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2009 May 07
2
lasso based selection for mixed model
Dear useRs (called Frank Harrell, most likely),
after having preached for years to my medical colleagues to be cautious
with stepwise selection procedures, they chanted back asking for an
alternative when using mixed models.
There is a half dozen laXXX packages around for all types of linear models,
but as far I see there is none for mixed models such as lme. Even
boot.stepAIC (which I