Automatic variable selection for longitudinal generalized linear models

DOI10.1016/J.CSDA.2012.12.015zbMATH Open1348.62205OpenAlexW1989758362MaRDI QIDQ333718FDOQ333718

Authors: Heng Lian, Sanying Feng, Gaorong Li, Li-Xing Zhu 

Publication date: 31 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.csda.2012.12.015

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zbMATH Keywords

generalized linear modellongitudinal datageneralized estimating equationsoracle propertyautomatic variable selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Title not available (Why is that?)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• A Statistical View of Some Chemometrics Regression Tools
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• Penalized Estimating Equations
• A note on automatic variable selection using smooth-threshold estimating equations
• Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
• Asymptotic results with generalized estimating equations for longitudinal data
• Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
• Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• Easily simulated multivariate binary distributions with given positive and negative correlations

Cited In (26)

• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
• Automated variable selection in vector multiplicative error models
• Variable selection for multiply-imputed data with penalized generalized estimating equations
• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
• Variable selection and estimation for partially linear single-index models with longitudinal data
• Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis
• Variable selection and model averaging for longitudinal data incorporating GEE approach
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications
• Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data
• Fast forward selection for generalized estimating equations with a large number of predictor variables
• Penalized weighted smoothed quantile regression for high-dimensional longitudinal data
• Robust approach for variable selection with high dimensional longitudinal data analysis
• Profile composite quantile regression and variable selection for longitudinal data single-index models
• Automatic variable selection in a linear model on massive data
• Copula and composite quantile regression-based estimating equations for longitudinal data
• Automatic variable selection for varying coefficient models with longitudinal data
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
• Instrumental variable based variable selection for generalized linear models with endogenous covariates
• Automatic grouping using smooth-threshold estimating equations
• An efficient and robust variable selection method for longitudinal generalized linear models
• A note on automatic variable selection using smooth-threshold estimating equations
• Variable selection and estimation for longitudinal survey data
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data
• Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates
• Automatic variable selection for partially linear functional additive model and its application to the Tecator data set

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