Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis (Q2032183): Difference between revisions

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+High-Breakdown Rank Regression
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+Normal rank
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+Q4921682
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
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+Variable selection in robust regression models for longitudinal data
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+Rank regression for analysis of clustered data: a natural induced smoothing approach
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+Efficient Estimation for Rank‐Based Regression with Clustered Data
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+Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models
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+Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
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+Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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+Rank-based regression with repeated measurements data
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+Q3413299
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+Longitudinal data analysis using generalized linear models
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+An efficient and robust variable selection method for longitudinal generalized linear models
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+The use and interpretation of rank-based residuals
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+Variable Selection for Semiparametric Mixed Models in Longitudinal Studies
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+A weighted dispersion function for estimation in linear models
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+Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
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+Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
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+Robust Variable Selection With Exponential Squared Loss
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+Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance
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+Weighted Rank Regression for Clustered Data Analysis
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+SCAD penalized rank regression with a diverging number of parameters
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+Semiparametric Stochastic Mixed Models for Longitudinal Data
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+One-step sparse estimates in nonconcave penalized likelihood models
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