[R] lasso based selection for mixed model
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.
More information about the R-help