ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS
From MaRDI portal
Publication:4986328
DOI10.5705/ss.202018.0029zbMath1468.62316arXiv1610.08088OpenAlexW2963921974WikidataQ129044084 ScholiaQ129044084MaRDI QIDQ4986328
Publication date: 27 April 2021
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.08088
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15) Statistical aspects of big data and data science (62R07)
Related Items (5)
Backfitting for large scale crossed random effects regressions ⋮ 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 ⋮ Fitting a deeply nested hierarchical model to a large book review dataset using a moment-based estimator ⋮ Scalable logistic regression with crossed random effects
This page was built for publication: ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS