A model selection method based on the adaptive Lasso-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis

DOI10.1080/03610926.2017.1402047MaRDI QIDQ5075491zbMATH OpenOpenAlexWikidataFDO

Authors Jiamao Zhang, Jianwen Xu

Publication date 16 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1402047

zbMATH Keywords

adaptive Lassocorrelation structure selectionrobust variable selectionweighted Gaussian pseudo-likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)

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Cites work

• Akaike's information criterion in generalized estimating equations
• An efficient and robust variable selection method for longitudinal generalized linear models
• Asymptotic Statistics
• Comparison of criteria to select a working correlation matrix in generalized estimating equations
• Composite quantile regression and the oracle model selection theory
• Correlated data analysis: modeling, analytics, and applications
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Information ratio test for model misspecification in quasi-likelihood inference
• Longitudinal data analysis using generalized linear models
• Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
• Penalized Estimating Equations
• Penalized generalized estimating equations for high-dimensional longitudinal data analysis
• Quantile regression.
• Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
• Robust estimation in generalized semiparametric mixed models for longitudinal data
• Robust estimation in joint mean-covariance regression model for longitudinal data
• Robust estimation of covariance parameters in partial linear model for longitudinal data
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Variable Selection With Exponential Squared Loss
• Some Covariance Models for Longitudinal Count Data with Overdispersion
• Variable selection in robust regression models for longitudinal data
• Variable selection using MM algorithms
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(4)

• An efficient and robust variable selection method for longitudinal generalized linear models
• Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
• Robust variable selection in linear mixed models
• Variable selection in modelling clustered data via within-cluster resampling

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