Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization

DOI10.1111/j.1467-9469.2011.00740.xzbMath1246.62161arXiv1002.3784MaRDI QIDQ2911662

Jürg Schelldorfer, Sara van de Geer, Peter Bühlmann

Publication date: 1 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.3784

zbMATH Keywords

variance components; variable selection; lasso; random-effects model; adaptive lasso; coordinate gradient descent; coordinatewise optimization

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

65K10: Numerical optimization and variational techniques

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Uses Software

• glmnet

Cites Work

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