Fixed and Random Effects Selection in Mixed Effects Models

DOI10.1111/j.1541-0420.2010.01463.xzbMath1217.62171OpenAlexW2075651107WikidataQ34587092 ScholiaQ34587092MaRDI QIDQ3013979

Ramon I. Garcia, Ruixin Guo, Joseph G. Ibrahim, Hong-Tu Zhu

Publication date: 19 July 2011

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3041932

zbMATH Keywords

EM algorithmCholesky decompositionpenalized likelihoodSCADALASSOIC\(_{Q}\) criterionmixMd effects selection

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12) Estimation in survival analysis and censored data (62N02)

Related Items

Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm, Variable selection and prediction with incomplete high-dimensional data, Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization, Simultaneous variable selection for joint models of longitudinal and survival outcomes, Adaptive LASSO for linear mixed model selection via profile log-likelihood, New variable selection for linear mixed-effects models, A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure, A penalized approach to mixed model selection via cross-validation, A graphical model selection tool for mixed models, Bayesian variable selection for mixed effects model with shrinkage prior, Subset Selection for Linear Mixed Models, Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation, Regularization in dynamic random‐intercepts models for analysis of longitudinal data, Multivariate survival analysis in big data: A divide‐and‐combine approach, Penalized Regression for Multiple Types of Many Features With Missing Data, Robust variable selection in semiparametric mixed effects longitudinal data models, Focused model selection for linear mixed models with an application to whale ecology, Variable selection in linear mixed effects models, Joint modeling of playing time and purchase propensity in massively multiplayer online role-playing games using crossed random effects, A penalized likelihood method for structural equation modeling, Bayesian model selection in linear mixed effects models with autoregressive(p) errors using mixture priors, A Large-Scale Constrained Joint Modeling Approach for Predicting User Activity, Engagement, and Churn With Application to Freemium Mobile Games, Model selection in linear mixed-effect models, Variable selection in joint mean and dispersion models via double penalized likelihood, Robust Variable Selection in Linear Mixed Models, Identifying QTLs and epistasis in structured plant populations using adaptive mixed LASSO, Double Machine Learning for Partially Linear Mixed-Effects Models with Repeated Measurements, Shrinkage estimation in linear mixed models for longitudinal data, Variable Selection in Linear Mixed Models Using an Extended Class of Penalties, Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors, A simultaneous variable selection methodology for linear mixed models, Spatial Variable Selection and An Application to Virginia Lyme Disease Emergence, Restricted fence method for covariate selection in longitudinal data analysis, Random effects selection in generalized linear mixed models via shrinkage penalty function, Variable selection in joint modelling of the mean and variance for hierarchical data, Bayesian Lasso-mixed quantile regression, Modeling Between-Study Heterogeneity for Improved Replicability in Gene Signature Selection and Clinical Prediction, Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects, Sparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed Models, Variable selection in elliptical linear mixed model, Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models, Model selection in linear mixed models

Cites Work

• Unnamed Item
• Penalized methods for bi-level variable selection
• The Adaptive Lasso and Its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• The composite absolute penalties family for grouped and hierarchical variable selection
• Variable selection for Cox's proportional hazards model and frailty model
• Generalized score test of homogeneity for mixed effects models
• Variable selection using MM algorithms
• Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
• Shrinkage Estimators for Covariance Matrices
• Maximum likelihood estimation via the ECM algorithm: A general framework
• A note on conditional AIC for linear mixed-effects models
• Random Effects Selection in Linear Mixed Models
• Variable Selection with Incomplete Covariate Data
• Variable Selection for Semiparametric Mixed Models in Longitudinal Studies
• Variable Selection in the Cox Regression Model with Covariates Missing at Random
• Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
• Maximum likelihood estimation for mixed continuous and categorical data with missing values
• A comparison of two approaches for selecting covariance structures in the analysis of repeated measurements
• Parameter Estimation from Incomplete Data in Binomial Regression When the Missing Data Mechanism is Nonignorable
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Nonconjugate Bayesian Estimation of Covariance Matrices and Its Use in Hierarchical Models
• Monte Carlo EM for Missing Covariates in Parametric Regression Models
• Model Selection Criteria for Missing-Data Problems Using the EM Algorithm
• Model Selection and Estimation in Regression with Grouped Variables
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Adaptive Lasso for Cox's proportional hazards model
• Variable selection for multivariate failure time data
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis