Empirical model selection in generalized linear mixed effects models
✍ Scribed by Christian Lavergne; Marie-José Martinez; Catherine Trottier
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 155 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0943-4062
No coin nor oath required. For personal study only.
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## Abstract Without realizing the fact that the time‐dependent covariates corresponding to the repeated discrete responses under a generalized linear longitudinal model (GLLM) cause non‐stationary (time dependent) correlations for the repeated responses, many existing studies use a stationary (eith
## Discussion 'Model selection for generalized linear models with factor-augmented predictors' Professors Ando and Tsay should be congratulated for such nice work, which provides an effective statistical method to handle high-dimensional data sets with generalized linear models. In this discussio
We would like to thank all the discussants for their wide-ranging discussions and constructive suggestions. They provide many useful references and directions for further research. We organize our reply in sections and hope that they can attract more discussions and encourage deeper research and dev
## Abstract This paper considers generalized linear models in a data‐rich environment in which a large number of potentially useful explanatory variables are available. In particular, it deals with the case that the sample size and the number of explanatory variables are of similar sizes. We adopt