Lasso-type estimation for covariate-adjusted linear model

DOI10.1080/02664763.2016.1267121MaRDI QIDQ5139082zbMATH OpenOpenAlexFDO

Authors Feng Li, Yiqiang Lu

Publication date 7 December 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2016.1267121

zbMATH Keywords

adaptive Lassoasymptotic propertycovariate-adjusted regression modelvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Asymptotics for kernel estimate of sliced inverse regression
• Asymptotics for Lasso-type estimators.
• Checking the adequacy for a distortion errors-in-variables parametric regression model
• Covariate Adjusted Correlation Analysis via Varying Coefficient Models
• Covariate-adjusted generalized linear models
• Covariate-adjusted nonlinear regression
• Covariate-adjusted partially linear regression models
• Covariate-adjusted regression
• Cox's regression model for counting processes: A large sample study
• Hedonic housing prices and the demand for clean air
• scientific article; zbMATH DE number 3582638 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Inference for covariate adjusted regression via varying coefficient models
• Least angle regression. (With discussion)
• Multicovariate-adjusted regression models
• Nonlinear models with measurement errors subject to single-indexed distortion
• Nonparametric covariate-adjusted regression
• On a dimension reduction regression with covariate adjustment
• On the ``degrees of freedom of the lasso
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• The Adaptive Lasso and Its Oracle Properties
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(18)

• Stabilizing the Lasso against cross-validation variability
• Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models
• Statistical inference for linear regression models with additive distortion measurement errors
• Estimation and variable selection for partial linear single-index distortion measurement errors models
• Multiplicative regression models with distortion measurement errors
• Partial linear models with general distortion measurement errors
• Variable selection for covariate adjusted regression model
• Lasso adjustments of treatment effect estimates in randomized experiments
• Logarithmic calibration for nonparametric multiplicative distortion measurement errors models
• LASSO-TYPE GMM ESTIMATOR
• Dimension reduction regressions with measurement errors subject to additive distortion
• Improvement on LASSO-type estimator in nonparametric regression
• Multiplicative distortion measurement errors linear models with general moment identifiability condition
• Generalised Rank Regression Estimator with Standard Error Adjusted Lasso
• Correlation curve estimation for multiplicative distortion measurement errors data
• Debiased lasso for generalized linear models with a diverging number of covariates
• Measuring symmetry and asymmetry of multiplicative distortion measurement errors data
• Lasso-type estimators for semiparametric nonlinear mixed-effects models estimation

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