Linear mixed model selection via minimum approximated information criterion
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Cites work
- A comparative study of fixed effects models and random intercept/slope models as a special case of linear mixed models for repeated measurements
- A modified BFGS method and its global convergence in nonconvex minimization
- A note on the Lasso and related procedures in model selection
- Covariance structure selection in general mixed models
- Estimating the dimension of a model
- Fixed and Random Effects Selection in Mixed Effects Models
- scientific article; zbMATH DE number 720686 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 795289 (Why is no real title available?)
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Linear mixed models for longitudinal data
- Model selection in linear mixed effect models
- Nearly unbiased variable selection under minimax concave penalty
- Regression and time series model selection in small samples
- Regression Model Selection—A Residual Likelihood Approach
- Regressions by Leaps and Bounds
- Robust variable selection in linear mixed models
- Sparse Estimation of Generalized Linear Models (GLM) via Approximated Information Criteria
- The Identity of Weak and Strong Extensions of Differential Operators
- The Influence Curve and Its Role in Robust Estimation
- Variable selection in linear mixed effects models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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