Variable selection in linear mixed models using an extended class of penalties
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Recommendations
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A new approach to variable selection in least squares problems
- A new look at the statistical model identification
- Analyzing variety by environment data using multiplicative mixed models and adjustments for spatial field trend
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Estimating the dimension of a model
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- Fixed and Random Effects Selection in Mixed Effects Models
- Inference with normal-gamma prior distributions in regression problems
- Joint variable selection for fixed and random effects in linear mixed-effects models
- Least angle regression. (With discussion)
- Mixed model regression mapping for QTL detection in experimental crosses
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- On the Non-Negative Garrotte Estimator
- On the adaptive elastic net with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Pathwise coordinate optimization
- REML estimation: Asymptotic behavior and related topics
- Recovery of inter-block information when block sizes are unequal
- Regularization and Variable Selection Via the Elastic Net
- Semiparametric Regression
- The Adaptive Lasso and Its Oracle Properties
- The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines
- The asymptotic distribution of REML estimators
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric mixed models in longitudinal studies
- Variable selection in semiparametric regression modeling
- Variable selection using MM algorithms
Cited in
(12)- New variable selection for linear mixed-effects models
- The revisited knockoffs method for variable selection in L1-penalized regressions
- Variable selection in elliptical linear mixed model
- A note on model selection using information criteria for general linear models estimated using REML
- Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects
- A simultaneous variable selection methodology for linear mixed models
- A penalized approach to mixed model selection via cross-validation
- On the estimation of variance parameters in non-standard generalised linear mixed models: application to penalised smoothing
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
- Variable selection for correlated bivariate mixed outcomes using penalized generalized estimating equations
- Penalised variable selection with U-estimates
- Model selection in linear mixed-effect models
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