Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity
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Publication:5037804
DOI10.5705/SS.202019.0421OpenAlexW3099015814MaRDI QIDQ5037804FDOQ5037804
Authors: Abhik Ghosh, Magne Thoresen 
Publication date: 4 March 2022
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.02971
Recommendations
- Selection of fixed effects in high-dimensional generalized linear mixed models
- Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm
- Simultaneous fixed and random effects selection in finite mixture of linear mixed-effects models
- A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- Consistent procedures for mixed linear model selection
- Doubly regularized estimation and selection in linear mixed-effects models for high-dimensional longitudinal data
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Selection strategy for covariance structure of random effects in linear mixed-effects models
- Hierarchical selection of fixed and random effects in generalized linear mixed models
endogeneityoracle variable selectionprofiled focused generalized method of momentsultrahigh-dimensional mixed effects models
Cites Work
- Mixed-Effects Models in S and S-PLUS
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Endogeneity in high dimensions
- Econometric analysis of cross section and panel data.
- Estimation for high-dimensional linear mixed-effects models using \(\ell_1\)-penalization
- Regularization of Wavelet Approximations
- Variable selection in linear mixed effects models
- Nonparametric methods for inference in the presence of instrumental variables
- A note on BIC in mixed-effects models
- Regularization methods for high-dimensional instrumental variables regression with an application to genetical genomics
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- Generalized Instrumental Variable Models
- Regressor and random‐effects dependencies in multilevel models
- Multilevel modeling with correlated effects
Uses Software
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