Model detection and variable selection for varying coefficient models with longitudinal data
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Recommendations
- Automatic variable selection for varying coefficient models with longitudinal data
- Variable selection for generalized varying coefficient models with longitudinal data
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection for varying-coefficient models with the sparse regularization
- A simple approach for varying-coefficient model selection
Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A practical guide to splines.
- A simple approach for varying-coefficient model selection
- A unified variable selection approach for varying coefficient models
- Adaptive semi-varying coefficient model selection
- Analysis of longitudinal data
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Efficient estimation for semivarying-coefficient models
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Generalized likelihood ratio statistics and Wilks phenomenon
- Linear mixed models for longitudinal data
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- 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
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(14)- Robust variable selection in modal varying-coefficient models with longitudinal
- Variable selection of varying-coefficient models and its application on stock data
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
- A simple approach for varying-coefficient model selection
- Model detection and variable selection for mode varying coefficient model
- Finite mixture of varying coefficient model: estimation and component selection
- Variable selection for varying-coefficient models with the sparse regularization
- Parametric component detection and variable selection in varying-coefficient partially linear models
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
- Automatic variable selection for varying coefficient models with longitudinal data
- Bayesian estimation of large precision matrix based on Cholesky decomposition
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Combining models in longitudinal data analysis
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