[R] lasso based selection for mixed model
schell
schell at stat.math.ethz.ch
Fri Dec 23 13:46:58 CET 2011
Dear Dieter
There has been some effort examining Lasso-type estimators for mixed models.
It is more involved than with other type of models.
We have studied Gaussian and generalized linear mixed models including a
Lasso-type penalty for the fixed effects and we are now able to provide two
packages: lmmlasso and glmmlasso. Both are available from R-Forge (the
former even from CRAN).
Andreas Groll provides the glmmLasso package, which is available from CRAN.
Juerg Schelldorfer
--
View this message in context: http://r.789695.n4.nabble.com/lasso-based-selection-for-mixed-model-tp887308p4228495.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list