Inference for high-dimensional linear mixed-effects models: A quasi-likelihood approach. 2022

Sai Li, and T Tony Cai, and Hongzhe Li
Department of Biostatistics, Epidemiology and Informatics, Perelman School of Medicine, University of Pennsylvania, Philadelphia, PA 19104.

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional fixed effects. The proposed method is applicable to general settings where the dimension of the random effects and the cluster sizes are possibly large. Regarding the fixed effects, we provide rate optimal estimators and valid inference procedures that do not rely on the structural information of the variance components. We also study the estimation of variance components with high-dimensional fixed effects in general settings. The algorithms are easy to implement and computationally fast. The proposed methods are assessed in various simulation settings and are applied to a real study regarding the associations between body mass index and genetic polymorphic markers in a heterogeneous stock mice population.

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