Backfitting for large scale crossed random effects regressions

DOI10.1214/21-AOS2121zbMath1486.62201arXiv2007.10612OpenAlexW3045486836MaRDI QIDQ2119243

Swarnadip Ghosh, Art B. Owen, Trevor Hastie

Publication date: 23 March 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.10612

zbMATH Keywords

generalized least squaresmixed effect modelscollapsed Gibbs sampler

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Related Items

Joint modeling of playing time and purchase propensity in massively multiplayer online role-playing games using crossed random effects, Scalable Bayesian computation for crossed and nested hierarchical models, Unnamed Item, Scalable logistic regression with crossed random effects

Uses Software

• R
• lme4

Cites Work

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• Linear smoothers and additive models
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The pigeonhole bootstrap
• Gaussian elimination is not optimal
• Handbook of Markov Chain Monte Carlo
• Multivariate output analysis for Markov chain Monte Carlo
• ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS
• Scalable inference for crossed random effects models
• Robust Inference With Multiway Clustering
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)