An efficient and robust variable selection method for longitudinal generalized linear models
From MaRDI portal
Recommendations
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Robust variable selection for generalized linear models with a diverging number of parameters
- Variable selection in robust regression models for longitudinal data
- A model selection method based on the adaptive Lasso-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
- Robust variable selection in linear mixed models
Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 47310 (Why is no real title available?)
- A note on automatic variable selection using smooth-threshold estimating equations
- A robust and efficient estimation method for single index models
- Asymptotic results with generalized estimating equations for longitudinal data
- Asymptotics for generalized estimating equations with large cluster sizes
- Automatic variable selection for longitudinal generalized linear models
- Composite quantile regression and the oracle model selection theory
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Estimation for a marginal generalized single-index longitudinal model
- GEE analysis of clustered binary data with diverging number of covariates
- Local modal regression
- Longitudinal data analysis using generalized linear models
- Model selection for correlated data with diverging number of parameters
- On generating multivariate Poisson data in management science applications
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Quantile regression.
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Robust Variable Selection With Exponential Squared Loss
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Robust estimation for ordinal regression
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust variable selection through MAVE
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Variable selection in robust regression models for longitudinal data
Cited in
(27)- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Robust variable selection for generalized linear models with a diverging number of parameters
- Variable selection in robust regression models for longitudinal data
- Robust statistical inference for longitudinal data with nonignorable dropouts
- Automatic variable selection for longitudinal generalized linear models
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- A model selection method based on the adaptive Lasso-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
- A robust variable selection to \(t\)-type joint generalized linear models via penalized \(t\)-type pseudo-likelihood
- Robust variable selection in linear mixed models
- Penalized estimating equations for generalized linear models with multiple imputation
- Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Robust approach for variable selection with high dimensional longitudinal data analysis
- Robust estimation of models for longitudinal data with dropouts and outliers
- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Copula and composite quantile regression-based estimating equations for longitudinal data
- A novel robust approach for analysis of longitudinal data
- Learning under \((1 + \epsilon)\)-moment conditions
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
- Weak linear representation of M-estimation in GLMs with dependent errors
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
- The effect of the working correlation on fitting models to longitudinal data
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Robust variable selection in semiparametric mixed effects longitudinal data models
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
This page was built for publication: An efficient and robust variable selection method for longitudinal generalized linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1623741)
