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ABSTRACT:
SUBMITTER: Ibrahim JG
PROVIDER: S-EPMC3041932 | biostudies-literature | 2011 Jun
REPOSITORIES: biostudies-literature
Ibrahim Joseph G JG Zhu Hongtu H Garcia Ramon I RI Guo Ruixin R
Biometrics 20100721 2
We consider selecting both fixed and random effects in a general class of mixed effects models using maximum penalized likelihood (MPL) estimation along with the smoothly clipped absolute deviation (SCAD) and adaptive least absolute shrinkage and selection operator (ALASSO) penalty functions. The MPL estimates are shown to possess consistency and sparsity properties and asymptotic normality. A model selection criterion, called the IC(Q) statistic, is proposed for selecting the penalty parameters ...[more]