Instrumental variable based variable selection for generalized linear models with endogenous covariates

DOI10.1080/03610918.2018.1425445MaRDI QIDQ5085981zbMATH OpenOpenAlexFDO

Authors Jiting Huang, Pei Xin Zhao

Publication date 30 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2018.1425445

zbMATH Keywords

endogenous covariategeneralized linear modelinstrumental variablevariable selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)

Cites work

• A note on automatic variable selection using smooth-threshold estimating equations
• Akaike's information criterion in generalized estimating equations
• Automatic grouping using smooth-threshold estimating equations
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• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
• Endogeneity in high dimensions
• Functional coefficient instrumental variables models
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• Modified SEE variable selection for varying coefficient instrumental variable models
• Penalized Estimating Equations
• Penalized generalized estimating equations for high-dimensional longitudinal data analysis
• Semiparametric variable selection for partially varying coefficient models with endogenous variables
• Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
• Smooth-threshold GEE variable selection in high-dimensional partially linear models with longitudinal data
• Sure independence screening in generalized linear models with NP-dimensionality
• Variable Selection for Marginal Longitudinal Generalized Linear Models

Cited in

(4)

• Choosing instrumental variables in conditional moment restriction models
• A Note on Endogeneity Resolution in Regression Models for Comparative Studies
• Robust statistical inference for varying-coefficient partially linear instrumental variable model based on modal regression
• Smooth-threshold estimating equations for partially linear additive models based on modal regression

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