Model selection in linear mixed models

DOI10.1214/12-STS410zbMath1331.62364arXiv1306.2427MaRDI QIDQ252741

J. L. Scealy, A. H. Welsh, Samuel Müller

Publication date: 4 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.2427

zbMATH Keywords

fencemodel selectionBayes factorAICBICCholesky decompositioninformation criteriaLASSOlinear mixed modelshrinkage methods

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Uses Software

• SemiPar

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