Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
DOI10.1080/03610926.2017.1373821OpenAlexW2752368500MaRDI QIDQ5154083FDOQ5154083
Authors: Jiting Huang, Pei Xin Zhao 
Publication date: 1 October 2021
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1373821
Recommendations
- Empirical likelihood inferences for semiparametric instrumental variable models
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
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variable selectioninstrumental variableempirical likelihoodsemiparametric instrumental variable model
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Cites Work
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric varying coefficient partially linear models
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- An orthogonality-based estimation of moments for linear mixed models
- Variable selection in semiparametric regression analysis for longitudinal data
- Modified SEE variable selection for varying coefficient instrumental variable models
- Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
- Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
- Bayesian quantile regression based on the empirical likelihood with spike and slab priors
- Empirical likelihood inferences for semiparametric instrumental variable models
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
- Penalized empirical likelihood via bridge estimator in Cox's proportional hazard model
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Cited In (6)
- Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Orthogonal polynomials for seminonparametric instrumental variables model
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates
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