Variable Selection in Linear Mixed Models Using an Extended Class of Penalties
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Publication:2802814
DOI10.1111/j.1467-842X.2012.00687.xzbMath1334.62119OpenAlexW1973671840MaRDI QIDQ2802814
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Publication date: 27 April 2016
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-842x.2012.00687.x
Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15)
Related Items (5)
Model selection in linear mixed-effect models ⋮ On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing ⋮ A simultaneous variable selection methodology for linear mixed models ⋮ Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects ⋮ A note on model selection using information criteria for general linear models estimated using REML
Uses Software
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