A simple approach for varying-coefficient model selection

DOI10.1016/j.jspi.2008.10.009zbMath1160.62067OpenAlexW1979168738MaRDI QIDQ1015855

Chenlei Leng

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.009

zbMATH Keywords

smoothing splinevarying-coefficient modelscomponent selection and smoothing operator

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

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A new variable selection approach for varying coefficient models, Model detection and variable selection for varying coefficient models with longitudinal data, Robust structure identification and variable selection in partial linear varying coefficient models, Regularization and model selection for quantile varying coefficient model with categorical effect modifiers, Domain selection for the varying coefficient model via local polynomial regression, Model detection and estimation for varying coefficient panel data models with fixed effects, Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components, Model Selection for Cox Models with Time-Varying Coefficients, Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data, Estimation in partial linear model with spline modal function, Selection of Effects in Cox Frailty Models by Regularization Methods, Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression, Variable selection for varying coefficient models with measurement errors, Robust variable selection for the varying coefficient model based on compositeL₁–L₂regression, Nonparametric estimation of varying-coefficient single-index models, Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression, Robust spline-based variable selection in varying coefficient model, Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data, Variable selection for semiparametric varying coefficient partially linear errors-in-variables models, Tree-structured modelling of varying coefficients, Variable selection for semiparametric varying coefficient partially linear models, New efficient spline estimation for varying-coefficient models with two-step knot number selection, Regularization and model selection with categorical predictors and effect modifiers in generalized linear models, Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data, Model detection and estimation for single-index varying coefficient model

Uses Software

• gss

Cites Work

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