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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| English | 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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0.9036599
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0.8890337
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0.8845818
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0.87865275
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0.8754802
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0.87158006
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0.87067294
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0.87050825
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0.86985034
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