Dear Dieter There has been some effort examining Lasso-type estimators for mixed models. It is more involved than with other type of models.
We have studied Gaussian and generalized linear mixed models including a Lasso-type penalty for the fixed effects and we are now able to provide two packages: lmmlasso and glmmlasso. Both are available from R-Forge (the former even from CRAN). Andreas Groll provides the glmmLasso package, which is available from CRAN. Juerg Schelldorfer -- View this message in context: http://r.789695.n4.nabble.com/lasso-based-selection-for-mixed-model-tp887308p4228495.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.