Variable selection for semiparametric mixed models in longitudinal studies
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correlated dataGaussian stochastic processlinear mixed modelssmoothing splinessmoothly clipped absolute deviation
Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
Cites work
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- Best Linear Unbiased Estimation and Prediction under a Selection Model
- Estimating the dimension of a model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- scientific article; zbMATH DE number 3856278 (Why is no real title available?)
- Inference in Generalized Additive Mixed Models by Using Smoothing Splines
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Mixed Effects Smoothing Spline Analysis of Variance
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- One-step sparse estimates in nonconcave penalized likelihood models
- Partial Linear Regression Models for Clustered Data
- Penalized Likelihood for General Semi-Parametric Regression Models
- Random-Effects Models for Longitudinal Data
- Regularization and Variable Selection Via the Elastic Net
- Semiparametric Regression
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- The Performance of Cross-Validation and Maximum Likelihood Estimators of Spline Smoothing Parameters
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(39)- Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- Penalized generalized estimating equations approach to longitudinal data with multinomial responses
- Variable selection in joint mean and dispersion models via double penalized likelihood
- A penalty approach to differential item functioning in Rasch models
- Model selection in linear mixed models
- Variable selection in linear mixed models using an extended class of penalties
- Estimation for high-dimensional linear mixed-effects models using _1-penalization
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Bayesian variable selection and estimation in semiparametric joint models of multivariate longitudinal and survival data
- Fixed and Random Effects Selection in Mixed Effects Models
- On Variance Components in Semiparametric Mixed Models for Longitudinal Data
- Variable selection in latent semiparametric regression models
- Sparse pairwise likelihood estimation for multivariate longitudinal mixed models
- Classification of longitudinal data through a semiparametric mixed-effects model based on Lasso-type estimators
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- Degrees of freedom and model selection in semiparametric additive monotone regression
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- Double penalized variable selection procedure for partially linear models with longitudinal data
- Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors
- Variable selection in joint modelling of the mean and variance for hierarchical data
- High-dimensional generalized semiparametric model for longitudinal data
- Stability enhanced variable selection for a semiparametric model with flexible missingness mechanism and its application to the ChAMP study
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- Nonconcave penalized estimation for partially linear models with longitudinal data
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Time varying mixed effects model with fused Lasso regularization
- Estimation in multivariate linear mixed models for longitudinal data with multiple outputs: Application to PBCseq data analysis
- Robust and smoothing variable selection for quantile regression models with longitudinal data
- Covariate selection for multilevel models with missing data
- Variable selection in semiparametric regression models for longitudinal data with informative observation times
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
- Variable selection in the partially linear errors-in-variables models for longitudinal data
- Double debiased estimation and inference for longitudinal generalized linear models with hidden confounders
- Combining biomarkers linearly and nonlinearly for classification using the area under the ROC curve
- Communication-efficient estimation and inference for high-dimensional longitudinal data
- Variable selection in modelling clustered data via within-cluster resampling
- Model selection based on resampling approaches for cluster longitudinal data with missingness in outcomes
- Variable selection for generalized linear mixed models by \(L_1\)-penalized estimation
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