Skip to content

oyvble/lme1en

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

11 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

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}}

About

Elastic Net with random batch effects (p very large)

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published