Variable selection for generalized varying coefficient models with longitudinal data

DOI10.1007/S00362-014-0647-XzbMATH Open1364.62200OpenAlexW1974902409MaRDI QIDQ259668FDOQ259668

Authors: Hu Yang, Chaohui Guo, Jing Lv 

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0647-x

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zbMATH Keywords

splinesvariable selectionlongitudinal dataquadratic inference functiongeneralized varying coefficient modelsgroup SCAD penalty

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Cites Work

• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
• Longitudinal data analysis using generalized linear models
• Penalized generalized estimating equations for high-dimensional longitudinal data analysis
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• Improving generalised estimating equations using quadratic inference functions
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Statistical challenges with high dimensionality: feature selection in knowledge discovery
• Sparse varying coefficient models for longitudinal data
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Componentwise B-spline estimation for varying coefficient models with longitudinal data
• Variable selection of varying coefficient models in quantile regression
• Variable selection in quantile varying coefficient models with longitudinal data
• GEE analysis of clustered binary data with diverging number of covariates
• Penalized Estimating Equations
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• Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
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• Variable selection in high-dimensional double generalized linear models
• Penalized estimation in additive varying coefficient models using grouped regularization

Cited In (14)

• Asymptotics of the general GEE estimator for high-dimensional longitudinal data
• Automatic variable selection for longitudinal generalized linear models
• Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models
• Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
• Working correlation structure selection in GEE analysis
• Modified adaptive group lasso for high-dimensional varying coefficient models
• Unified variable selection for varying coefficient models with longitudinal data
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
• Sure independence screening in the presence of missing data
• Variable selection of varying-coefficient models and its application on stock data
• Principal component selection via adaptive regularization method and generalized information criterion
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data

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