[R] lasso based selection for mixed model

Dieter Menne dieter.menne at menne-biomed.de
Thu May 7 17:55:27 CEST 2009

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 considered valid, but Frank objects) is not for 

I found one SPSS macro around that comes close.

Any ideas?


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