Variable selection in linear mixed effects models (Q1940766)

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Language	Label	Description	Also known as
English	Variable selection in linear mixed effects models	scientific article

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scholarly article

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Variable selection in linear mixed effects models (English)

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The Annals of Statistics

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publication date

7 March 2013

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full work available at URL

https://arxiv.org/abs/1211.0457

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https://projecteuclid.org/euclid.aos/1351602536

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zbMATH Keywords

adaptive lasso

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group variable selection

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oracle property

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SCAD

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models

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Random Effects Selection in Linear Mixed Models

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Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data

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Least angle regression. (With discussion)

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High-dimensional classification using features annealed independence rules

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Variable selection in linear mixed effects models

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Nonconcave penalized likelihood with a diverging number of parameters.

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Varying-coefficient models and basis function approximations for the analysis of repeated measurements

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Fixed and Random Effects Selection in Mixed Effects Models

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Random-Effects Models for Longitudinal Data

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A note on conditional AIC for linear mixed-effects models

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Variance component testing in generalised linear models with random effects

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A unified approach to model selection and sparse recovery using regularized least squares

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Recovery of inter-block information when block sizes are unequal

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Selecting mixed-effects models based on a generalized information criterion

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Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data

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Conditional Akaike information for mixed-effects models

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Linear mixed models for longitudinal data

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A Short Proof and a Generalization of Miranda's Existence Theorem

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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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Nearly unbiased variable selection under minimax concave penalty

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Regularization Parameter Selections via Generalized Information Criterion

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models

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On the adaptive elastic net with a diverging number of parameters

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Identifiers

zbMATH Open document ID

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10.1214/12-AOS1028

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1940766

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