An efficient and robust variable selection method for longitudinal generalized linear models

DOI10.1016/J.CSDA.2014.08.006OpenAlexW2092367563MaRDI QIDQ1623741FDOQ1623741

Authors: Jing Lv, Hu Yang, Chaohui Guo 

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.08.006

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zbMATH Keywords

generalized linear modellongitudinal dataefficiencyrobust estimationgeneralized estimating equationsoracle property

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cited In (27)

• Robust variable selection for generalized linear models with a diverging number of parameters
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
• Robust statistical inference for longitudinal data with nonignorable dropouts
• Variable selection in robust regression models for longitudinal data
• Automatic variable selection for longitudinal generalized linear models
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
• Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• A model selection method based on the adaptive Lasso-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
• A robust variable selection to \(t\)-type joint generalized linear models via penalized \(t\)-type pseudo-likelihood
• Penalized estimating equations for generalized linear models with multiple imputation
• Robust variable selection in linear mixed models
• Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm
• Robust approach for variable selection with high dimensional longitudinal data analysis
• Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
• Robust estimation of models for longitudinal data with dropouts and outliers
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Copula and composite quantile regression-based estimating equations for longitudinal data
• A novel robust approach for analysis of longitudinal data
• An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
• Learning under \((1 + \epsilon)\)-moment conditions
• Weak linear representation of M-estimation in GLMs with dependent errors
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
• The effect of the working correlation on fitting models to longitudinal data
• Robust variable selection in semiparametric mixed effects longitudinal data models
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data

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