Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Consider better selection of potential basis functions for GLMM mode #256

Open
jr-leary7 opened this issue Oct 17, 2024 · 1 comment
Open
Assignees
Labels
enhancement New feature or request GLMM related to the GLMM model backend

Comments

@jr-leary7
Copy link
Owner

  • currently, basis functions for GLMM mode are selected via the following algorithm:

    1. identify a maximum of $M = 5$ basis functions per individual subject
    2. refit all subject-level basis functions on the entire dataset
    3. use a negative-binomial LASSO model to remove collinear / uninformative basis functions by fitting $n_\lambda = 50$ possible models across values of the penalty parameter $\lambda$, choosing the "best" model as the one that minimizes AIC
    4. using the set of retained basis functions from the "best" model, fit a negative-binomial GLMM with random intercepts and slopes for each basis function
  • this might not be ideal, as I've seen cases where the number of retained basis functions is "too high" leading to estimation issues and weird, jagged-looking fitted values when visualized

  • consider maybe choosing the "best" model as the one that is most sparse ? or perhaps do a combined ranking of sparsity and AIC and choose the model with the best mean rank ?

@jr-leary7 jr-leary7 added enhancement New feature or request GLMM related to the GLMM model backend labels Oct 17, 2024
@jr-leary7 jr-leary7 self-assigned this Oct 17, 2024
@jr-leary7
Copy link
Owner Author

in commit 30e5d92 i switched the "best" model selection from AIC to BIC as BIC imposes a harsher penalty on the number of covariates

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request GLMM related to the GLMM model backend
Projects
None yet
Development

No branches or pull requests

1 participant