Fixed and Random Effects Selection in Mixed Effects Models (Q3013979): Difference between revisions

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+W2075651107
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+Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
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+Penalized methods for bi-level variable selection
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+Variable selection for multivariate failure time data
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+Random Effects Selection in Linear Mixed Models
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+Variable Selection with Incomplete Covariate Data
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+Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
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+Shrinkage Estimators for Covariance Matrices
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Variable selection for Cox's proportional hazards model and frailty model
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+New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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+Variable Selection in the Cox Regression Model with Covariates Missing at Random
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+Variable selection using MM algorithms
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+Parameter Estimation from Incomplete Data in Binomial Regression When the Missing Data Mechanism is Nonignorable
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+Monte Carlo EM for Missing Covariates in Parametric Regression Models
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+Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
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+Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
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+A comparison of two approaches for selecting covariance structures in the analysis of repeated measurements
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+A note on conditional AIC for linear mixed-effects models
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+Maximum likelihood estimation for mixed continuous and categorical data with missing values
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+Maximum likelihood estimation via the ECM algorithm: A general framework
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+Variable Selection for Semiparametric Mixed Models in Longitudinal Studies
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+Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
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+Q4864293
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Model Selection and Estimation in Regression with Grouped Variables
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+Adaptive Lasso for Cox's proportional hazards model
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+The composite absolute penalties family for grouped and hierarchical variable selection
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+Generalized score test of homogeneity for mixed effects models
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+The Adaptive Lasso and Its Oracle Properties
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+One-step sparse estimates in nonconcave penalized likelihood models
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