Double Penalized Expectile Regression for Linear Mixed Effects Model

Double Penalized Expectile Regression for Linear Mixed Effects Model

This paper constructs the double penalized expectile regression for linear mixed effects model, which can estimate coefficient and choose variable for random and fixed effects simultaneously. The method based on the linear mixed effects model by cojoining double penalized expectile regression. For t...

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Bibliographic Details
Main Authors: Sihan Gao, Jiaqing Chen, Zihao Yuan, Jie Liu, Yangxin Huang
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Symmetry
Subjects:
double penalized
mixed effects
expectile regression
Lasso algorithm
Online Access:https://www.mdpi.com/2073-8994/14/8/1538

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