Automatic model selection for partially linear models
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Cites work
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Cited in
(41)- Statistical inference in the partial linear models with the double smoothing local linear regression method
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
- Partial linear modelling with multi-functional covariates
- A Unified Approach to Variable Selection for Partially Linear Models
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- Variable selection in elliptical linear mixed model
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Model selection and model averaging for semiparametric partially linear models with missing data
- Estimation of semiparametric regression model with right-censored high-dimensional data
- Adaptive estimation with partially overlapping models
- Two-stage model selection procedures in partially linear regression
- Variable selection for the partial linear single-index model
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
- Robust group non-convex estimations for high-dimensional partially linear models
- Estimation and variable selection for generalized additive partial linear models
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- Profile likelihood inferences on the partially linear model with a diverging number of parameters
- Variable selection in partial linear regression with functional covariate
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- A robust model averaging approach for partially linear models with responses missing at random
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
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- Optimal model averaging for semiparametric partially linear models with measurement errors
- Double penalized variable selection procedure for partially linear models with longitudinal data
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- Automated Selection of Post-Strata using a Model-Assisted Regression Tree Estimator
- Variable selection and parameter estimation for partially linear models via Dantzig selector
- Mixing partially linear regression models
- Two-step cross-validation selection method for partially linear models
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
- Few Paths, Fewer Words: Model Selection With Automatic Structure Functions
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- WLAD-LASSO method for robust estimation and variable selection in partially linear models
- Sparse and efficient estimation for partial spline models with increasing dimension
- Empirical likelihood inferences for semiparametric instrumental variable models
- Nonconcave penalized estimation for partially linear models with longitudinal data
- Automatic variable selection for partially linear functional additive model and its application to the Tecator data set
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