14,822 research outputs found
Fitting Linear Mixed-Effects Models using lme4
Maximum likelihood or restricted maximum likelihood (REML) estimates of the
parameters in linear mixed-effects models can be determined using the lmer
function in the lme4 package for R. As for most model-fitting functions in R,
the model is described in an lmer call by a formula, in this case including
both fixed- and random-effects terms. The formula and data together determine a
numerical representation of the model from which the profiled deviance or the
profiled REML criterion can be evaluated as a function of some of the model
parameters. The appropriate criterion is optimized, using one of the
constrained optimization functions in R, to provide the parameter estimates. We
describe the structure of the model, the steps in evaluating the profiled
deviance or REML criterion, and the structure of classes or types that
represents such a model. Sufficient detail is included to allow specialization
of these structures by users who wish to write functions to fit specialized
linear mixed models, such as models incorporating pedigrees or smoothing
splines, that are not easily expressible in the formula language used by lmer.Comment: 51 pages, including R code, and an appendi
Generalized Network Psychometrics: Combining Network and Latent Variable Models
We introduce the network model as a formal psychometric model,
conceptualizing the covariance between psychometric indicators as resulting
from pairwise interactions between observable variables in a network structure.
This contrasts with standard psychometric models, in which the covariance
between test items arises from the influence of one or more common latent
variables. Here, we present two generalizations of the network model that
encompass latent variable structures, establishing network modeling as parts of
the more general framework of Structural Equation Modeling (SEM). In the first
generalization, we model the covariance structure of latent variables as a
network. We term this framework Latent Network Modeling (LNM) and show that,
with LNM, a unique structure of conditional independence relationships between
latent variables can be obtained in an explorative manner. In the second
generalization, the residual variance-covariance structure of indicators is
modeled as a network. We term this generalization Residual Network Modeling
(RNM) and show that, within this framework, identifiable models can be obtained
in which local independence is structurally violated. These generalizations
allow for a general modeling framework that can be used to fit, and compare,
SEM models, network models, and the RNM and LNM generalizations. This
methodology has been implemented in the free-to-use software package lvnet,
which contains confirmatory model testing as well as two exploratory search
algorithms: stepwise search algorithms for low-dimensional datasets and
penalized maximum likelihood estimation for larger datasets. We show in
simulation studies that these search algorithms performs adequately in
identifying the structure of the relevant residual or latent networks. We
further demonstrate the utility of these generalizations in an empirical
example on a personality inventory dataset.Comment: Published in Psychometrik
Sparse Vector Autoregressive Modeling
The vector autoregressive (VAR) model has been widely used for modeling
temporal dependence in a multivariate time series. For large (and even
moderate) dimensions, the number of AR coefficients can be prohibitively large,
resulting in noisy estimates, unstable predictions and difficult-to-interpret
temporal dependence. To overcome such drawbacks, we propose a 2-stage approach
for fitting sparse VAR (sVAR) models in which many of the AR coefficients are
zero. The first stage selects non-zero AR coefficients based on an estimate of
the partial spectral coherence (PSC) together with the use of BIC. The PSC is
useful for quantifying the conditional relationship between marginal series in
a multivariate process. A refinement second stage is then applied to further
reduce the number of parameters. The performance of this 2-stage approach is
illustrated with simulation results. The 2-stage approach is also applied to
two real data examples: the first is the Google Flu Trends data and the second
is a time series of concentration levels of air pollutants.Comment: 39 pages, 7 figure
Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling
Solving linear regression problems based on the total least-squares (TLS)
criterion has well-documented merits in various applications, where
perturbations appear both in the data vector as well as in the regression
matrix. However, existing TLS approaches do not account for sparsity possibly
present in the unknown vector of regression coefficients. On the other hand,
sparsity is the key attribute exploited by modern compressive sampling and
variable selection approaches to linear regression, which include noise in the
data, but do not account for perturbations in the regression matrix. The
present paper fills this gap by formulating and solving TLS optimization
problems under sparsity constraints. Near-optimum and reduced-complexity
suboptimum sparse (S-) TLS algorithms are developed to address the perturbed
compressive sampling (and the related dictionary learning) challenge, when
there is a mismatch between the true and adopted bases over which the unknown
vector is sparse. The novel S-TLS schemes also allow for perturbations in the
regression matrix of the least-absolute selection and shrinkage selection
operator (Lasso), and endow TLS approaches with ability to cope with sparse,
under-determined "errors-in-variables" models. Interesting generalizations can
further exploit prior knowledge on the perturbations to obtain novel weighted
and structured S-TLS solvers. Analysis and simulations demonstrate the
practical impact of S-TLS in calibrating the mismatch effects of contemporary
grid-based approaches to cognitive radio sensing, and robust
direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal
Processin
- …