Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data

DOI10.1080/03610918.2019.1609029MaRDI QIDQ5082709zbMATH OpenOpenAlexFDO

Authors Guozhi Hu, Jie Zeng, Wei-hu Cheng

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1609029

zbMATH Keywords

focused information criteriongeneralized estimating equationlongitudinal datamodel averagingvarying-coefficient partially linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

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• Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
• Variable Selection for Marginal Longitudinal Generalized Linear Models
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements

Cited in

(7)

• Focused information criterion and model averaging for generalized additive partial linear models
• The focused information criterion for varying-coefficient partially linear measurement error models
• Variable selection and model averaging for longitudinal data incorporating GEE approach
• Model averaging procedure for partially linear single-index models
• Model averaging by jackknife criterion for varying-coefficient partially linear models
• A Mallows-type model averaging estimator for the varying-coefficient partially linear model
• Efficient estimation in a semiparametric longitudinal data model with unknown time-varying AR error structure

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