Regularization in dynamic random‐intercepts models for analysis of longitudinal data
From MaRDI portal
Publication:6073414
DOI10.1111/sjos.12592OpenAlexW4224225582MaRDI QIDQ6073414
Unnamed Author, Reyhaneh Rikhtehgaran
Publication date: 11 October 2023
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12592
Cites Work
- Unnamed Item
- Unnamed Item
- Random-Effects Models for Longitudinal Data
- The Adaptive Lasso and Its Oracle Properties
- Model selection in linear mixed effect models
- Statistics for high-dimensional data. Methods, theory and applications.
- \(\ell_{1}\)-penalization for mixture regression models
- Autoregressive process modeling via the Lasso procedure
- The econometrics of panel data. Handbook of theory and applications.
- One-step sparse estimates in nonconcave penalized likelihood models
- Formulation and estimation of dynamic models using panel data
- Estimating the dimension of a model
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Asymptotics for Lasso-type estimators.
- Variable selection in linear mixed effects models
- Pathwise coordinate optimization
- Estimation for High-Dimensional Linear Mixed-Effects Models Using ℓ1-Penalization
- Fixed and Random Effects Selection in Mixed Effects Models
- Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Panel Data and Unobservable Individual Effects
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Mixed-Effects Models in S and S-PLUS
- Mixed Models
- A simultaneous variable selection methodology for linear mixed models
- Bayesian model selection in linear mixed models for longitudinal data
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- An application of Dirichlet process in clustering subjects via variance shift models: A course-evaluation study
- Penalized regression models with autoregressive error terms
- Regularization Parameter Selections via Generalized Information Criterion
- Linear Model Selection by Cross-Validation
- Linear Statistical Inference and its Applications
- Linear mixed models for longitudinal data
- A new look at the statistical model identification
This page was built for publication: Regularization in dynamic random‐intercepts models for analysis of longitudinal data
