splmm (version 1.1.2)

splmm-package: splmm

Description

splmm

Details

The DESCRIPTION file: splmm splmm

Contains functions that fit linear mixed-effects models for high-dimensional data (p>>n) with penalty for both the fixed effects and random effects for variable selection.

References

Luoying Yang PhD thesis

SCHELLDORFER, J., BUHLMANN, P. and DE GEER, S.V. (2011), Estimation for High-Dimensional Linear Mixed-Effects Models Using L1-Penalization. Scandinavian Journal of Statistics, 38: 197-214. doi:10.1111/j.1467-9469.2011.00740.x

Examples

# NOT RUN {
## Use splmm on the Kenya school cognitive data set


data(cognitive)

x <- model.matrix(ravens ~ schoolid+treatment+relyear+sex+age_at_time0+height+weight+head_circ+ses1
      +readtest+writetest+yrsofsch, cognitive)
z <- model.matrix(ravens ~ schoolid+treatment+relyear, cognitive)

fit <- splmm(x=x,y=cognitive$ravens,z=z,grp=cognitive$id,lam1=0.01,
lam2=0.01,penalty.b="scad", penalty.L="scad")
summary(fit)
# }
# NOT RUN {
# }

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