The use of random-effect models for high-dimensional variable selection problems

Title
The use of random-effect models for high-dimensional variable selection problems
Authors
Keywords
Generalized linear model, Hierarchical likelihood, High-dimension, Random effect, Unbounded penalty, Variable selection
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 103, Issue -, Pages 401-412
Publisher
Elsevier BV
Online
2016-06-11
DOI
10.1016/j.csda.2016.05.016

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