Variable selection in elliptical linear mixed model

The research article “Variable selection in elliptical linear mixed model”, co-authored by METU member Asst. Prof. Fulya Gökalp Yavuz, has been published in Journal of Applied Statistics.

Variable selection in elliptical Linear Mixed Models (LMMs) with a shrinkage penalty function (SPF) is the main scope of this study. SPFs are applied for parameter estimation and variable selection simultaneously. The smoothly clipped absolute deviation penalty (SCAD) is one of the SPFs and it is adapted into the elliptical LMM in this study. The proposed idea is highly applicable to a variety of models which are set up with different distributions such as normal, student-t, Pearson VII, power exponential and so on. Simulation studies and real data example with one of the elliptical distributions show that if the variable selection is also a concern, it is worthwhile to carry on the variable selection and the parameter estimation simultaneously in the elliptical LMM.

Gokalp Yavuz, F., & Arslan, O. (2020). Variable selection in elliptical linear mixed model. Journal of Applied Statistics, 47(11), 2025-2043. doi:10.1080/02664763.2019.1702928

Article access: https://www.tandfonline.com/doi/full/10.1080/02664763.2019.1702928

Keywords:

Elliptical distributions; mixed models; robust; shrinkage functions; variable selection

Other author:

Arslan, Ö.