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A Lasso and a Regression Tree Mixed-Effect Model with Random Effects for the Level, the Residual Variance, and the Autocorrelation

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  • Steffen Nestler

    (University of Münster, Institut für Psychologie)

  • Sarah Humberg

    (University of Münster, Institut für Psychologie)

Abstract

Research in psychology is experiencing a rapid increase in the availability of intensive longitudinal data. To use such data for predicting feelings, beliefs, and behavior, recent methodological work suggested combinations of the longitudinal mixed-effect model with Lasso regression or with regression trees. The present article adds to this literature by suggesting an extension of these models that—in addition to a random effect for the mean level—also includes a random effect for the within-subject variance and a random effect for the autocorrelation. After introducing the extended mixed-effect location scale (E-MELS), the extended mixed-effect location-scale Lasso model (Lasso E-MELS), and the extended mixed-effect location-scale tree model (E-MELS trees), we show how its parameters can be estimated using a marginal maximum likelihood approach. Using real and simulated example data, we illustrate how to use E-MELS, Lasso E-MELS, and E-MELS trees for building prediction models to forecast individuals’ daily nervousness. The article is accompanied by an R package (called mels) and functions that support users in the application of the suggested models.

Suggested Citation

  • Steffen Nestler & Sarah Humberg, 2022. "A Lasso and a Regression Tree Mixed-Effect Model with Random Effects for the Level, the Residual Variance, and the Autocorrelation," Psychometrika, Springer;The Psychometric Society, vol. 87(2), pages 506-532, June.
    • Handle: RePEc:spr:psycho:v:87:y:2022:i:2:d:10.1007_s11336-021-09787-w
    DOI: 10.1007/s11336-021-09787-w
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    References listed on IDEAS

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