GLMMLasso: An algorithm for high- dimensional generalized linear mixed models using ℓ1-penalization

Journal of Computational and Graphical Statistics

Volumn 23, Issue 2, 2014, Pages 460-477

  Schelldorfer, Jürg ^a   Meier, Lukas ^b   Bühlmann, Peter ^b  

^a AXAWinterthur ^*  (Switzerland)

^b ETH ZURICH   (Switzerland)

Author keywords

Coordinate gradient descent; Laplace approximation; Random effects model; Variable selection

Indexed keywords

EID: 84901762061     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.2013.773239     Document Type: Article

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