Random effects selection in generalized linear mixed models via shrinkage penalty function

DOI10.1007/s11222-013-9398-0zbMath1322.62191OpenAlexW2161564122MaRDI QIDQ746316

Chao Huang, Jian-Xin Pan

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-013-9398-0

zbMATH Keywords

random effectspenalty functiongeneralized linear mixed modelsmodified Cholesky decompositionpenalized quasi-likelihood

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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