Model selection in linear mixed effect models

DOI10.1016/j.jmva.2012.02.005zbMath1241.62105MaRDI QIDQ432304

Ying Lu, Heng Peng

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.005

zbMATH Keywords

group selection; oracle property; penalized least squares; SCAD function

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Adaptive LASSO for linear mixed model selection via profile log-likelihood, A simultaneous variable selection methodology for linear mixed models, A penalized approach to mixed model selection via cross-validation, A Large-Scale Constrained Joint Modeling Approach for Predicting User Activity, Engagement, and Churn With Application to Freemium Mobile Games, Robust Variable Selection in Linear Mixed Models, Variable selection in elliptical linear mixed model, Time varying mixed effects model with fused lasso regularization, Regularization in dynamic random‐intercepts models for analysis of longitudinal data, Selection of linear mixed‐effects models for clustered data, Uniformly valid inference based on the Lasso in linear mixed models, Inference for High-Dimensional Linear Mixed-Effects Models: A Quasi-Likelihood Approach, Robust variable selection in semiparametric mixed effects longitudinal data models, Joint modeling of playing time and purchase propensity in massively multiplayer online role-playing games using crossed random effects, Correct specification of design matrices in linear mixed effects models: tests with graphical representation, Model selection in linear mixed models, Shrinkage estimation in linear mixed models for longitudinal data, Online anomaly detection of profiles with varying coefficients via functional mixed effects modelling, VCSEL: prioritizing SNP-set by penalized variance component selection, Inference of random effects for linear mixed-effects models with a fixed number of clusters, Focused model selection for linear mixed models with an application to whale ecology, Model selection in linear mixed-effect models, New variable selection for linear mixed-effects models, Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models

Cites Work

• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• The Adaptive Lasso and Its Oracle Properties
• Asymptotic properties of criteria for selection of variables in multiple regression
• Criteria for global minimum of sum of squares in nonlinear regression
• Estimating the dimension of a model
• Heuristics of instability and stabilization in model selection
• Nonconcave penalized likelihood with a diverging number of parameters.
• Estimation of the covariance matrix of random effects in longitudinal studies
• Selecting mixed-effects models based on a generalized information criterion
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• Approximate efficiency of a selection procedure for the number of regression variables
• A strongly consistent procedure for model selection in a regression problem
• Asymptotic Statistics
• Regularization of Wavelet Approximations
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• Model Selection and Estimation in Regression with Grouped Variables
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Some Comments on C P
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis