Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
From MaRDI portal
(Redirected from Publication:5082709)
Recommendations
- Focused information criterion and model averaging for generalized additive partial linear models
- The focused information criterion for varying-coefficient partially linear measurement error models
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Model selection and model averaging for partially linear models with missing covariates
- Model averaging procedure for partially linear single-index models
Cites work
- A high-dimensional focused information criterion
- Akaike's information criterion in generalized estimating equations
- Assessing robustness of generalised estimating equations and quadratic inference functions
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- Efficient estimation in semivarying coefficient models for longitudinal/clustered data
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Estimating the dimension of a model
- Focused and model average estimation for regression analysis of panel count data
- Focused Information Criteria and Model Averaging for the Cox Hazard Regression Model
- Focused information criterion and model averaging for generalized additive partial linear models
- Focused information criterion and model averaging with generalized rank regression
- Focussed model selection in quantile regression
- Frequentist Model Average Estimators
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Improving generalised estimating equations using quadratic inference functions
- Local polynomial fitting in semivarying coefficient model
- Longitudinal data analysis using generalized linear models
- Maximum likelihood identification of Gaussian autoregressive moving average models
- Model averaging and weight choice in linear mixed-effects models
- Model averaging based on leave-subject-out cross-validation
- Model Selection and Model Averaging
- Model Selection: An Integral Part of Inference
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Semiparametric and Nonparametric Regression Analysis of Longitudinal Data
- The Focused Information Criterion
- Variable selection and model averaging for longitudinal data incorporating GEE approach
- 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
(6)- 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
This page was built for publication: Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5082709)
