Robust and Scalable Sure Screening of Fixed effects in Ultrahigh-dimensional Linear Mixed Models
超高维线性混合模型中固定效应的稳健可扩展确信筛选
In modern applications of linear mixed models, the number of candidate fixed-effects covariates can grow exponentially with the sample size, while dependence induced by random effects and possible data contamination pose substantial challenges for existing variable screening methods. We propose a robust and computationally efficient sure screening procedure for identifying relevant fixed-effects covariates in ultrahigh-dimensional linear mixed models with known random…