Variable selection in elliptical linear mixed model

Üniversitemiz Dr. Öğr. Üyesi Fulya Gökalp Yavuz'un yazarları arasında bulunduğu “Variable selection in elliptical linear mixed model” başlıklı makale Journal of Applied Statistics’te yayınlandı.

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

Makaleye erişim için: https://www.tandfonline.com/doi/full/10.1080/02664763.2019.1702928

Anahtar sözcükler:

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

Diğer Yazar:

Arslan, Ö.