rpql: Regularized PQL for Joint Selection in GLMMs
Version 0.5

Performs joint selection in Generalized Linear Mixed Models (GLMMs) using penalized likelihood methods. Specifically, the Penalized Quasi-Likelihood (PQL) is used as a loss function, and penalties are then "added on" to perform simultaneous fixed and random effects selection. Regularized PQL avoids the need for integration (or approximations such as the Laplace's method) during the estimation process, and so the full solution path for model selection can be constructed relatively quickly.

Package details

AuthorFrancis K.C. Hui, Samuel Mueller, A.H. Welsh
Date of publication2016-10-07 09:23:08
MaintainerFrancis Hui <fhui28@gmail.com>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the rpql package in your browser

Any scripts or data that you put into this service are public.

rpql documentation built on May 30, 2017, 3:36 a.m.