Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function

DOI10.1111/j.1467-9469.2009.00658.xzbMath1224.62007OpenAlexW2046475261MaRDI QIDQ3077761

Jianguo Sun, Xing-wei Tong, Xin He, Liu-Quan Sun

Publication date: 22 February 2011

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00658.x

zbMATH Keywords

asymptotic normalitySCADhard thresholdingLasso estimatelongitudinal study datamodel prediction error

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Robust estimation of semiparametric transformation model for panel count data ⋮ Efficient estimation of panel count data with dependent observation process ⋮ Joint Analysis of Longitudinal Data and Informative Observation Times with Time-Dependent Random Effects ⋮ Joint analysis of panel count data with an informative observation process and a dependent terminal event ⋮ Variable selection for recurrent event data with informative censoring ⋮ Regression analysis of longitudinal data with correlated censoring and observation times ⋮ Robust variable selection of joint frailty model for panel count data ⋮ Focused and Model Average Estimation for Regression Analysis of Panel Count Data ⋮ Simultaneous estimation and variable selection for incomplete event history studies ⋮ Coordinate ascent for penalized semiparametric regression on high-dimensional panel count data ⋮ Variable selection for semiparametric varying-coefficient partially linear models with missing response at random ⋮ SICA for Cox's proportional hazards model with a diverging number of parameters ⋮ Analysis of panel count data with time-dependent covariates and informative observation process ⋮ Comments on: ``Nonparametric inference based on panel count data ⋮ Variable selection and estimation for multivariate panel count data via the seamless-${\it L}_{{\rm 0}}$ penalty ⋮ Nonparametric inference based on panel count data ⋮ Rejoinder on: ``Nonparametric inference based on panel count data

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