Fixed and Random Effects Selection by REML and Pathwise Coordinate Optimization
Fixed and Random Effects Selection by REML and Pathwise Coordinate Optimization
We propose a two-stage model selection procedure for the linear mixed-effects models. The procedure consists of two steps: First, penalized restricted log-likelihood is used to select the random effects, and this is done by adopting a Newton-type algorithm. Next, the penalized log-likelihood is used to select the fixed effects via …