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Hierarchical selection of fixed and random effects in generalized linear mixed models

Hui, F.K.C.; Mueller, S.; Welsh, Alan


In many applications of generalized linear mixed models(GLMMs), there is a hierarchical structure in the effects that needs to be taken into account when performing variable selection. A prime example of this is when fitting mixed models to longitudinal data, where it is usual for covariates to be included as only fixed effects or as composite (fixed and random) effects. In this article, we propose the first regularization method that can deal with large numbers of candidate GLMMs while...[Show more]

CollectionsANU Research Publications
Date published: 2017-04
Type: Journal article
Source: Statistica Sinica
DOI: 10.5705/ss.202015.0329
Access Rights: Open Access


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