Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
From MaRDI portal
(Redirected from Publication:5085928)
Recommendations
- Empirical likelihood based variable selection
- Variable selection using penalized empirical likelihood
- Variable selection in finite mixture of generalized estimating equations
- A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
- scientific article; zbMATH DE number 3844843
- Variable selection for multivariate generalized linear models
- The consistency of variable selection for generalized linear models
- Variable selection based on empirical likelihood for partially linear models with longitudinal data
- Estimation and variable selection for generalized additive partial linear models
- Estimation and variable selection for generalised partially linear single-index models
Cites work
- A new look at the statistical model identification
- Akaike's information criterion in generalized estimating equations
- An extended quasi-likelihood function
- Block empirical likelihood for longitudinal partially linear regression models
- Comparison of criteria to select a working correlation matrix in generalized estimating equations
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method
- Empirical likelihood and general estimating equations
- Empirical likelihood for generalized linear models with longitudinal data
- Empirical likelihood for linear models
- Empirical likelihood ratio confidence intervals for a single functional
- Estimating the dimension of a model
- Generalized empirical likelihood methods for analyzing longitudinal data
- Generalized Estimating Equations
- Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
- Improving generalised estimating equations using quadratic inference functions
- 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
- Selection of Working Correlation Structure and Best Model in GEE Analyses of Longitudinal Data
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
- Weighted empirical likelihood for generalized linear models with longitudinal data
- Wilcoxon-type generalized Bayesian information criterion
Cited in
(1)
This page was built for publication: Variable selection in generalized estimating equations via empirical likelihood and Gaussian pseudo-likelihood
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085928)
