Variable Selection in Linear Mixed Effects Models.
نویسندگان
چکیده
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 random effects, we propose to use a proxy matrix in the penalized profile likelihood. We establish conditions on the choice of the proxy matrix and show that the proposed procedure enjoys the model selection consistency where the number of fixed effects is allowed to grow exponentially with the sample size. We further propose a group variable selection strategy to simultaneously select and estimate important random effects, where the unknown covariance matrix of random effects is replaced with a proxy matrix. We prove that, with the proxy matrix appropriately chosen, the proposed procedure can identify all true random effects with asymptotic probability one, where the dimension of random effects vector is allowed to increase exponentially with the sample size. Monte Carlo simulation studies are conducted to examine the finite-sample performance of the proposed procedures. We further illustrate the proposed procedures via a real data example.
منابع مشابه
Scalable Bayesian Kernel Models with Variable Selection
Nonlinear kernels are used extensively in regression models in statistics and machine learning since they often improve predictive accuracy. Variable selection is a challenge in the context of kernel based regression models. In linear regression the concept of an effect size for the regression coefficients is very useful for variable selection. In this paper we provide an analog for the effect ...
متن کاملParameter Estimation in Spatial Generalized Linear Mixed Models with Skew Gaussian Random Effects using Laplace Approximation
Spatial generalized linear mixed models are used commonly for modelling non-Gaussian discrete spatial responses. We present an algorithm for parameter estimation of the models using Laplace approximation of likelihood function. In these models, the spatial correlation structure of data is carried out by random effects or latent variables. In most spatial analysis, it is assumed that rando...
متن کاملVariable Selection in Linear Mixed Effects Models By
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 random effects, we propose to use a proxy matrix in the penalized profile likelihood. We establi...
متن کاملCalculation of Inbreeding Depression Effects on Subclinical Mastitis Using Three Different Models
Pedigree information of 3972 Holstein cows and bulls, from 1961 to 2008, was used to calculate inbreeding coefficients and their effects on production traits and subclinical mastitis of dairy farm cows inAzerbaijan province,Iran. Inbreeding was included in a linear mixed model as a class variable. Data were analyzed using the PROC MIXED of SAS by MIVQUE method. Results showed that average inbre...
متن کاملPERFORMANCE OF DIFFERENT ANT-BASED ALGORITHMS FOR OPTIMIZATION OF MIXED VARIABLE DOMAIN IN CIVIL ENGINEERING DESIGNS
Ant colony optimization algorithms (ACOs) have been basically introduced to discrete variable problems and applied to different research domains in several engineering fields. Meanwhile, abundant studies have been already involved to adapt different ant models to continuous search spaces. Assessments indicate competitive performance of ACOs on discrete or continuous domains. Therefore, as poten...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Annals of statistics
دوره 40 4 شماره
صفحات -
تاریخ انتشار 2012