Extension to mixed models of the supervised component-based generalised linear regression

MaRDI QIDQ5856821zbMATH OpenFDO

Authors Jocelyn Chauvet, C. Trottier, X. Bry, F. Mortier

Publication date 29 March 2021

Full work available at URL https://arxiv.org/abs/1908.07908

zbMATH Keywords

component-modelmultivariate GLMMrandom effectregularisationSCGLRstructural relevance

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cited in

(4)

• Variable selection by regularization methods for generalized mixed models
• Component-based regularization of a multivariate GLM with a thematic partitioning of the explanatory variables
• Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm
• Supervised component generalized linear regression with multiple explanatory blocks: THEME-SCGLR

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