Variable selection in linear mixed effects models

DOI10.1214/12-AOS1028zbMath1257.62077arXiv1211.0457WikidataQ39744561 ScholiaQ39744561MaRDI QIDQ1940766

Yingying Fan, Run-Ze Li

Publication date: 7 March 2013

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0457

zbMATH Keywords

oracle property; SCAD; group variable selection; adaptive lasso

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

65C05: Monte Carlo methods

Uses Software

• BayesDA