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Tutz, Gerhard und Groll, Andreas (Dezember 2010): Binary and Ordinal Random Effects Models Including Variable Selection. Department of Statistics: Technical Reports, Nr. 97 [PDF, 1MB]

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Abstract

A likelihood-based boosting approach for fitting binary and ordinal mixed models is presented. In contrast to common procedures it can be used in high-dimensional settings where a large number of potentially influential explanatory variables is available. Constructed as a componentwise boosting method it is able to perform variable selection with the complexity of the resulting estimator being determined by information criteria. The method is investigated in simulation studies both for cumulative and sequential models and is illustrated by using real data sets.

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