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In this paper, we introduce the Generalized Mixed Regularized Reduced Rank Regression model (GMR4), an extension of the GMR3 model designed to improve performance in high-dimensional settings. GMR3 is a regression method for a mix of…

Methodology · Statistics 2025-12-16 Lorenza Cotugno , Mark de Rooij , Roberta Siciliano

Meta-analytical models are typically formulated as a mixed-effects model where the sampling variances of the effect sizes are treated as known. In principle, such models could be fitted with standard mixed-modelling software such as the…

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

Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…

Computation · Statistics 2019-03-19 Aliaksandr Hubin , Geir Storvik

Bayesian Generalized Nonlinear Models (BGNLM) offer a flexible nonlinear alternative to GLM while still providing better interpretability than machine learning techniques such as neural networks. In BGNLM, the methods of Bayesian Variable…

Computation · Statistics 2023-12-29 Jon Lachmann , Aliaksandr Hubin

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…

Machine Learning · Statistics 2017-11-07 Jason Xu , Eric C. Chi , Kenneth Lange

In this paper, we study the nonparametric linear model, when the error process is a dependent Gaussian process. We focus on the estimation of the mean vector via a model selection approach. We first give the general theoretical form of the…

Statistics Theory · Mathematics 2020-05-05 Emmanuel Caron , Jérôme Dedecker , Bertrand Michel

Model-based trees are used to find subgroups in data which differ with respect to model parameters. In some applications it is natural to keep some parameters fixed globally for all observations while asking if and how other parameters vary…

Computation · Statistics 2025-10-07 Heidi Seibold , Torsten Hothorn , Achim Zeileis

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…

Methodology · Statistics 2019-06-11 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu

In clinical trials, studies often present longitudinal data or clustered data. These studies are commonly analyzed using linear mixed models (LMMs), usually considering Gaussian assumptions for random effect and error terms. Recently,…

Methodology · Statistics 2021-09-28 Fernanda L. Schumacher , Larissa A. Matos , Celso R. B. Cabral

The generalized persistence (GP) model, developed in the context of estimating ``value added'' by individual teachers to their students' current and future test scores, is one of the most flexible value-added models in the literature.…

Applications · Statistics 2014-04-01 Andrew T. Karl , Yan Yang , Sharon L. Lohr

Many multivariate statistical analysis methods and their corresponding probabilistic counterparts have been adopted to develop process monitoring models in recent decades. However, the insightful connections between them have rarely been…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Wanke Yu , Min Wu , Biao Huang , Chengda Lu

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

SEMMS (Scalable Empirical-Bayes Model for Marker Selection) is a variable-selection procedure for generalized linear models that uses a three-component normal mixture prior on regression coefficients. In its original form, SEMMS assumes…

Computation · Statistics 2026-03-18 Haim Bar , Martin T. Wells

In industrial experiments, controlling variability is of paramount importance to ensure product quality. Classical regression models for mixture experiments are widely used in industry, however, when the assumption of constant variance is…

Methodology · Statistics 2022-06-07 Edmilson Rodrigues Pinto , Leandro Alves Pereira

Generalized linear models (GLMs) have been used quite effectively in the modeling of a mean response under nonstandard conditions, where discrete as well as continuous data distributions can be accommodated. The choice of design for a GLM…

Statistics Theory · Mathematics 2016-08-14 André I. Khuri , Bhramar Mukherjee , Bikas K. Sinha , Malay Ghosh

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

Methodology · Statistics 2023-04-03 Corinne Emmenegger , Peter Bühlmann