Joint variable selection for fixed and random effects in linear mixed-effects models
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Cites work
- A strongly consistent procedure for model selection in a regression problem
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Conditional Akaike information for mixed-effects models
- Consistent procedures for mixed linear model selection
- Covariance structure selection in general mixed models
- Estimating the dimension of a model
- Fence methods for mixed model selection
- Fixed and Random Effects Selection in Linear and Logistic Models
- Heuristics of instability and stabilization in model selection
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 1906319 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Informative Drop-Out in Longitudinal Data Analysis
- Least angle regression. (With discussion)
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
- 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
- Parsimonious Covariance Matrix Estimation for Longitudinal Data
- Random Effects Selection in Linear Mixed Models
- Random-Effects Models for Longitudinal Data
- Regularization and Variable Selection Via the Elastic Net
- Selecting mixed-effects models based on a generalized information criterion
- Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR
- Spatio-temporal analysis of total nitrate concentrations using dynamic statistical models
- The Adaptive Lasso and Its Oracle Properties
- The Effect of Covariance Structure on Variance Estimation in Balanced Growth-Curve Models with Random Parameters
- The Schwarz criterion and related methods for normal linear models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(only showing first 100 items - show all)- Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements
- Restricted fence method for covariate selection in longitudinal data analysis
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Robust variable selection of joint frailty model for panel count data
- Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses
- Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates
- Bayesian variable selection for logistic mixed model with nonparametric random effects
- Variable selection in linear mixed effects models
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
- Fixed and random effects selection in nonparametric additive mixed models
- Covariance components selection in high-dimensional growth curve model with random coefficients
- Fast selection of nonlinear mixed effect models using penalized likelihood
- VCSEL: prioritizing SNP-set by penalized variance component selection
- Bayesian variable selection for mixed effects model with shrinkage prior
- Focused model selection for linear mixed models with an application to whale ecology
- Model selection in linear mixed-effect models
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Regularization method for predicting an ordinal response using longitudinal high-dimensional genomic data
- Identifying QTLs and epistasis in structured plant populations using adaptive mixed LASSO
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- A penalty approach to differential item functioning in Rasch models
- Conditional Akaike information criterion in the Fay-Herriot model
- New variable selection for linear mixed-effects models
- A note on BIC in mixed-effects models
- Model selection in linear mixed models
- On generalized degrees of freedom with application in linear mixed models selection
- Double penalized quantile regression for the linear mixed effects model
- Variable selection in linear mixed models using an extended class of penalties
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- Fixed and Random Effects Selection in Mixed Effects Models
- Sparse pairwise likelihood estimation for multivariate longitudinal mixed models
- Latent variable selection in structural equation models
- Constrained Bayesian doubly elastic net Lasso for linear quantile mixed models
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- Simultaneous variable selection for joint models of longitudinal and survival outcomes
- Covariance estimation: the GLM and regularization perspectives
- Adaptive Lasso for linear mixed model selection via profile log-likelihood
- Inference for mixed models of ANOVA type with high-dimensional data
- Bayesian nonparametric centered random effects models with variable selection
- A simultaneous variable selection methodology for linear mixed models
- Variable selection in joint modelling of the mean and variance for hierarchical data
- High-dimensional generalized semiparametric model for longitudinal data
- Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity
- Shrinkage estimation of fixed and random effects in linear quantile mixed models
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- A METHOD OF LOCAL INFLUENCE ANALYSIS IN SUFFICIENT DIMENSION REDUCTION
- Estimation and variable selection for mixture of joint mean and variance models
- A penalized approach to mixed model selection via cross-validation
- A graphical model selection tool for mixed models
- Modeling between-study heterogeneity for improved replicability in gene signature selection and clinical prediction
- Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors
- A large-scale constrained joint modeling approach for predicting user activity, engagement, and churn with application to freemium mobile games
- Ultrahigh dimensional time course feature selection
- Robust variable selection in linear mixed models
- Bayesian Lasso-mixed quantile regression
- Variable selection in elliptical linear mixed model
- Sufficient dimension reduction for clustered data via finite mixture modelling
- Subset Selection for Linear Mixed Models
- Estimation in multivariate linear mixed models for longitudinal data with multiple outputs: Application to PBCseq data analysis
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data
- Uniformly valid inference based on the Lasso in linear mixed models
- Model-Based Clustering of High-Dimensional Longitudinal Data via Regularization
- Partial least square based approaches for high-dimensional linear mixed models
- Selection of fixed effects in high-dimensional generalized linear mixed models
- 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
- Mixture of inhomogeneous matrix models for species‐rich ecosystems
- High-dimensional linear mixed model selection by partial correlation
- Is a Classification Procedure Good Enough?—A Goodness-of-Fit Assessment Tool for Classification Learning
- Spatio‐temporal Bayesian model selection for disease mapping
- Covariate selection for multilevel models with missing data
- Bayesian outcome selection modeling
- A Relaxation Approach to Feature Selection for Linear Mixed Effects Models
- Some recent statistical learning methods for longitudinal high-dimensional data
- Double penalized variable selection for high-dimensional partial linear mixed effects models
- Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions
- Spatial Statistical Downscaling for Constructing High-Resolution Nature Runs in Global Observing System Simulation Experiments
- A penalization approach to random-effects meta-analysis
- Spatiotemporal multivariate mixture models for Bayesian model selection in disease mapping
- Multikernel linear mixed model with adaptive Lasso for complex phenotype prediction
- An iterative algorithm for joint covariate and random effect selection in mixed effects models
- Linear hypothesis testing in ultra high dimensional generalized linear mixed models
- A comparative analysis of implementing adaptive Lasso penalty in hierarchical data: quantile versus mean regression
- Composite quantile regression for high-dimensional linear mixed effects models
- Dynamic prediction with penalized joint frailty model of high-dimensional recurrent event data and a survival outcome
- High-dimensional response growth curve modeling for longitudinal neuroimaging analysis
- Robust variable selection with exponential squared loss for linear mixed-effects models
- The adaptive elastic net variable selection for linear mixed effects models based on the orthogonal projection
- An iterative two-step regularization approach for selection of fixed and random effects in generalized linear mixed models
- Sparse high-dimensional linear mixed modeling with a partitioned empirical Bayes ECM algorithm
- On Optimality of Mallows Model Averaging
- Linear mixed model selection via minimum approximated information criterion
- Detection of gene-environment interactions in a family-based population using SCAD
- High dimensional random effects linear regression model based on mixed penalties of SCAD\_L₂ and SCAD
- Variable selection in modelling clustered data via within-cluster resampling
- Shrinkage estimation in linear mixed models for longitudinal data
- Random effects selection in generalized linear mixed models via shrinkage penalty function
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