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Clustering in linear‐mixed models with a group fused lasso penalty
Author(s) -
Heinzl Felix,
Tutz Gerhard
Publication year - 2014
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.201200111
Subject(s) - mathematics , lasso (programming language) , cluster analysis , mixture model , pairwise comparison , random effects model , regularization (linguistics) , penalty method , contrast (vision) , mixed model , generalized linear mixed model , statistics , algorithm , mathematical optimization , computer science , artificial intelligence , meta analysis , world wide web , medicine
A method is proposed that aims at identifying clusters of individuals that show similar patterns when observed repeatedly. We consider linear‐mixed models that are widely used for the modeling of longitudinal data. In contrast to the classical assumption of a normal distribution for the random effects a finite mixture of normal distributions is assumed. Typically, the number of mixture components is unknown and has to be chosen, ideally by data driven tools. For this purpose, an EM algorithm‐based approach is considered that uses a penalized normal mixture as random effects distribution. The penalty term shrinks the pairwise distances of cluster centers based on the group lasso and the fused lasso method. The effect is that individuals with similar time trends are merged into the same cluster. The strength of regularization is determined by one penalization parameter. For finding the optimal penalization parameter a new model choice criterion is proposed.