New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
From MaRDI portal
Publication:5754769
DOI10.1198/016214504000001060zbMath1117.62329OpenAlexW1965236914MaRDI QIDQ5754769
Publication date: 20 August 2007
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214504000001060
Related Items (only showing first 100 items - show all)
Consistent variable selection for functional regression models ⋮ Composite quantile regression and variable selection in single-index coefficient model ⋮ Regularization statistical inferences for partially linear models with high dimensional endogenous covariates ⋮ Penalized generalized estimating equations approach to longitudinal data with multinomial responses ⋮ Sparse estimators and the oracle property, or the return of Hodges' estimator ⋮ A semiparametric model for cluster data ⋮ Asymptotic properties of lasso in high-dimensional partially linear models ⋮ Two-step estimators in partial linear models with missing response variables and error-prone covariates ⋮ Automatic model selection for partially linear models ⋮ Parameter estimation for a generalized semiparametric model with repeated measurements ⋮ Empirical likelihood inference in partially linear single-index models for longitudinal data ⋮ Robust empirical likelihood for partially linear models via weighted composite quantile regression ⋮ Empirical likelihood for partially linear errors-in-variables models with longitudinal data ⋮ Subject-wise empirical likelihood inference in partial linear models for longitudinal data ⋮ Model averaging procedure for varying-coefficient partially linear models with missing responses ⋮ A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data ⋮ Quantile regression methods with varying-coefficient models for censored data ⋮ Conditional growth charts. (With discussion and rejoinder) ⋮ Strong consistency of estimators in partially linear models for longitudinal data with mixing-dependent structure ⋮ Variable selection for single-index varying-coefficient model ⋮ Empirical likelihood semiparametric nonlinear regression analysis for longitudinal data with responses missing at random ⋮ Asymptotic properties in semiparametric partially linear regression models for functional data ⋮ Estimation and model selection in a class of semiparametric models for cluster data ⋮ Model and variable selection procedures for semiparametric time series regression ⋮ Quadratic inference functions for partially linear single-index models with longitudinal data ⋮ Model determination and estimation for the growth curve model via group SCAD penalty ⋮ Functional index coefficient models with variable selection ⋮ LAD variable selection for linear models with randomly censored data ⋮ Oracally efficient estimation and simultaneous inference in partially linear single-index models for longitudinal data ⋮ Variable selection and parameter estimation for partially linear models via Dantzig selector ⋮ Variable selection for functional regression models via the \(L_1\) regularization ⋮ Variable selection in semiparametric regression analysis for longitudinal data ⋮ Combining models in longitudinal data analysis ⋮ Generalized F-test for high dimensional regression coefficients of partially linear models ⋮ Statistical inference using a weighted difference-based series approach for partially linear regression models ⋮ Model selection in linear mixed effect models ⋮ Oracle properties of SCAD-penalized support vector machine ⋮ Jump estimation in inverse regression ⋮ Variable selection for additive partially linear models with measurement error ⋮ Semiparametric partially linear regression models for functional data ⋮ Statistical inference for fixed-effects partially linear regression models with errors in variables ⋮ Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data ⋮ Focused vector information criterion model selection and model averaging regression with missing response ⋮ A new orthogonality-based estimation for varying-coefficient partially linear models ⋮ Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data ⋮ Feature screening in ultrahigh-dimensional partially linear models with missing responses at random ⋮ Double penalized variable selection procedure for partially linear models with longitudinal data ⋮ A quantile varying-coefficient regression approach to length-biased data modeling ⋮ Nonlinear varying-coefficient models with applications to a photosynthesis study ⋮ One-step sparse estimates in nonconcave penalized likelihood models ⋮ Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models ⋮ Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates ⋮ Variable selection for spatial semivarying coefficient models ⋮ Variable selection for varying coefficient models via kernel based regularized rank regression ⋮ Analyzing longitudinal data with informative observation and terminal event times ⋮ Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates ⋮ Time-varying latent model for longitudinal data with informative observation and terminal event times ⋮ Local estimation for longitudinal semiparametric varying-coefficient partially linear model ⋮ Generalized empirical likelihood inference in semiparametric regression model for longitudinal data ⋮ Partially linear single index models for repeated measurements ⋮ Longitudinal data analysis using sufficient dimension reduction method ⋮ Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data ⋮ Empirical likelihood analysis of longitudinal data involving within-subject correlation ⋮ Variable selection in the partially linear errors-in-variables models for longitudinal data ⋮ Semiparametric model for the dichotomized functional outcome after stroke: the Northern Manhattan Study ⋮ Estimating generalized semiparametric additive models using parameter cascading ⋮ Sparse and efficient estimation for partial spline models with increasing dimension ⋮ Statistical inference for partially linear regression models with measurement errors ⋮ Regression analysis of longitudinal data with time-dependent covariates in the presence of informative observation and censoring times ⋮ Joint semiparametric mean-covariance model in longitudinal study ⋮ Efficient estimation of longitudinal data additive varying coefficient regression models ⋮ A robust and efficient estimation and variable selection method for partially linear single-index models ⋮ Variable selection for semiparametric varying coefficient partially linear errors-in-variables models ⋮ Estimation and testing for partially linear single-index models ⋮ Variable selection for partially linear models via partial correlation ⋮ A double varying-coefficient modeling approach for analyzing longitudinal observations ⋮ Estimation of a rank-reduced functional-coefficient panel data model with serial correlation ⋮ Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis ⋮ Regularized finite mixture models for probability trajectories ⋮ An RKHS-based approach to double-penalized regression in high-dimensional partially linear models ⋮ Variable selection for semiparametric varying coefficient partially linear models ⋮ Copula and composite quantile regression-based estimating equations for longitudinal data ⋮ Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data ⋮ Rank reducible varying coefficient model ⋮ New efficient spline estimation for varying-coefficient models with two-step knot number selection ⋮ Asymptotic normality of M-estimators in a semiparametric model with longitudinal data ⋮ Estimation of semiparametric regression model with longitudinal data ⋮ Profile local linear estimation of generalized semiparametric regression model for longitudinal data ⋮ Analyzing longitudinal data with informative observation times under biased sampling ⋮ SCAD-penalized regression in high-dimensional partially linear models ⋮ On the distribution of the adaptive LASSO estimator ⋮ Kernel estimation in semiparametric mixed effect longitudinal modeling ⋮ Variable selection using penalized empirical likelihood ⋮ Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data ⋮ Local linear regression for data with AR errors ⋮ Comparison of two frameworks for analyzing longitudinal data ⋮ \(L_{1}\)-estimation in a semiparametric model with longitudinal data ⋮ Variable selection for spatial autoregressive models with a diverging number of parameters ⋮ Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data ⋮ Semiparametric marginal and association regression methods for clustered binary data
This page was built for publication: New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
