rpql (Q28944): Difference between revisions

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@@ Property / programmed in @@
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+Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then augmented to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.
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+Software:28944

Latest revision as of 19:16, 21 March 2024

Regularized PQL for Joint Selection in GLMMs

Language	Label	Description	Also known as
English	rpql	Regularized PQL for Joint Selection in GLMMs

Statements

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software version identifier

0.8

publication date

16 June 2020

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0.5

publication date

7 October 2016

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0.6

publication date

23 April 2018

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0.7.1

publication date

5 June 2020

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0.7

publication date

5 December 2018

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0.8.1

publication date

19 August 2023

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MaRDI software profile

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last update

19 August 2023

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description

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then augmented to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.

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author

Francis K.c. Hui

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copyright license

GNU General Public License, version 2.0

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imports

gamlss.dist

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lme4

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