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Efficient forward stepwise regression possible for mixed-effects models?

There are some interesting suggestions about how to determine the
effective dimensionality of your random effects, so that you actually
know how many terms you need. RePsychLing::rePCA() implements this, see
"Parsimonious Mixed Models" (https://arxiv.org/abs/1506.04967) for more
details.

Beyond that, you could use lmList to get within-groups OLS estimates and
see which model terms show the most variability between groups. This is
very fast, but I'm not sure how "efficient" (and "consistent") it is in
a technical sense.

Best,
Phillip
On 08/21/2018 07:41 PM, Voeten, C.C. wrote: