Variable selection for partially linear models with measurement errors

DOI10.1198/JASA.2009.0127MaRDI QIDQ5256121zbMATH OpenOpenAlexWikidataFDO

Authors Hua Liang, Runze Li

Publication date 22 June 2015

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL http://europepmc.org/articles/pmc2697854

zbMATH Keywords

error-freeerror-proneerrors-in-variablelocal linear regressionquantile regressionsmoothly clipped absolute deviation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to social sciences (62P25)

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Cited in

(only showing first 100 items - show all)

• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
• Robust estimation in partially linear errors-in-variables models
• Balanced estimation for high-dimensional measurement error models
• Estimation and variable selection for quantile partially linear single-index models
• Semiparametric Bayesian inference for accelerated failure time models with errors-in-covariates and doubly censored data
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
• Statistical inference on partial linear additive models with distortion measurement errors
• Estimation and hypothesis test for partial linear multiplicative models
• Partial linear single index models with distortion measurement errors
• Variable selection and parameter estimation for partially linear models via Dantzig selector
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Model averaging for varying-coefficient partially linear measurement error models
• Nonlinear measurement errors models subject to partial linear additive distortion
• Variable selection for partially linear models via Bayesian subset modeling with diffusing prior
• Semiparametric method and theory for continuously indexed spatio-temporal processes
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
• Independence tests in the presence of measurement errors: an invariance law
• Estimation and variable selection for partial functional linear regression
• Scalable interpretable learning for multi-response error-in-variables regression
• Multiplicative regression models with distortion measurement errors
• Penalized empirical likelihood for partially linear errors-in-variables models
• Statistical inference for partially linear regression models with measurement errors
• Partial linear models with general distortion measurement errors
• Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
• Estimating the conditional single-index error distribution with a partial linear mean regression
• Mixing partially linear regression models
• Generalized varying coefficient partially linear measurement errors models
• Restricted profile estimation for partially linear models with large-dimensional covariates
• Robust estimation for partially linear models with large-dimensional covariates
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
• Empirical likelihood inferences for semiparametric instrumental variable models
• Corrected-loss estimation for error-in-variable partially linear model
• Hypothesis test for the parameters of linear part in the partial linear EV model
• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables (EV) model with missing response
• Robust group non-convex estimations for high-dimensional partially linear models
• M-estimation for partially functional linear regression model based on splines
• Variable selection for partially linear varying coefficient quantile regression model
• Estimation and variable selection in partial linear single index models with error-prone linear covariates
• t-type corrected-loss estimation for error-in-variable model
• Variable Selection for Partially Linear Models with Randomly Censored Data
• GMM estimation in partial linear models with endogenous covariates causing an over-identified problem
• Statistical inference on restricted linear regression models with partial distortion measurement errors
• Covariate Selection for Linear Errors-in-Variables Regression Models
• Variable selection in partial linear regression with functional covariate
• Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
• Penalized profiled semiparametric estimating functions
• A revisit to correlation analysis for distortion measurement error data
• Variable selection in linear measurement error models via penalized score functions
• Bootstrap confidence bands and partial linear quantile regression
• Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components
• Statistical inference for fixed-effects partially linear regression models with errors in variables
• Partial linear single-index models with additive distortion measurement errors
• Variable selection for partially linear proportional hazards model with covariate measurement error
• Variable selection in nonparametric classification via measurement error model selection likelihoods
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models
• Adaptive Lasso for measurement error models
• Univariate measurement error selection likelihood for variable selection of additive model
• WLAD-LASSO method for robust estimation and variable selection in partially linear models
• Quantile regression estimation for distortion measurement error data
• Partially Linear Additive Functional Regression
• Variable selection in heteroscedastic single-index quantile regression
• Estimation and variable selection for partially linear additive models with measurement errors
• Effective identification and estimation for the semiparametric measurement error model
• Detection the symmetry or asymmetry of model errors in partial linear models
• Penalized empirical likelihood for generalized linear models with longitudinal data
• Sparsity identification for high-dimensional partially linear model with measurement error
• Estimation of the error distribution function for partial linear single-index models
• Correlation analysis with additive distortion measurement errors
• Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
• A two-component \(G\)-prior for variable selection
• Variable selection for semiparametric errors-in-variables regression model with longitudinal data
• scientific article; zbMATH DE number 7123998 (Why is no real title available?)
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• Restricted estimation in partially linear errors-in-variables models
• Testing and estimation in marker-set association study using semiparametric quantile regression kernel machine
• Sequential profile Lasso for ultra-high-dimensional partially linear models
• Partially linear additive quantile regression in ultra-high dimension
• Variable selection in measurement error models
• Integrated partially linear model for multi-centre studies with heterogeneity and batch effect in covariates
• Statistical inference on restricted partial linear regression models with partial distortion measurement errors
• Penalized time-varying model averaging
• Identification of survival relevant genes with measurement error in gene expression incorporated
• Recognition and variable selection in sparse spatial panel data models with fixed effects
• Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
• Optimal model averaging for semiparametric partially linear models with measurement errors
• Difference based estimation for partially linear regression models with measurement errors
• Variable selection for additive partially linear models with measurement error
• Variable selection for varying coefficient models with measurement errors
• Variable selection in multivariate regression models with measurement error in covariates
• On selection of semiparametric spatial regression models
• Additive partially linear models for ultra-high-dimensional regression
• Logistic regression error-in-covariate models for longitudinal high-dimensional covariates
• Distributed debiased estimation of high-dimensional partially linear models with jumps
• Model averaging for right censored data with measurement error
• Diagnostics for partially linear measurement error models
• Semiparametric efficient estimation in high-dimensional partial linear regression models
• STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology. II: More complex methods of adjustment and advanced topics
• Nonconvex Dantzig selector and its parallel computing algorithm

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