plsmmLasso: Variable Selection and Inference for Partial Semiparametric Linear Mixed-Effects Model

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.

Getting started

Package details

AuthorSami Leon [aut, cre, cph] (<https://orcid.org/0000-0001-9138-9450>), Tong Tong Wu [ths] (<https://orcid.org/0000-0002-1175-9923>)
MaintainerSami Leon <samileon@hotmail.fr>
LicenseGPL (>= 3)
Version1.1.0
URL https://github.com/Sami-Leon/plsmmLasso
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("plsmmLasso")

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plsmmLasso documentation built on June 22, 2024, 9:35 a.m.