Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (Q1621346): Difference between revisions

Latest revision as of 15:56, 13 November 2024

scientific article

Language	Label	Description	Also known as
English	Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations	scientific article

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instance of

scholarly article

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title

Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations (English)

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author

R. Smith

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published in

Computational Statistics and Data Analysis

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publication date

8 November 2018

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full work available at URL

https://arxiv.org/abs/1206.1425

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zbMATH Keywords

covariate selection

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generalized estimating equations

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longitudinal data

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multicollinearity

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penalization

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time-dependent covariates

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MaRDI profile type

MaRDI publication profile

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cites work

Heuristics of instability and stabilization in model selection

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Variable Selection for Marginal Longitudinal Generalized Linear Models

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AN OVERVIEW ON VARIABLE SELECTION FOR LONGITUDINAL DATA

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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A Statistical View of Some Chemometrics Regression Tools

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Nonlinear GCV and quasi-GCV for shrinkage models

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Penalized Estimating Equations

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Variable selection using MM algorithms

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Consistent model selection based on parameter estimates.

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Fence methods for mixed model selection

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Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models

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Longitudinal data analysis using generalized linear models

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PRESS model selection in repeated measures data.

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Models for discrete longitudinal data.

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Akaike's Information Criterion in Generalized Estimating Equations

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Model Selection in Estimating Equations

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Q4864293

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Conditional Akaike information for mixed-effects models

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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On the adaptive elastic net with a diverging number of parameters

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Identifiers

zbMATH Open document ID

1471.62030

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DOI

10.1016/j.csda.2013.02.023

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Mathematics Subject Classification ID

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journals/csda/BlommaertHB14

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Sitelinks

Mathematics(1 entry)

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+Heuristics of instability and stabilization in model selection
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+Variable Selection for Marginal Longitudinal Generalized Linear Models
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+AN OVERVIEW ON VARIABLE SELECTION FOR LONGITUDINAL DATA
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+A Statistical View of Some Chemometrics Regression Tools
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+Nonlinear GCV and quasi-GCV for shrinkage models
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+Variable selection using MM algorithms
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+Consistent model selection based on parameter estimates.
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@@ Property / cites work @@
+Fence methods for mixed model selection
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+Normal rank
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+Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
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+Longitudinal data analysis using generalized linear models
+Normal rank
@@ Property / cites work @@
+PRESS model selection in repeated measures data.
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+Normal rank
@@ Property / cites work @@
+Models for discrete longitudinal data.
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+Normal rank
@@ Property / cites work @@
+Akaike's Information Criterion in Generalized Estimating Equations
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@@ Property / cites work @@
+Model Selection in Estimating Equations
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+Conditional Akaike information for mixed-effects models
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@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
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+Normal rank
@@ Property / cites work @@
+Regularization and Variable Selection Via the Elastic Net
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@@ Property / cites work @@
+On the adaptive elastic net with a diverging number of parameters
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