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

DOI10.1111/j.1467-9469.2011.00740.xzbMath1246.62161arXiv1002.3784OpenAlexW3121191917MaRDI 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 componentsvariable selectionlassorandom-effects modeladaptive lassocoordinate gradient descentcoordinatewise optimization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Numerical optimization and variational techniques (65K10)

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Uses Software

• glmnet

Cites Work

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