Penalized estimating equations for generalized linear models with multiple imputation
From MaRDI portal
Cites work
- A general theory of hypothesis tests and confidence regions for sparse high dimensional models
- A note on multiple imputation under complex sampling
- Accounting for model uncertainty in multiple imputation under complex sampling
- An efficient and robust variable selection method for longitudinal generalized linear models
- Asymptotic post-selection inference for the Akaike information criterion
- Confidence sets for model selection by F -testing
- Cross-validation with confidence
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- Improving generalised estimating equations using quadratic inference functions
- Imputation and Variable Selection in Linear Regression Models with Missing Covariates
- Integrating Multisource Block-Wise Missing Data in Model Selection
- Longitudinal data analysis using generalized linear models
- Model confidence bounds for variable selection
- Model selection confidence sets by likelihood ratio testing
- Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
- Semiparametric imputation using conditional Gaussian mixture models under item nonresponse
- Test of significance for high-dimensional longitudinal data
- Variable selection and prediction with incomplete high-dimensional data
- Variable selection for multiply-imputed data with penalized generalized estimating equations
- Variable selection in the accelerated failure time model via the bridge method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Penalized estimating equations for generalized linear models with multiple imputation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6179132)
