Implements a partial linear semiparametric mixed-effects model (PLSMM) featuring a random intercept and applies a lasso penalty to both the fixed effects and the coefficients associated with the nonlinear function. The model also accommodates interactions between the nonlinear function and a grouping variable, allowing for the capture of group-specific nonlinearities. Nonlinear functions are modeled using a set of bases functions. Estimation is conducted using a penalized Expectation-Maximization algorithm, and the package offers flexibility in choosing between various information criteria for model selection. Post-selection inference is carried out using a debiasing method, while inference on the nonlinear functions employs a bootstrap approach.
Package details |
|
---|---|
Author | Sami Leon [aut, cre, cph] (<https://orcid.org/0000-0001-9138-9450>), Tong Tong Wu [ths] (<https://orcid.org/0000-0002-1175-9923>) |
Maintainer | Sami Leon <samileon@hotmail.fr> |
License | GPL (>= 3) |
Version | 1.1.0 |
URL | https://github.com/Sami-Leon/plsmmLasso |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.