############### # preliminaries library(glmmLasso) data("soccer") soccer[,c(4,5,9:16)]<-scale(soccer[,c(4,5,9:16)],center=TRUE,scale=TRUE) soccer<-data.frame(soccer) ############### ## linear mixed model lm1 <- glmmLasso(points ~ transfer.spendings + ave.unfair.score + ball.possession + tackles + ave.attend + sold.out, rnd = list(team=~1), lambda=50, data = soccer) summary(lm1) ## similar linear model without random effects lm1b <- glmmLasso(points ~ transfer.spendings + ave.unfair.score + ball.possession + tackles + ave.attend + sold.out, rnd = NULL, lambda=50, data = soccer) summary(lm1b) ## linear mixed model with slope on ave.attend; ## the coefficient of ave.attend is not penalized; lm2 <- glmmLasso(points~transfer.spendings + ave.unfair.score + ball.possession + tackles + ave.attend + sold.out, rnd = list(team=~1 + ave.attend), lambda=10, data = soccer, control = list(index=c(1,2,3,4,NA,5), method="REML",print.iter=TRUE)) summary(lm2) ## linear mixed model with categorical covariates ## and final Fisher scoring re-estimation step lm3 <- glmmLasso(points ~ transfer.spendings + as.factor(red.card) + as.factor(yellow.red.card) + ball.possession + tackles + ave.attend + sold.out, rnd = list(team=~1), data = soccer, lambda=100, final.re=TRUE, control = list(print.iter=TRUE,print.iter.final=TRUE)) summary(lm3) ## generalized linear mixed model ## with starting values glm1 <- glmmLasso(points~transfer.spendings + ave.unfair.score + sold.out + tackles + ave.attend + ball.possession, rnd = list(team=~1), family = poisson(link = log), data = soccer, lambda=100, control = list(print.iter=TRUE,start=c(1,rep(0,29)),q_start=0.7))