Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
From MaRDI portal
Publication:5255691
DOI10.1198/jasa.2010.tm10128zbMath1388.62223OpenAlexW1974875084MaRDI QIDQ5255691
Jianhui Zhou, Lan Xue, Annie Qu
Publication date: 17 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm10128
oracle propertyquadratic inference functionSCADpolynomial splinenonparametric functionL2- norm consistency
Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12) Statistical ranking and selection procedures (62F07)
Related Items (48)
Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method ⋮ Unified statistical inference for a nonlinear dynamic functional/longitudinal data model ⋮ A robust penalized estimation for identification in semiparametric additive models ⋮ Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data ⋮ Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data ⋮ Parameter estimation for a generalized semiparametric model with repeated measurements ⋮ Globally consistent model selection in semi-parametric additive coefficient models ⋮ Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis ⋮ Composite quantile regression for correlated data ⋮ Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ A plug-in the number of knots selector for polynomial spline regression ⋮ Shrinkage estimation for identification of linear components in composite quantile additive models ⋮ GEE analysis for longitudinal single-index quantile regression ⋮ Variable selection in robust semiparametric modeling for longitudinal data ⋮ Component selection in additive quantile regression models ⋮ Smoothing combined estimating equations in quantile regression for longitudinal data ⋮ Generalized varying-coefficient additive model for locally stationary time series ⋮ Improved multiple quantile regression estimation with nonignorable dropouts ⋮ Constrained polynomial spline estimation of monotone additive models ⋮ Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data ⋮ Model estimation and selection for partial linear varying coefficient EV models with longitudinal data ⋮ Cluster analysis of longitudinal profiles with subgroups ⋮ Unnamed Item ⋮ Marginal additive models for population‐averaged inference in longitudinal and cluster‐correlated data ⋮ Variable selection for partially linear proportional hazards model with covariate measurement error ⋮ Test of significance for high-dimensional longitudinal data ⋮ Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data ⋮ Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data ⋮ Greedy forward regression for variable screening ⋮ Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data ⋮ Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates ⋮ Partially linear single index models for repeated measurements ⋮ Estimation and inference in functional single-index models ⋮ A selective review of group selection in high-dimensional models ⋮ Feature screening for ultrahigh-dimensional additive logistic models ⋮ Quantile regression for panel count data based on quadratic inference functions ⋮ Variable selection for semiparametric errors-in-variables regression model with longitudinal data ⋮ Marginal quantile regression for varying coefficient models with longitudinal data ⋮ A new approach to varying-coefficient additive models with longitudinal covariates ⋮ Robust variable selection in modal varying-coefficient models with longitudinal ⋮ Longitudinal Principal Component Analysis With an Application to Marketing Data ⋮ Least product relative error estimation for identification in multiplicative additive models ⋮ Variable selection for additive model via cumulative ratios of empirical strengths total ⋮ Time-Varying Additive Models for Longitudinal Data ⋮ High-dimensional generalized semiparametric model for longitudinal data ⋮ Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes ⋮ Variable selection for generalized varying coefficient models with longitudinal data ⋮ QR decomposition based orthogonality estimation for partially linear models with longitudinal data
This page was built for publication: Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
