A note on automatic variable selection using smooth-threshold estimating equations
From MaRDI portal
Recommendations
- Automatic grouping using smooth-threshold estimating equations
- Automatic variable selection for longitudinal generalized linear models
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(39)- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
- An efficient and robust variable selection method for longitudinal generalized linear models
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Variable selection for multiply-imputed data with penalized generalized estimating equations
- Automatic variable selection for partially linear functional additive model and its application to the Tecator data set
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Automatic grouping using smooth-threshold estimating equations
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates
- Modified SEE variable selection for varying coefficient instrumental variable models
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Smooth-threshold GEE variable selection in high-dimensional partially linear models with longitudinal data
- Robust variable selection for generalized linear models with a diverging number of parameters
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- Automatic variable selection for longitudinal generalized linear models
- Automatic variable selection for varying coefficient models with longitudinal data
- Adaptive robust estimation in joint mean-covariance regression model for bivariate longitudinal data
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Instrumental variable based variable selection for generalized linear models with endogenous covariates
- Quickly variable selection for varying coefficient models with missing response at random
- Automatic variable selection for semiparametric spatial autoregressive model
- Estimation in multivariate linear mixed models for longitudinal data with multiple outputs: Application to PBCseq data analysis
- Identification of immune response combinations associated with heterogeneous infection risk in the immune correlates analysis of HIV vaccine studies
- Modified see variable selection for linear instrumental variable regression models
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Robust approach for variable selection with high dimensional longitudinal data analysis
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence
- Smooth-threshold estimating equations for partially linear additive models based on modal regression
- Automatic variable selection for longitudinal quantile regression with application to Alzheimer's disease progression
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
This page was built for publication: A note on automatic variable selection using smooth-threshold estimating equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3653116)
