Penalized generalized estimating equations for high-dimensional longitudinal data analysis
From MaRDI portal
correlated datadiverging number of parametersGEEhigh-dimensional covariatesmarginal regressionvariable selection
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Biochemistry, molecular biology (92C40)
Recommendations
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- Smooth-threshold GEE variable selection in high-dimensional partially linear models with longitudinal data
- Ultra high‐dimensional semiparametric longitudinal data analysis
Cites work
- Akaike's information criterion in generalized estimating equations
- Asymptotic results with generalized estimating equations for longitudinal data
- Asymptotics for generalized estimating equations with large cluster sizes
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Consistent model selection for marginal generalized additive model for correlated data
- Extended Bayesian information criteria for model selection with large model spaces
- GEE analysis of clustered binary data with diverging number of covariates
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Longitudinal data analysis using generalized linear models
- Nearly unbiased variable selection under minimax concave penalty
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonconcave penalized likelihood with a diverging number of parameters.
- Penalized Estimating Equations
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Variable Selection for Marginal Longitudinal Generalized Linear Models
- Variable selection for semiparametric mixed models in longitudinal studies
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(98)- Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
- Modeling financial durations using penalized estimating functions
- Data mining for longitudinal data under multicollinearity and time dependence using penalized generalized estimating equations
- An efficient and robust variable selection method for longitudinal generalized linear models
- A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data
- Variable selection for multiply-imputed data with penalized generalized estimating equations
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- 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
- Visualization and assessment of model selection uncertainty
- Smoothed tensor quantile regression estimation for longitudinal data
- A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses
- Test of significance for high-dimensional longitudinal data
- Spline estimation and variable selection for single-index prediction models with diverging number of index parameters
- High dimensional extension of the growth curve model and its application in genetics
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- A moving average Cholesky factor model in joint mean-covariance modeling for longitudinal data
- Variable selection for generalized varying coefficient models with longitudinal data
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
- Partially linear structure selection in Cox models with varying coefficients
- Regularized sandwich estimators for analysis of high-dimensional data using generalized estimating equations
- Automatic variable selection for longitudinal generalized linear models
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- Variable selection for longitudinal data with high-dimensional covariates and dropouts
- Fast forward selection for generalized estimating equations with a large number of predictor variables
- High-dimensional generalized semiparametric model for longitudinal data
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- GEE-Assisted Forward Regression for Spatial Latent Variable Models
- High-dimensional Varying Index Coefficient Quantile Regression Model
- A model selection method based on the adaptive Lasso-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
- Instrumental variable based variable selection for generalized linear models with endogenous covariates
- A Robust Consistent Information Criterion for Model Selection Based on Empirical Likelihood
- Joint GEEs for multivariate correlated data with incomplete binary outcomes
- Fixed effects testing in high-dimensional linear mixed models
- Ultrahigh dimensional time course feature selection
- Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates
- Variable selection and estimation for partially linear single-index models with longitudinal data
- On oracle property and asymptotic validity of Bayesian generalized method of moments
- Model Selection of Generalized Estimating Equation With Divergent Model Size
- Individualized Multidirectional Variable Selection
- Robust penalized empirical likelihood in high dimensional longitudinal data analysis
- Grouped Generalized Estimating Equations for Longitudinal Data Analysis
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Ultra high‐dimensional semiparametric longitudinal data analysis
- Poststratification fusion learning in longitudinal data analysis
- Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models
- Penalized joint generalized estimating equations for longitudinal binary data
- Bayesian analysis of longitudinal data via empirical likelihood
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions
- Identification of immune response combinations associated with heterogeneous infection risk in the immune correlates analysis of HIV vaccine studies
- Ultra-High Dimensional Quantile Regression for Longitudinal Data: An Application to Blood Pressure Analysis
- Recognition and variable selection in sparse spatial panel data models with fixed effects
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- GEE-Assisted Variable Selection for Latent Variable Models with Multivariate Binary Data
- A generalized single‐index linear threshold model for identifying treatment‐sensitive subsets based on multiple covariates and longitudinal measurements
- The effect of the working correlation on fitting models to longitudinal data
- Estimation of l₀ norm penalized models: a statistical treatment
- Asymptotics of the general GEE estimator for high-dimensional longitudinal data
- Response variable selection in multivariate linear regression
- Deep learning and differential equations for modeling changes in individual-level latent dynamics between observation periods
- Empirical likelihood for generalized linear models with longitudinal data
- A sparse factor model for clustering high-dimensional longitudinal data
- Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
- Bayesian regularization for a nonstationary Gaussian linear mixed effects model
- Efficient interaction selection for clustered data via stagewise generalized estimating equations
- Robust approach for variable selection with high dimensional longitudinal data analysis
- High-dimensional variable selection accounting for heterogeneity in regression coefficients across multiple data sources
- Fused mean structure learning in data integration with dependence
- Generalized regression estimators with concave penalties and a comparison to lasso type estimators
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
- Robust sparse Bayesian regression for longitudinal gene-environment interactions
- Generalized fitted Q-iteration with clustered data
- Adjusted predictions for generalized estimating equations
- Penalized G-estimation for effect modifier selection in a structural nested mean model for repeated outcomes
- Distributed subsampling and quasi decorrelated score for cluster data: an application to Beijing multisite air quality
- Sparsified simultaneous confidence intervals for high-dimensional linear models
- Covariance estimators for generalized estimating equations (GEE) in longitudinal analysis with small samples
- Fitting cure models using pseudo-observations approaches with the \textbf{\textsf{R}} package \textbf{pseudoCure}
- Sparse high-dimensional linear mixed modeling with a partitioned empirical Bayes ECM algorithm
- GEE analysis in joint mean-covariance model for high-dimensional longitudinal data with HPC
- Simultaneous clustering of individuals and covariates for high-dimensional longitudinal data
- Selection of working correlation structure in generalized estimating equations
- Variable selection in modelling clustered data via within-cluster resampling
- Variable selection and structure identification for additive models with longitudinal data
- Regularized inverse covariance estimation for longitudinal data with informative dropout
- Asymptotics for arrays of martingale differences in recurrent event analysis
- Variable selection for stratified sampling designs in semiparametric accelerated failure time models with clustered failure times
- Regression coefficients clustering for longitudinal data in the presence of heteroscedasticity
- Robust Bayesian high-dimensional variable selection and inference with the horseshoe family of priors
- Penalized GEE for complex carry-over in repeated-measures crossover designs
- Joint generalized estimating equations for longitudinal binary data
This page was built for publication: Penalized generalized estimating equations for high-dimensional longitudinal data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2912325)
