Model Selection of Generalized Estimating Equation With Divergent Model Size (Q6039870): Difference between revisions

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+A new look at the statistical model identification
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+Asymptotic results with generalized estimating equations for longitudinal data
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+Variable Selection for Marginal Longitudinal Generalized Linear Models
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+Extended Bayesian information criteria for model selection with large model spaces
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Test of significance for high-dimensional longitudinal data
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+Data integration with high dimensionality
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+Composite Likelihood Bayesian Information Criteria for Model Selection in High-Dimensional Data
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+Longitudinal data analysis using generalized linear models
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+A unified approach to model selection and sparse recovery using regularized least squares
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+Some Comments on C P
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+A general theory of hypothesis tests and confidence regions for sparse high dimensional models
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+Akaike's Information Criterion in Generalized Estimating Equations
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+Asymptotic behavior of likelihood methods for exponential families when the number of parameters tends to infinity
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+Improving generalised estimating equations using quadratic inference functions
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+Sharp deviation bounds for quadratic forms
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+A note on composite likelihood inference and model selection
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+GEE analysis of clustered binary data with diverging number of covariates
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+Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach
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+Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
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+Consequences and Detection of Misspecified Nonlinear Regression Models
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+Maximum Likelihood Estimation of Misspecified Models
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+Asymptotics for generalized estimating equations with large cluster sizes
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+Model selection procedure for high‐dimensional data
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