.166) 0.978(0.116) 75 0.955(0.042) 0.997(0.012) mCAICFN 186 0.986(0.055) 1(0.003) 35 0.995(0.041) 0.25(0.41) 22 0.988(0.042) 0.954(0.025)

mCAICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

mCAICF RN 182 0.98(0.064) 1(0) 21 0.702(0.102) 1(0) 17 0.91(0.051) 1(0)

mCAICFm 196 0.998(0.022) 1(0.004) 25 0.995(0.041) 0.203(0.376) 22 0.997(0.019) 0.951(0.023)

mCAICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

mCAICF Rm 193 0.996(0.031) 0.999(0.005) 54 0.758(0.149) 0.998(0.024) 48 0.936(0.041) 0.999(0.005) BICFN 186 0.986(0.055) 1(0.003) 35 0.995(0.041) 0.25(0.41) 22 0.988(0.042) 0.954(0.025)

BICRN 0 1(0) 0(0) 200 1(0) 1(0) 0 1(0) 0.061(0)

BICF RN 182 0.98(0.064) 1(0) 21 0.702(0.102) 1(0) 17 0.91(0.051) 1(0)

BICFm 196 0.998(0.022) 1(0.004) 25 0.995(0.041) 0.203(0.376) 22 0.997(0.019) 0.951(0.023)

BICRm 0 1(0) 0(0) 199 1(0) 0.995(0.071) 0 1(0) 0.061(0.004)

BICF Rm 193 0.996(0.031) 0.999(0.005) 54 0.758(0.149) 0.998(0.024) 48 0.936(0.041) 0.999(0.005) BICh 196 0.997(0.027) 1(0.003) 48 0.76(0.15) 0.98(0.114) 46 0.938(0.041) 0.999(0.008)

mDrand 2 1(0) 0.01(0.1) 137 0.99(0.1) 0.695(0.462) 0 0.998(0.025) 0.052(0.1)

Drand 0 1(0) 0(0) 8 1(0) 0.04(0.196) 0 1(0) 0.002(0.012)

Prand 0 1(0) 0(0) 5 1(0) 0.025(0.157) 0 1(0) 0.002(0.01)

R2m 0 1(0) 0(0) 79 1(0) 0.395(0.49) 0 1(0) 0.024(0.03)

R2c 33 1(0) 0.396(0.467) 55 1(0) 0.275(0.448) 5 1(0) 0.388(0.442)

mrc,a 0 1(0) 0.005(0.068) 110 1(0) 0.553(0.497) 0 1(0) 0.038(0.071)

crc,a 34 0.87(0.11) 0.916(0.262) 2 0.808(0.165) 0.715(0.402) 0 0.855(0.123) 0.903(0.26) mAIC 175 1(0) 0.993(0.02) 87 0.837(0.167) 0.955(0.182) 65 0.959(0.042) 0.991(0.021) mAICCN 176 1(0) 0.994(0.018) 86 0.833(0.167) 0.957(0.181) 64 0.958(0.042) 0.992(0.02) mAICCm 193 1(0) 0.998(0.008) 66 0.788(0.161) 0.982(0.112) 59 0.947(0.04) 0.997(0.01)

mCAICN 181 0.979(0.065) 1(0) 16 0.693(0.091) 1(0) 11 0.908(0.049) 1(0)

mCAICm 192 0.994(0.035) 0.999(0.005) 37 0.733(0.134) 0.995(0.041) 30 0.929(0.037) 0.999(0.006)

BICN 181 0.979(0.065) 1(0) 16 0.693(0.091) 1(0) 11 0.908(0.049) 1(0)

BICm 192 0.994(0.035) 0.999(0.005) 37 0.733(0.134) 0.995(0.041) 30 0.929(0.037) 0.999(0.006) BICh 196 0.996(0.031) 1(0) 32 0.732(0.132) 0.985(0.09) 29 0.93(0.037) 0.999(0.006)

List of acronyms

A overall model Adequacy

A&S overall model Adequacy and model Selection AIC Akaike Information Criterion

ALASSO Adaptive Least Absolute Shrinkage ANOVA ANalysis Of VAriance

BIC Baysesian Information Criterion

BICh Baysesian Information Criterion withλn?k= log(m)kR+ log(N)kF BICm Baysesian Information Criterion withλn? = log(m)

BICN Baysesian Information Criterion withλn? = log(N) BLUP Best Linear Unbiased Predictor

cAIC conditional Akaike Information Criterion df degrees of freedom

DIC Deviance Information Criterion F model adequacy due to Fixed effects

F&S model adequacy due to Fixed effects and model Selection freq frequency of choosing the correct model

freqF frequency of choosing the correct Fixed part freqR frequency of choosing the correct Random part GEE Generalized Estimating Equations

GH Gaussian-Hermite

GIC Generalized Information Criterion GLM Generalized Linear Model

GLMM Generalized Linear Mixed-effects Model GOF Goodness-Of-Fit

IC Information Criterion LASSO Least Absolute Shrinkage LL marginal Log-Likelihood LMM Linear Mixed-effects Model LOESS LOcal regrESSion

LRT Likelihood Ratio Test

mAIC marginal Akaike Information Criterion

or highly parameterized models

mAICCm marginal Akaike Information Criterion Corrected for small samples or highly parameterized models withλn? = 2(m/(m−k−1)) mAICCN marginal Akaike Information Criterion Corrected for small samples

or highly parameterized models withλn? = 2(N/(N −k−1))

MC Monte Carlo

mCAIC marginal Consistent Akaike Information Criterion

mCAICm marginal Consistent Akaike Information Criterion with λn? = log(m+ 1)

mCAICN marginal Consistent Akaike Information Criterion with λn? = log(N + 1)

MCMC Markov Chain Monte Carlo

ML Maximum Likelihood

NELS National Education Longitudinal Study NLMM NonLinear Mixed-effects Model

OLS Ordinary Least Squares PQL Penalized Quasi-Likelihood

PRD Proportional Reduction in Deviance

PRD(n0) Proportional Reduction in Deviance obtained by considering the null modeln0 (eithern0 = 1 or n0 = 2)

PRDpen penalized Proportional Reduction in Deviance

PRDICpen(n0) penalized Proportional Reduction in Deviance corresponding to the Information Criterion and obtained by considering the null model n0 (either n0 = 1 or n0 = 2)

REML REstricted Maximum Likelihood

S model Selection

SCAD Smoothly Clipped Absolute Deviation SEM Structural Equation Model

sens sensitivity of the entire model sensF sensitivity of the Fixed part sensR sensitivity of the Random part spec specificity of the entire model specF specificity of the Fixed part specR specificity of the Random part

SS Sums of Squares

SSVS Stochastic Search Variable Selection UCLA University of California, Los Angeles

WAIC Widely Applicable or Watanabe-Akaike Information Criterion

1.1 Characteristics of the considered measures. A=overall model adequacy;

F=model adequacy due to fixed effects; S=model selection; Abs=absolute;

Rel=relative; EV=explained variation; C=concordance coefficient between observed and predicted values; IC=information criterion. m.=marginal;

c.=conditional. . . 9 1.2 Measures for models of home radon levels data. For the measures computed

with several null models, (0) indicates that the considered null model is model 0 and (2) indicates that the considered null model is model 2. The dashed line separates null models. m.=marginal; c.=conditional. . . 21 1.3 Simulation cases. The original values of the parameters are those of case

1, in bold. . . 24 1.4 Pearson correlations matrix for measures in categories A and A&S

com-puted after estimation of model 6 in simulation case 1 (original values).

For the measures computed with several null models, (0) indicates that the considered null model is model 0 and (2) indicates that the considered null model is model 2. c.=conditional. . . 25 1.5 Pearson correlations matrix for the measures in category F&S computed

af-ter estimation of model 6 in simulation case 1 (original values). m.=marginal. 26 1.6 Pearson correlations matrix for the measures in category S computed after

estimation of model 6 in simulation case 1 (original values). . . 26 1.7 Results of the analyses of variance: the factors are in the columns and

the dependent variables are in the lines. The cells contain the partial η2 effect size measure, partial η2 smaller than 0.001 are indicated by the × symbol and non significant results (5% threshold) are in parentheses. For the measures computed with several null models, (0) indicates that the considered null model is model 0 and (2) indicates that the considered null model is model 2. The dashed line separates null models. m.=marginal;

c.=conditional. . . 27 1.8 Number of times that the measure chooses model o (o = 1,2,3,4,5,6) in

simulation cases 1 and 2. m.=marginal; c.=conditional. . . 30 2.1 List of the considered penalties for PRDpen. . . 44 2.2 Description of the population (pop.) and the 15 alternative models. . . 54 2.3 Parameter values of the population model in the 4×3 different setups.

Three parameters are required for xf3.1 because this factor has 4 levels.

The parameter σ2 concerns only the Normal distribution. . . 55 2.4 Number of parameters (p= dim(β), q = dim(τ)), theoretical sensitivities

and specificities of the population (pop.) model and of the 15 alternatives. 60

(2) corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 64 2.6 Poisson distribution, case 1. (1) corresponds to the null model 1 and (2)

corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 65 2.7 Bernoulli distribution, case 1. (1) corresponds to the null model 1 and

(2) corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 66 2.8 Binomial distribution, case 1. (1) corresponds to the null model 1 and

(2) corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 66 2.9 Normal distribution - case 2. (1) corresponds to the null model 1 and

(2) corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 68 2.10 Poisson distribution, case 2. (1) corresponds to the null model 1 and (2)

corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 69 2.11 Bernoulli distribution, case 2. (1) corresponds to the null model 1 and

(2) corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 69 2.12 Binomial distribution, case 2. (1) corresponds to the null model 1 and

(2) corresponds to the null model 2. The different versions of PRDpen are computed with k = dim(θ). The columns sensF, specF, sensR, specR, sens and spec, contain the mean, and the standard deviation in parentheses, of the sensitivities and specificities. . . 69 2.12 Binomial distribution, case 2. (1) corresponds to the null model 1 and