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:

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

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oyvble / lme1en Goto Github PK

lme1en's Introduction