Variable selection in semiparametric regression analysis for longitudinal data

DOI10.1007/s10463-010-0312-7zbMath1238.62050OpenAlexW2027323119MaRDI QIDQ421404

Liu Gen Xue, Pei Xin Zhao

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0312-7

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (14)

Robust structure identification and variable selection in partial linear varying coefficient models ⋮ Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data ⋮ M-estimation and model identification based on double SCAD penalization ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data ⋮ Variable selection in robust semiparametric modeling for longitudinal data ⋮ Modified see variable selection for linear instrumental variable regression models ⋮ A new orthogonality-based estimation for varying-coefficient partially linear models ⋮ Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements ⋮ Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data ⋮ Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data

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