Variable selection in elliptical linear mixed model

被引:0
|
作者
Yavuz, Fulya Gokalp [1 ]
Arslan, Olcay [2 ]
机构
[1] Middle East Tech Univ, Dept Stat, Ankara, Turkey
[2] Ankara Univ, Dept Stat, Ankara, Turkey
关键词
Elliptical distributions; mixed models; robust; shrinkage functions; variable selection; LIKELIHOOD; ALGORITHMS;
D O I
10.1080/02664763.2019.1702928
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Variable selection in elliptical Linear Mixed Models (LMMs) with a shrinkage penalty function (SPF) is the main scope of this study. SPFs are applied for parameter estimation and variable selection simultaneously. The smoothly clipped absolute deviation penalty (SCAD) is one of the SPFs and it is adapted into the elliptical LMM in this study. The proposed idea is highly applicable to a variety of models which are set up with different distributions such as normal, student-t, Pearson VII, power exponential and so on. Simulation studies and real data example with one of the elliptical distributions show that if the variable selection is also a concern, it is worthwhile to carry on the variable selection and the parameter estimation simultaneously in the elliptical LMM.
引用
收藏
页码:2025 / 2043
页数:19
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