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Related papers: Variable selection in linear mixed effects models

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Mixed-effect models are very popular for analyzing data with a hierarchical structure, e.g. repeated observations within subjects in a longitudinal design, patients nested within centers in a multicenter design. However, recently, due to…

Methodology · Statistics 2019-05-09 Abhik Ghosh , Magne Thoresen

This paper is concerned with the selection of fixed effects along with the estimation of fixed effects, random effects and variance components in the linear mixed-effects model. We introduce a selection procedure based on an adaptive ridge…

Methodology · Statistics 2017-05-08 Eric Adjakossa , Grégory Nuel

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

Methodology · Statistics 2021-10-19 Edouard Ollier

We consider joint selection of fixed and random effects in general mixed-effects models. The interpretation of estimated mixed-effects models is challenging since changing the structure of one set of effects can lead to different choices of…

Methodology · Statistics 2020-02-26 Maud Delattre , Marie-Anne Poursat

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

We consider linear mixed models in which the observations are grouped. A L1-penalization on the fixed effects coefficients of the log-likelihood obtained by considering the random effects as missing values is proposed. A multicycle ECM…

Computation · Statistics 2013-01-29 Florian Rohart , Magali San-Cristobal , Béatrice Laurent

Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…

Methodology · Statistics 2025-12-24 Richard Tawiah , Shu Kay Ng , Geoffrey J. McLachlan

Recently, interest has grown in the use of proxy variables of unobserved confounding for inferring the causal effect in the presence of unmeasured confounders from observational data. One difficulty inhibiting the practical use is finding…

Machine Learning · Computer Science 2024-05-28 Feng Xie , Zhengming Chen , Shanshan Luo , Wang Miao , Ruichu Cai , Zhi Geng

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

Methodology · Statistics 2021-03-10 Sai Li , Tony T. Cai , Hongzhe Li

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult…

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

This paper focuses on variable selection for a partially linear single-index varying-coefficient model. A regularized variable selection procedure by combining basis function approximations with SCAD penalty is proposed. It can…

Statistics Theory · Mathematics 2024-12-19 Lijuan Han , Liugen Xue , Junshan Xie

We propose a new model selection criterion for mixed effects regression models that is computable when the model is fitted with a two-step method, even when the structure and the distribution of the random effects are unknown. The criterion…

Methodology · Statistics 2018-03-14 Radu V. Craiu , Thierry Duchesne

This work addresses the issue of large covariance matrix estimation in high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed. However, these algorithms cannot be…

Information Theory · Computer Science 2016-07-29 Fei Wen , Yuan Yang , Peilin Liu , Robert C. Qiu

Variational inference is an alternative estimation technique for Bayesian models. Recent work shows that variational methods provide consistent estimation via efficient, deterministic algorithms. Other tools, such as model selection using…

Methodology · Statistics 2023-08-01 Mark J. Meyer , Selina Carter , Elizabeth J. Malloy

Variable selection remains a difficult problem, especially for generalized linear mixed models (GLMMs). While some frequentist approaches to simultaneously select joint fixed and random effects exist, primarily through the use of…

Methodology · Statistics 2024-12-03 Feng Ding , Ian Laga

Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $\Omega(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian…

Methodology · Statistics 2025-05-01 Ruggero Bellio , Swarnadip Ghosh , Art B. Owen , Cristiano Varin

Background: Pairwise and network meta-analyses using fixed effect and random effects models are commonly applied to synthesise evidence from randomised controlled trials. The models differ in their assumptions and the interpretation of the…

Methodology · Statistics 2017-08-04 Shijie Ren , Jeremy E. Oakley , John W. Stevens
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