[R] lasso based selection for mixed model

schell schell at stat.math.ethz.ch
Fri Dec 23 13:46:58 CET 2011

Dear Dieter

There has been some effort examining Lasso-type estimators for mixed models.
It is more involved than with other type of models.

We have studied Gaussian and generalized linear mixed models including a
Lasso-type penalty for the fixed effects and we are now able to provide two
packages: lmmlasso and glmmlasso. Both are available from R-Forge (the
former even from CRAN).

Andreas Groll  provides the glmmLasso package, which is available from CRAN.

Juerg Schelldorfer

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