Model averaging for linear mixed models via augmented Lagrangian

DOI10.1016/J.CSDA.2021.107351OpenAlexW3203680614WikidataQ108863849 ScholiaQ108863849MaRDI QIDQ2072389

Alexander Silbersdorff, René-Marcel Kruse, Benjamin Säfken

Publication date: 26 January 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107351

zbMATH Keywords

optimizationlinear mixed modelsaugmented Lagrangianmodel averagingconditional AIC

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• lme4
• SemiPar
• TVAL3
• alabama
• gamair
• Rsolnp
• Lmertest
• cAIC4

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• Linear and nonlinear programming.
• Multilevel functional principal component analysis
• Extension of the Gauss-Markov theorem to include the estimation of random effects
• Estimating the dimension of a model
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• A unifying approach to the estimation of the conditional Akaike information in generalized linear mixed models
• Multiplier and gradient methods
• An efficient augmented Lagrangian method with applications to total variation minimization
• A simple test for random effects in regression models
• On the behaviour of marginal and conditional AIC in linear mixed models
• Functional Mixed Effects Models
• Robust linear mixed models using the skew t distribution with application to schizophrenia data
• A note on conditional AIC for linear mixed-effects models
• MODEL SELECTION FOR PENALIZED SPLINE SMOOTHING USING AKAIKE INFORMATION CRITERIA
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• On Measuring and Correcting the Effects of Data Mining and Model Selection
• Model Selection: An Integral Part of Inference
• Semiparametric Regression
• Regression
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Conditional covariance penalties for mixed models
• Model averaging and weight choice in linear mixed-effects models
• Conditional Akaike information for mixed-effects models
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• The Estimation of Prediction Error
• On Information and Sufficiency
• Linear mixed models for longitudinal data

This page was built for publication: Model averaging for linear mixed models via augmented Lagrangian