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This paper concerns the development of an inferential framework for high-dimensional linear mixed effect models. These are suitable models, for instance, when we have $n$ repeated measurements for $M$ subjects. We consider a scenario where…

Methodology · Statistics 2019-12-17 Lina Lin , Mathias Drton , Ali Shojaie

This paper studies a very flexible model that can be used widely to analyze the relation between a response and multiple covariates. The model is nonparametric, yet renders easy interpretation for the effects of the covariates. The model…

Statistics Theory · Mathematics 2012-10-18 Young K. Lee , Enno Mammen , Byeong U. Park

We describe the \proglang{R} package \pkg{glmmrBase} and an extension \pkg{glmmrOptim}. \pkg{glmmrBase} provides a flexible approach to specifying, fitting, and analysing generalised linear mixed models. We use an object-orientated class…

Computation · Statistics 2024-03-15 Samuel I. Watson

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

We consider an additive partially linear framework for modelling massive heterogeneous data. The major goal is to extract multiple common features simultaneously across all sub-populations while exploring heterogeneity of each…

Methodology · Statistics 2019-01-01 Binhuan Wang , Yixin Fang , Heng Lian , Hua Liang

This article focuses on parameter estimation of multi-levels nonlinear mixed effects models (MNLMEMs). These models are used to analyze data presenting multiple hierarchical levels of grouping (cluster data, clinical trials with several…

Methodology · Statistics 2008-12-18 Xavière Panhard , Adeline Samson

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

This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…

Methodology · Statistics 2017-09-20 Jarod Y. L. Lee , Peter J. Green , Louise M. Ryan

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

Machine Learning · Statistics 2025-11-04 Mitchell L. Prevett , Francis K. C. Hui , Zhi Yang Tho , A. H. Welsh , Anton H. Westveld

Nonlinear mixed effects modeling is a powerful tool when analyzing data from several entities in an experiment. In this paper, we present NLMEModeling, a package for mixed effects modeling in Wolfram Mathematica. NLMEModeling supports mixed…

Computation · Statistics 2020-11-16 Jacob Leander , Joachim Almquist , Anna Johnning , Julia Larsson , Mats Jirstrand

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…

Methodology · Statistics 2019-08-21 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…

Methodology · Statistics 2023-06-27 Nadja Klein , Torsten Hothorn , Luisa Barbanti , Thomas Kneib

Distributed statistical inference has recently attracted immense attention. The asymptotic efficiency of the maximum likelihood estimator (MLE), the one-step MLE, and the aggregated estimating equation estimator are established for…

Methodology · Statistics 2020-08-14 Ping Zhou , Zhen Yu , Jingyi Ma , Maozai Tian , Ye Fan

Growth curve models are popular tools for studying the development of a response variable within subjects over time. Heterogeneity between subjects is common in such models, and researchers are typically interested in explaining or…

Methodology · Statistics 2025-10-07 Marjolein Fokkema , Achim Zeileis

Longitudinal studies of a binary outcome are common in the health, social, and behavioral sciences. In general, a feature of random effects logistic regression models for longitudinal binary data is that the marginal functional form, when…

Non-linear mixed effects modeling and simulation (NLME M&S) is evaluated to be used for standardization with longitudinal data in presence of confounders. Standardization is a well-known method in causal inference to correct for confounding…

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…

Machine Learning · Statistics 2019-11-25 Junjie Liang , Dongkuan Xu , Yiwei Sun , Vasant Honavar

A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…

Methodology · Statistics 2020-01-23 Emi Tanaka , Francis K. C. Hui

Large-scale data are often characterized by some degree of inhomogeneity as data are either recorded in different time regimes or taken from multiple sources. We look at regression models and the effect of randomly changing coefficients,…

Methodology · Statistics 2016-08-11 Nicolai Meinshausen , Peter Bühlmann