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Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
For high-dimensional linear regression models, we review and compare several estimators of variances τ2 and σ2 of the random slopes and errors, respectively. These variances relate directly to ridge regression penalty λ and heritability index h2, often used in genetics. Several estimators of these, either based on cross-validation (CV) or …