README.md

lme1en

A linear model with random intercept effects and Elastic Net penalty

Suitable for (p >> n)

Installation: devtools::install_github("oyvble/lme1en")

Modell: For observation i within batch b:

y_(b,i)=x_(b,i)^T β+η_b+ϵ_(b,i)

\epsilon_{b, i} \sim \text {iid. } N\left(0, \sigma_{\epsilon}^{2}\right)

\eta_{b} \sim \text {iid.} N\left(0, \sigma_{\eta}^{2}\right)

Elastic Net penalties on beta. The package use following reparameterisation:

\rho = \frac{\sigma_{\eta}^{2}}{\sigma_{\epsilon}^{2}+\sigma_{\eta}^{2}}



oyvble/lme1en documentation built on April 30, 2020, 2:41 p.m.