Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data

From MaRDI portal
Revision as of 10:25, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:764510

DOI10.1016/j.jmva.2011.08.009zbMath1274.62245arXiv1108.1260OpenAlexW2100710950MaRDI QIDQ764510

Peng Lai, Heng Lian, Qi Hua Wang

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.1260




Related Items (25)

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection methodModified SEE variable selection for varying coefficient instrumental variable modelsFeature screening of quadratic inference functions for ultrahigh dimensional longitudinal dataSmoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal dataAutomatic variable selection for varying coefficient models with longitudinal dataJoint estimation for single index mean-covariance models with longitudinal dataGaussian copula based composite quantile regression in semivarying models with longitudinal dataInstrumental variable based variable selection for generalized linear models with endogenous covariatesSmooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal DataQuadratic inference functions for partially linear single-index models with longitudinal dataA robust and efficient estimation method for single index modelsSome design considerations for cluster randomized trials with binary responsesModified see variable selection for linear instrumental variable regression modelsSimultaneous confidence band for single-index random effects models with longitudinal dataAutomatic variable selection for partially linear functional additive model and its application to the Tecator data setModal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selectionEfficient estimation for time-dynamic longitudinal single-index modelAdaptive varying-coefficient linear quantile model: a profiled estimating equations approachTwo step estimations for a single-index varying-coefficient model with longitudinal dataVariable selection and estimation for partially linear single-index models with longitudinal dataSmooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal dataCopula and composite quantile regression-based estimating equations for longitudinal dataRobust and efficient estimating equations for longitudinal data partial linear models and its applicationsInstrumental variable based SEE variable selection for Poisson regression models with endogenous covariatesQuantile estimations via modified Cholesky decomposition for longitudinal single-index models



Cites Work


This page was built for publication: Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data