A simultaneous variable selection methodology for linear mixed models
From MaRDI portal
Cites work
- A new look at the statistical model identification
- Adaptive Lasso for linear mixed model selection via profile log-likelihood
- Estimating the dimension of a model
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- Fixed and Random Effects Selection in Mixed Effects Models
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Linear and generalized linear mixed models and their applications.
- Linear mixed models for longitudinal data
- Mixed models. Theory and applications with R
- Model selection in linear mixed effect models
- Moment-based method for random effects selection in linear mixed models
- New variable selection for linear mixed-effects models
- Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
- On Information and Sufficiency
- On the ``degrees of freedom of the lasso
- Random-Effects Models for Longitudinal Data
- Robust variable selection in linear mixed models
- Selecting mixed-effects models based on a generalized information criterion
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in linear mixed effects models
- Variable selection in linear mixed models using an extended class of penalties
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(10)- Model selection in linear mixed-effect models
- New variable selection for linear mixed-effects models
- Variable selection in linear mixed models using an extended class of penalties
- Simultaneous Factor Selection and Collapsing Levels in ANOVA
- SimSel: a new simulation method for variable selection
- A simultaneous estimation and variable selection rule
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data
- Conditional and unconditional methods for selecting variables in linear mixed models
- A Relaxation Approach to Feature Selection for Linear Mixed Effects Models
- On stochastic dynamic modeling of incidence data
This page was built for publication: A simultaneous variable selection methodology for linear mixed models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4960766)