Gradient boosting for linear mixed models
Griesbach C, Säfken B, Waldmann E (2021)
Publication Type: Journal article
Publication year: 2021
Journal
Abstract
Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current boosting approaches also offer methods accounting for random effects and thus enable prediction of mixed models for longitudinal and clustered data. However, these approaches include several flaws resulting in unbalanced effect selection with falsely induced shrinkage and a low convergence rate on the one hand and biased estimates of the random effects on the other hand. We therefore propose a new boosting algorithm which explicitly accounts for the random structure by excluding it from the selection procedure, properly correcting the random effects estimates and in addition providing likelihood-based estimation of the random effects variance structure. The new algorithm offers an organic and unbiased fitting approach, which is shown via simulations and data examples.
Authors with CRIS profile
Colin Griesbach
Lehrstuhl für Biometrie und Epidemiologie
Elisabeth Bergherr
Lehrstuhl für Biometrie und Epidemiologie
Involved external institutions
Germany (DE)How to cite
APA:
Griesbach, C., Säfken, B., & Waldmann, E. (2021). Gradient boosting for linear mixed models. International Journal of Biostatistics. https://doi.org/10.1515/ijb-2020-0136
MLA:
Griesbach, Colin, Benjamin Säfken, and Elisabeth Waldmann. "Gradient boosting for linear mixed models." International Journal of Biostatistics (2021).
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