Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates

DOI10.1007/s12190-018-1173-0zbMath1422.62126OpenAlexW2793342610MaRDI QIDQ2317398

Jiting Huang, Xing Shou Huang, Pei Xin Zhao

Publication date: 9 August 2019

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-018-1173-0

zbMATH Keywords

instrumental variablePoisson regression modelvariable selectionendogenous covariatesmooth-threshold estimating equation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02)

Cites Work

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• Functional coefficient instrumental variables models
• Automatic variable selection for longitudinal generalized linear models
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Automatic grouping using smooth-threshold estimating equations
• Modified SEE variable selection for varying coefficient instrumental variable models
• Endogeneity in high dimensions
• A note on automatic variable selection using smooth-threshold estimating equations
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
• Conditional Inference Methods for Incomplete Poisson Data With Endogenous Time-Varying Covariates

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