Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.

Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient boosting and likelihood-based boosting. An extensive framewor...

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Autores principales: Colin Griesbach, Andreas Groll, Elisabeth Bergherr
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Publicado: Public Library of Science (PLoS) 2021
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Acceso en línea:https://doaj.org/article/4b52185acd62433d8f95dc84ac26e9e0
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spelling oai:doaj.org-article:4b52185acd62433d8f95dc84ac26e9e02021-12-02T20:09:21ZAddressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.1932-620310.1371/journal.pone.0254178https://doaj.org/article/4b52185acd62433d8f95dc84ac26e9e02021-01-01T00:00:00Zhttps://doi.org/10.1371/journal.pone.0254178https://doaj.org/toc/1932-6203Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient boosting and likelihood-based boosting. An extensive framework has been proposed in order to fit generalized mixed models based on boosting, however for the case of cluster-constant covariates likelihood-based boosting approaches tend to mischoose variables in the selection step leading to wrong estimates. We propose an improved boosting algorithm for linear mixed models, where the random effects are properly weighted, disentangled from the fixed effects updating scheme and corrected for correlations with cluster-constant covariates in order to improve quality of estimates and in addition reduce the computational effort. The method outperforms current state-of-the-art approaches from boosting and maximum likelihood inference which is shown via simulations and various data examples.Colin GriesbachAndreas GrollElisabeth BergherrPublic Library of Science (PLoS)articleMedicineRScienceQENPLoS ONE, Vol 16, Iss 7, p e0254178 (2021)
institution DOAJ
collection DOAJ
language EN
topic Medicine
R
Science
Q
spellingShingle Medicine
R
Science
Q
Colin Griesbach
Andreas Groll
Elisabeth Bergherr
Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
description Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient boosting and likelihood-based boosting. An extensive framework has been proposed in order to fit generalized mixed models based on boosting, however for the case of cluster-constant covariates likelihood-based boosting approaches tend to mischoose variables in the selection step leading to wrong estimates. We propose an improved boosting algorithm for linear mixed models, where the random effects are properly weighted, disentangled from the fixed effects updating scheme and corrected for correlations with cluster-constant covariates in order to improve quality of estimates and in addition reduce the computational effort. The method outperforms current state-of-the-art approaches from boosting and maximum likelihood inference which is shown via simulations and various data examples.
format article
author Colin Griesbach
Andreas Groll
Elisabeth Bergherr
author_facet Colin Griesbach
Andreas Groll
Elisabeth Bergherr
author_sort Colin Griesbach
title Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
title_short Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
title_full Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
title_fullStr Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
title_full_unstemmed Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
title_sort addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques.
publisher Public Library of Science (PLoS)
publishDate 2021
url https://doaj.org/article/4b52185acd62433d8f95dc84ac26e9e0
work_keys_str_mv AT colingriesbach addressingclusterconstantcovariatesinmixedeffectsmodelsvialikelihoodbasedboostingtechniques
AT andreasgroll addressingclusterconstantcovariatesinmixedeffectsmodelsvialikelihoodbasedboostingtechniques
AT elisabethbergherr addressingclusterconstantcovariatesinmixedeffectsmodelsvialikelihoodbasedboostingtechniques
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