A Recursive Regression for High-Dimensional Models, with Application to Growth Curves and Repeated Measures
高维模型的递归回归及其在生长曲线与重复测量中的应用
A fixed-effects formulation of repeated-measures and growth-curve problems usually leads to an unwieldy linear model, so mixed models are widely used for inference that the conditional linear error model could otherwise support with weaker distributional assumptions. Very high-dimensional regressions (not necessarily arising this way) can be fitted by the proposed alternating algorithm, which partitions the design matrix into singly manageable strips and recursively calls a…