Journal of Statistical Software
About: Journal of Statistical Software is an academic journal. The journal publishes majorly in the area(s): Markov chain Monte Carlo & Regression analysis. It has an ISSN identifier of 1548-7660. It is also open access. Over the lifetime, 1365 publication(s) have been published receiving 273869 citation(s). The journal is also known as: JSS & jstatsoft.
Topics: Markov chain Monte Carlo, Regression analysis, Multivariate statistics, Bayesian probability, Bayesian inference
07 Oct 2015-Journal of Statistical Software
Abstract: Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.
02 Feb 2010-Journal of Statistical Software
TL;DR: In comparative timings, the new algorithms are considerably faster than competing methods and can handle large problems and can also deal efficiently with sparse features.
Abstract: We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, two-class logistic regression, and multinomial regression problems while the penalties include l(1) (the lasso), l(2) (ridge regression) and mixtures of the two (the elastic net). The algorithms use cyclical coordinate descent, computed along a regularization path. The methods can handle large problems and can also deal efficiently with sparse features. In comparative timings we find that the new algorithms are considerably faster than competing methods.
24 May 2012-Journal of Statistical Software
TL;DR: The aims behind the development of the lavaan package are explained, an overview of its most important features are given, and some examples to illustrate how lavaan works in practice are provided.
Abstract: Structural equation modeling (SEM) is a vast field and widely used by many applied researchers in the social and behavioral sciences. Over the years, many software packages for structural equation modeling have been developed, both free and commercial. However, perhaps the best state-of-the-art software packages in this field are still closed-source and/or commercial. The R package lavaan has been developed to provide applied researchers, teachers, and statisticians, a free, fully open-source, but commercial-quality package for latent variable modeling. This paper explains the aims behind the development of the package, gives an overview of its most important features, and provides some examples to illustrate how lavaan works in practice.
05 Aug 2010-Journal of Statistical Software
TL;DR: The metafor package provides functions for conducting meta-analyses in R and includes functions for fitting the meta-analytic fixed- and random-effects models and allows for the inclusion of moderators variables (study-level covariates) in these models.
Abstract: The metafor package provides functions for conducting meta-analyses in R. The package includes functions for fitting the meta-analytic fixed- and random-effects models and allows for the inclusion of moderators variables (study-level covariates) in these models. Meta-regression analyses with continuous and categorical moderators can be conducted in this way. Functions for the Mantel-Haenszel and Peto's one-step method for meta-analyses of 2 x 2 table data are also available. Finally, the package provides various plot functions (for example, for forest, funnel, and radial plots) and functions for assessing the model fit, for obtaining case diagnostics, and for tests of publication bias.
06 Dec 2017-Journal of Statistical Software
TL;DR: The lmerTest package extends the 'lmerMod' class of the lme4 package, by overloading the anova and summary functions by providing p values for tests for fixed effects, and implementing the Satterthwaite's method for approximating degrees of freedom for the t and F tests.
Abstract: One of the frequent questions by users of the mixed model function lmer of the lme4 package has been: How can I get p values for the F and t tests for objects returned by lmer? The lmerTest package extends the 'lmerMod' class of the lme4 package, by overloading the anova and summary functions by providing p values for tests for fixed effects. We have implemented the Satterthwaite's method for approximating degrees of freedom for the t and F tests. We have also implemented the construction of Type I - III ANOVA tables. Furthermore, one may also obtain the summary as well as the anova table using the Kenward-Roger approximation for denominator degrees of freedom (based on the KRmodcomp function from the pbkrtest package). Some other convenient mixed model analysis tools such as a step method, that performs backward elimination of nonsignificant effects - both random and fixed, calculation of population means and multiple comparison tests together with plot facilities are provided by the package as well.