Covariate screening in mixed linear models

DOI10.1006/JMVA.1996.0038zbMATH Open0865.62041OpenAlexW2003693346MaRDI QIDQ1817495FDOQ1817495

A. M. Richardson, Alan H. Welsh

Publication date: 8 December 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0038

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zbMATH Keywords

restricted maximum likelihoodrobustnesslikelihood ratio testREMLcovariance structureestimated covariance matrixanalysis of deviancemixed linear modelsselecting covariates

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cited In (3)

• On sufficient variable screening using log odds ratio filter
• Likelihood inference for small variance components
• Subset Selection for Linear Mixed Models

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