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Fixed and Random Effects Selection in Mixed Effects Models

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  • Joseph G. Ibrahim
  • Hongtu Zhu
  • Ramon I. Garcia
  • Ruixin Guo

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  • Joseph G. Ibrahim & Hongtu Zhu & Ramon I. Garcia & Ruixin Guo, 2011. "Fixed and Random Effects Selection in Mixed Effects Models," Biometrics, The International Biometric Society, vol. 67(2), pages 495-503, June.
    • Handle: RePEc:bla:biomet:v:67:y:2011:i:2:p:495-503
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2010.01463.x
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    8. Howard D. Bondell & Arun Krishna & Sujit K. Ghosh, 2010. "Joint Variable Selection for Fixed and Random Effects in Linear Mixed-Effects Models," Biometrics, The International Biometric Society, vol. 66(4), pages 1069-1077, December.
    9. Jianwen Cai & Jianqing Fan & Runze Li & Haibo Zhou, 2005. "Variable selection for multivariate failure time data," Biometrika, Biometrika Trust, vol. 92(2), pages 303-316, June.
    10. Jianqing Fan & Runze Li, 2004. "New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 710-723, January.
    11. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    12. Hansheng Wang & Runze Li & Chih-Ling Tsai, 2007. "Tuning parameter selectors for the smoothly clipped absolute deviation method," Biometrika, Biometrika Trust, vol. 94(3), pages 553-568.
    13. Zhen Chen & David B. Dunson, 2003. "Random Effects Selection in Linear Mixed Models," Biometrics, The International Biometric Society, vol. 59(4), pages 762-769, December.
    14. Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
    15. Gurka, Matthew J., 2006. "Selecting the Best Linear Mixed Model Under REML," The American Statistician, American Statistical Association, vol. 60, pages 19-26, February.
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    Cited by:

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    2. Craiu, Radu V. & Duchesne, Thierry, 2018. "A scalable and efficient covariate selection criterion for mixed effects regression models with unknown random effects structure," Computational Statistics & Data Analysis, Elsevier, vol. 117(C), pages 154-161.
    3. Daniel R. Kowal, 2023. "Subset selection for linear mixed models," Biometrics, The International Biometric Society, vol. 79(3), pages 1853-1867, September.
    4. Hang Lai & Xin Gao, 2023. "Modified BIC Criterion for Model Selection in Linear Mixed Models," Mathematics, MDPI, vol. 11(9), pages 1-26, May.
    5. Jan Pablo Burgard & Joscha Krause & Ralf Münnich, 2019. "Penalized Small Area Models for the Combination of Unit- and Area-level Data," Research Papers in Economics 2019-05, University of Trier, Department of Economics.
    6. Zangdong He & Wanzhu Tu & Sijian Wang & Haoda Fu & Zhangsheng Yu, 2015. "Simultaneous variable selection for joint models of longitudinal and survival outcomes," Biometrics, The International Biometric Society, vol. 71(1), pages 178-187, March.
    7. Simona Buscemi & Antonella Plaia, 2020. "Model selection in linear mixed-effect models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(4), pages 529-575, December.
    8. Shakhawat Hossain & Trevor Thomson & Ejaz Ahmed, 2018. "Shrinkage estimation in linear mixed models for longitudinal data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(5), pages 569-586, July.
    9. Rohart, Florian & San Cristobal, Magali & Laurent, Béatrice, 2014. "Selection of fixed effects in high dimensional linear mixed models using a multicycle ECM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 80(C), pages 209-222.
    10. Abhik Ghosh & Magne Thoresen, 2018. "Non-concave penalization in linear mixed-effect models and regularized selection of fixed effects," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 179-210, April.
    11. Po-Hsien Huang & Hung Chen & Li-Jen Weng, 2017. "A Penalized Likelihood Method for Structural Equation Modeling," Psychometrika, Springer;The Psychometric Society, vol. 82(2), pages 329-354, June.
    12. Kramlinger, Peter & Schneider, Ulrike & Krivobokova, Tatyana, 2023. "Uniformly valid inference based on the Lasso in linear mixed models," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
    13. Ping Wu & Xinchao Luo & Peirong Xu & Lixing Zhu, 2017. "New variable selection for linear mixed-effects models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(3), pages 627-646, June.
    14. Mojtaba Ganjali & Taban Baghfalaki, 2018. "Application of Penalized Mixed Model in Identification of Genes in Yeast Cell-Cycle Gene Expression Data," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 6(2), pages 38-41, April.
    15. Sheilla Aoko OTIENO & Benson Munyali WAMALWA & Nelson Owuor ONYANGO & Joseph Antony Makoteku OTTIENO & Victor ONGOMA, 2015. "Comparison Of Least Absolute Shrinkage And Selection Operator And Maximum Likelihood Estimators To Establish Determinants Of Immunization In Trans-Nzoia County," Journal of Social and Economic Statistics, Bucharest University of Economic Studies, vol. 4(1), pages 29-45, JULY.
    16. Kin Yau Wong & Yair Goldberg & Jason P. Fine, 2016. "Oracle estimation of parametric models under boundary constraints," Biometrics, The International Biometric Society, vol. 72(4), pages 1173-1183, December.
    17. Jieyi Yi & Niansheng Tang, 2022. "Variational Bayesian Inference in High-Dimensional Linear Mixed Models," Mathematics, MDPI, vol. 10(3), pages 1-19, January.

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