Bayesian variable selection for mixed effects model with shrinkage prior

DOI10.1007/S00180-019-00895-XMaRDI QIDQ2184407zbMATH OpenOpenAlexFDO

Authors Mingan Yang, Min Wang, Guanghui Dong

Publication date 28 May 2020

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-019-00895-x

zbMATH Keywords

Bayesian model selectionparameter expansionrandom effectsstochastic search

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(10)

• Variable selection using shrinkage priors
• Sparse linear mixed model selection via streamlined variational Bayes
• Bayesian variable selection for multioutcome models through shared shrinkage
• Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors
• Approximate uniform shrinkage prior for a multivariate generalized linear mixed model
• Robust variable selection in semiparametric mixed effects longitudinal data models
• Bayesian model averaging in longitudinal studies using Bayesian variable selection methods
• Bayesian outcome selection modeling
• Shrinkage priors via random imaginary data
• Composite quantile regression for high-dimensional linear mixed effects models

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