Model selection in linear mixed effect models

DOI10.1016/j.jmva.2012.02.005zbMath1241.62105MaRDI QIDQ432304

Heng Peng, Ying Lu

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.005

zbMATH Keywords

group selection; oracle property; penalized least squares; SCAD function

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

Related Items

Adaptive LASSO for linear mixed model selection via profile log-likelihood, Robust Variable Selection in Linear Mixed Models, Model selection in linear mixed models, Shrinkage estimation in linear mixed models for longitudinal data, New variable selection for linear mixed-effects models

Cites Work

• Unnamed Item
• Unnamed Item
• Random-Effects Models for Longitudinal Data
• The Adaptive Lasso and Its Oracle Properties
• Asymptotic properties of criteria for selection of variables in multiple regression
• Criteria for global minimum of sum of squares in nonlinear regression
• Estimating the dimension of a model
• Heuristics of instability and stabilization in model selection
• Nonconcave penalized likelihood with a diverging number of parameters.
• Estimation of the covariance matrix of random effects in longitudinal studies
• Selecting mixed-effects models based on a generalized information criterion
• Counting degrees of freedom in hierarchical and other richly-parameterised models
• Approximate efficiency of a selection procedure for the number of regression variables
• A strongly consistent procedure for model selection in a regression problem
• Asymptotic Statistics
• Regularization of Wavelet Approximations
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• Model Selection and Estimation in Regression with Grouped Variables
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Some Comments on C P
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis