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Variable selection in elliptical linear mixed model
Date
2020-08-01
Author
Gökalp Yavuz, Fulya
Arslan, Olcay
Metadata
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Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
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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.
Subject Keywords
Statistics, Probability and Uncertainty
,
Statistics and Probability
URI
https://hdl.handle.net/11511/35743
Journal
JOURNAL OF APPLIED STATISTICS
DOI
https://doi.org/10.1080/02664763.2019.1702928
Collections
Department of Statistics, Article
Citation Formats
IEEE
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MLA
BibTeX
F. Gökalp Yavuz and O. Arslan, “Variable selection in elliptical linear mixed model,”
JOURNAL OF APPLIED STATISTICS
, vol. 47, no. 11, pp. 2025–2043, 2020, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/35743.