Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity (Q5037804)

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scientific article; zbMATH DE number 7484100
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Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity
scientific article; zbMATH DE number 7484100

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    Consistent Fixed-Effects Selection in Ultra-high dimensional Linear Mixed Models with Error-Covariate Endogeneity (English)
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    4 March 2022
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    endogeneity
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    oracle variable selection
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    profiled focused generalized method of moments
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    ultrahigh-dimensional mixed effects models
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