A boosting method to select the random effects in linear mixed models.

This paper proposes a novel likelihood-based boosting method for the selection of the random effects in linear mixed models. The nonconvexity of the objective function to minimize, which is the negative profile log-likelihood, requires the adoption of new solutions. In this respect, our optimization approach also employs the directions of negative curvature besides the usual Newton directions. A simulation study and a real-data application show the good performance of the proposal.