rpql

Regularized PQL for Joint Selection in GLMMs

Last update: 19 August 2023

Software version identifier: 0.8, 0.5, 0.6, 0.7.1, 0.7, 0.8.1

Source code repository: https://github.com/cran/rpql

Copyright license: GNU General Public License, version 2.0

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then augmented to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.