Modified SEE variable selection for varying coefficient instrumental variable models
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Cites work
- A note on automatic variable selection using smooth-threshold estimating equations
- A Statistical View of Some Chemometrics Regression Tools
- Automatic grouping using smooth-threshold estimating equations
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Functional coefficient instrumental variables models
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 3800979 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Optimal rates of convergence for nonparametric estimators
- Shrinkage estimation of the varying coefficient model
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection for varying coefficient models with measurement errors
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(17)- Variable selection for structural equation with endogeneity
- Copula and composite quantile regression-based estimating equations for longitudinal data
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data
- Robust variable selection for generalized linear models with a diverging number of parameters
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
- Instrumental variable based estimation for generalized varying coefficient models with endogenous covariates
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Instrumental variable based variable selection for generalized linear models with endogenous covariates
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
- Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
- Robust statistical inference for varying-coefficient partially linear instrumental variable model based on modal regression
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
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