The use of random-effect models for high-dimensional variable selection problems
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- scientific article; zbMATH DE number 7108807
Cites work
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- L 1-Regularization Path Algorithm for Generalized Linear Models
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- A note on the Lasso and related procedures in model selection
- Are a set of microarrays independent of each other?
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Classification of gene microarrays by penalized logistic regression
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Data Analysis Using Stein's Estimator and its Generalizations
- Decoding the h-likelihood
- Discussion: One-step sparse estimates in nonconcave penalized likelihood models
- Double Hierarchical Generalized Linear Models (With Discussion)
- Generalized Linear Models with Random Effects
- Grouping pursuit through a regularization solution surface
- Large sample properties of the SCAD-penalized maximum likelihood estimation on high dimen\-sions
- Least angle regression. (With discussion)
- Likelihood-based selection and sharp parameter estimation
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave penalized likelihood with a diverging number of parameters.
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Smoothly clipped absolute deviation on high dimensions
- Sparse canonical covariance analysis for high-throughput data
- Sparsity and Smoothness Via the Fused Lasso
- Sure independence screening in generalized linear models with NP-dimensionality
- The Adaptive Lasso and Its Oracle Properties
- The Concave-Convex Procedure
- Tuning parameter selection in high dimensional penalized likelihood
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable inclusion and shrinkage algorithms
- Variable selection using MM algorithms
Cited in
(13)- A penalized h-likelihood variable selection algorithm for generalized linear regression models with random effects
- Penalized variable selection in copula survival models for clustered time-to-event data
- Covariance components selection in high-dimensional growth curve model with random coefficients
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- A new sparse variable selection via random-effect model
- A random-effect model approach for group variable selection
- Penalized h‐likelihood approach for variable selection in AFT random‐effect models
- Sparse pathway-based prediction models for high-throughput molecular data
- Multivariate variable selection by means of null-beamforming
- Penalized variable selection for cause-specific hazard frailty models with clustered competing-risks data
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Bayesian high-dimensional covariate selection in non-linear mixed-effects models using the SAEM algorithm
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model
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