Shrinkage estimation in linear mixed models for longitudinal data

DOI10.1007/s00184-018-0656-1zbMath1408.62133OpenAlexW2795014879MaRDI QIDQ723454

Trevor Thomson, S. Ejaz Ahmed, Shakhawat Hossain

Publication date: 31 July 2018

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-018-0656-1

zbMATH Keywords

likelihood ratio testMonte Carlo simulationLassolinear mixed modelasymptotic distributional bias and riskshrinkage and pretest estimators

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Related Items (6)

Improved estimation in elliptical linear mixed measurement error models ⋮ Improved mixed model for longitudinal data analysis using shrinkage method ⋮ Using shrinkage strategies to estimate fixed effects in zero-inflated negative binomial mixed model ⋮ Improved shrinkage estimators in the beta regression model with application in econometric and educational data ⋮ Model selection in linear mixed-effect models ⋮ Adaptive estimation strategies in gamma regression model

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