Variable selection in generalized linear models with canonical link functions

DOI10.1016/J.SPL.2004.11.021zbMATH Open1065.62128OpenAlexW1966595033MaRDI QIDQ2483863FDOQ2483863

Authors: Man Jin, Yixin Fang, Lincheng Zhao 

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.11.021

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zbMATH Keywords

Model selectionGeneralized linear modelCanonical link functionInformation theoretic criteria

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Cites Work

• Estimating the dimension of a model
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• Title not available (Why is that?)
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Cox's regression model for counting processes: A large sample study
• Title not available (Why is that?)
• Law of iterated logarithm and consistent model selection criterion in logistic regression
• Title not available (Why is that?)

Cited In (14)

• Subsampling based variable selection for generalized linear models
• Some selection criteria for nested binary choice models: a comparative study
• Strong limit theorems on model selection in generalized linear regression with binomial respon\-ses
• The consistency of variable selection for generalized linear models
• On selecting parametric link transformation families in generalized linear models
• Law of iterated logarithm and model selection consistency for generalized linear models with independent and dependent responses
• Model choice for prediction in generalized linear models
• A Modified Akaike Criterion for Model Choice in Generalized Linear Models
• Law of iterated logarithm and consistent model selection criterion in logistic regression
• Title not available (Why is that?)
• Selection consistency of EBIC for GLIM with non-canonical links and diverging number of parameters
• Generalized linear model selection using \(R^2\)
• Variable selection for multivariate generalized linear models
• Tuning parameter selector for the penalized likelihood method in multivariate generalized linear models

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