Random effects selection in generalized linear mixed models via shrinkage penalty function
DOI10.1007/S11222-013-9398-0zbMATH Open1322.62191OpenAlexW2161564122MaRDI QIDQ746316FDOQ746316
Authors: Chao Huang, Jianxin Pan 
Publication date: 16 October 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-013-9398-0
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random effectsgeneralized linear mixed modelspenalty functionmodified Cholesky decompositionpenalized quasi-likelihood
Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)
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Cited In (13)
- Joint modeling of playing time and purchase propensity in massively multiplayer online role-playing games using crossed random effects
- A Large-Scale Constrained Joint Modeling Approach for Predicting User Activity, Engagement, and Churn With Application to Freemium Mobile Games
- Moment-based method for random effects selection in linear mixed models
- A Lasso and a regression tree mixed-effect model with random effects for the level, the residual variance, and the autocorrelation
- Random Effects Misspecification Can Have Severe Consequences for Random Effects Inference in Linear Mixed Models
- Multikernel linear mixed model with adaptive Lasso for complex phenotype prediction
- Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses
- An iterative algorithm for joint covariate and random effect selection in mixed effects models
- A graphical model selection tool for mixed models
- Random effect selections in general linear mixed models
- A computationally efficient model selection in the generalized linear mixed model
- Variable selection in generalized linear models.
- Bayesian Covariance Selection in Generalized Linear Mixed Models
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