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VARIABLE SELECTION IN LINEAR MIXED EFFECTS MODELS

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed effects. To overcome the difficulty of unknown covariance matrix of...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Fan, Yingying, Li, Runze
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2012
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC4026175/
https://ncbi.nlm.nih.gov/pubmed/24850975
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/12-AOS1028
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