Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation
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Publication:892492
DOI10.1007/S11222-013-9380-XzbMATH Open1325.62070arXiv1202.0502OpenAlexW2112802420MaRDI QIDQ892492FDOQ892492
Authors: Ana Arribas-Gil, Karine Bertin, Cristian Meza, V. Rivoirard 
Publication date: 19 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: Parametric nonlinear mixed effects models (NLMEs) are now widely used in biometrical studies, especially in pharmacokinetics research and HIV dynamics models, due to, among other aspects, the computational advances achieved during the last years. However, this kind of models may not be flexible enough for complex longitudinal data analysis. Semiparametric NLMEs (SNMMs) have been proposed by Ke and Wang (2001). These models are a good compromise and retain nice features of both parametric and nonparametric models resulting in more flexible models than standard parametric NLMEs. However, SNMMs are complex models for which estimation still remains a challenge. The estimation procedure proposed by Ke and Wang (2001) is based on a combination of log-likelihood approximation methods for parametric estimation and smoothing splines techniques for nonparametric estimation. In this work, we propose new estimation strategies in SNMMs. On the one hand, we use the Stochastic Approximation version of EM algorithm (Delyon et al., 1999) to obtain exact ML and REML estimates of the fixed effects and variance components. On the other hand, we propose a LASSO-type method to estimate the unknown nonlinear function. We derive oracle inequalities for this nonparametric estimator. We combine the two approaches in a general estimation procedure that we illustrate with simulated and real data.
Full work available at URL: https://arxiv.org/abs/1202.0502
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Cited In (12)
- LASSO-TYPE GMM ESTIMATOR
- Classification of longitudinal profiles using semi-parametric nonlinear mixed models with P-splines and the SAEM algorithm
- Semiparametric Nonlinear Mixed-Effects Models and Their Applications
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Lasso adjustments of treatment effect estimates in randomized experiments
- Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
- Variable selection in identification of a high dimensional nonlinear non-parametric system
- A SAEM algorithm for fused Lasso penalized nonlinear mixed effect models: application to group comparison in pharmacokinetics
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Semi-parametric segmentation of multiple series using a DP-Lasso strategy
- Improvement on LASSO-type estimator in nonparametric regression
- Minimax wavelet estimation for multisample heteroscedastic nonparametric regression
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