Covariate Selection for Linear Errors-in-Variables Regression Models
From MaRDI portal
Recommendations
- Variable selection for partially linear models with measurement errors
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection in measurement error models
- scientific article; zbMATH DE number 5812690
- Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
Cites work
- A Semi‐parametric Regression Model with Errors in Variables
- A Statistical View of Some Chemometrics Regression Tools
- Better Subset Regression Using the Nonnegative Garrote
- Estimation in a semiparametric partially linear errors-in-variables model
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- scientific article; zbMATH DE number 1419146 (Why is no real title available?)
- Multiplicative Errors-in-Variables Models with Applications to Recent Data Released by the U.S. Department of Energy
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonconcave penalized likelihood with a diverging number of parameters.
- Polynomial Regression and Estimating Functions in the Presence of Multiplicative Measurement Error
- Regularization of Wavelet Approximations
- Some Comments on C P
- The Invariance of Some Score Tests in the Linear Model With Classical Measurement Error
- Variable selection for Cox's proportional hazards model and frailty model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(11)- Balanced estimation for high-dimensional measurement error models
- Statistical inference for partially linear regression models with measurement errors
- Model selection strategies for identifying most relevant covariates in homoscedastic linear models
- scientific article; zbMATH DE number 5812690 (Why is no real title available?)
- A measure of post variable selection error in multiple linear regression, and its estimation
- Expected predictive least squares for model selection in covariance structures
- Simulation-selection-extrapolation: estimation in high-dimensional errors-in-variables models
- scientific article; zbMATH DE number 5226505 (Why is no real title available?)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
- Feature screening and error variance estimation for ultrahigh-dimensional linear model with measurement errors
- On regression model selection for the data with correlated errors
This page was built for publication: Covariate Selection for Linear Errors-in-Variables Regression Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3435986)
