Selection of Fixed Effects in High-dimensional Generalized Linear Mixed Models

被引：0
|
作者：
Xi Yun ZHANG [1 ]
Zai Xing LI [1 ]
机构：
[1] School of Science, China University of Mining & Technology (Beijing)
来源：
Acta Mathematica Sinica,English Series | 2023年 / 06期
基金：
中央高校基本科研业务费专项资金资助; 中国国家自然科学基金;
关键词：
D O I：
暂无
中图分类号：
O141.4 [模型理论];
学科分类号：
010104 ; 010105 ; 070104 ;
摘要：
The selection of fixed effects is studied in high-dimensional generalized linear mixed models(HDGLMMs) without parametric distributional assumptions except for some moment conditions.The iterative-proxy-based penalized quasi-likelihood method(IPPQL) is proposed to select the important fixed effects where an iterative proxy matrix of the covariance matrix of the random effects is constructed and the penalized quasi-likelihood is adapted.We establish the model selection consistency with oracle properties even for dimensionality of non-polynomial(NP) order of sample size.Simulation studies show that the proposed procedure works well.Besides,a real data is also analyzed.
引用
收藏
页码：995 / 1021
页数：27
相关论文
共 50 条
  • [1] Selection of Fixed Effects in High-dimensional Generalized Linear Mixed Models
    Zhang, Xi Yun
    Li, Zai Xing
    [J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2023, 39 (06) : 995 - 1021
  • [2] Selection of Fixed Effects in High-dimensional Generalized Linear Mixed Models
    Xi Yun Zhang
    Zai Xing Li
    [J]. Acta Mathematica Sinica, English Series, 2023, 39 : 995 - 1021
  • [3] Fixed Effects Testing in High-Dimensional Linear Mixed Models
    Bradic, Jelena
    Claeskens, Gerda
    Gueuning, Thomas
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2020, 115 (532) : 1835 - 1850
  • [4] Variable selection in high-dimensional double generalized linear models
    Dengke Xu
    Zhongzhan Zhang
    Liucang Wu
    [J]. Statistical Papers, 2014, 55 : 327 - 347
  • [5] Variable selection in high-dimensional double generalized linear models
    Xu, Dengke
    Zhang, Zhongzhan
    Wu, Liucang
    [J]. STATISTICAL PAPERS, 2014, 55 (02) : 327 - 347
  • [6] Linear-mixed effects models for feature selection in high-dimensional NMR spectra
    Mei, Yajun
    Kim, Seoung Bum
    Tsui, Kwok-Leung
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2009, 36 (03) : 4703 - 4708
  • [7] Double penalized variable selection for high-dimensional partial linear mixed effects models
    Yang, Yiping
    Luo, Chuanqin
    Yang, Weiming
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2024, 204
  • [8] HIERARCHICAL SELECTION OF FIXED AND RANDOM EFFECTS IN GENERALIZED LINEAR MIXED MODELS
    Hui, Francis K. C.
    Mueller, Samuel
    Welsh, A. H.
    [J]. STATISTICA SINICA, 2017, 27 (02) : 501 - 518
  • [9] Covariate Selection in High-Dimensional Generalized Linear Models With Measurement Error
    Sorensen, Oystein
    Hellton, Kristoffer Herland
    Frigessi, Arnoldo
    Thoresen, Magne
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2018, 27 (04) : 739 - 749
  • [10] Feature Screening for High-Dimensional Variable Selection in Generalized Linear Models
    Jiang, Jinzhu
    Shang, Junfeng
    [J]. ENTROPY, 2023, 25 (06)
12345