Sparse Estimation Strategies in Linear Mixed Effect Models for High-Dimensional Data Application

In a host of business applications, biomedical and epidemiological studies, the problem of multicollinearity among predictor variables is a frequent issue in longitudinal data analysis for linear mixed models (LMM). We consider an efficient estimation strategy for high-dimensional data application,...

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Bibliographic Details

Published in:	Entropy
Main Authors:	Eugene A. Opoku, Syed Ejaz Ahmed, Farouk S. Nathoo
Format:	Article
Language:	English
Published:	MDPI AG 2021-10-01
Subjects:	linear mixed model ridge estimation pretest and shrinkage estimation multicollinearity asymptotic bias and risk LASSO estimation
Online Access:	https://www.mdpi.com/1099-4300/23/10/1348