Variable selection for varying-coefficient models with the sparse regularization

DOI10.1007/S00180-014-0520-3zbMATH Open1342.65049OpenAlexW2145053530MaRDI QIDQ736986FDOQ736986

Authors: Hidetoshi Matsui, Toshihiro Misumi 

Publication date: 5 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2324/26215

Recommendations

• Automatic variable selection for varying coefficient models with longitudinal data
• Variable selection for generalized varying coefficient models with longitudinal data
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions
• Model detection and variable selection for varying coefficient models with longitudinal data
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements

zbMATH Keywords

variable selectionvarying-coefficient modelelastic netgroup Lassobasis expansion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Pathwise coordinate optimization
• Functional data analysis.
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• Random-Effects Models for Longitudinal Data
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Model Selection and Estimation in Regression with Grouped Variables
• A practical guide to splines.
• Adaptive LASSO for varying-coefficient partially linear measurement error models
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Title not available (Why is that?)
• Statistical estimation in varying coefficient models
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
• On the adaptive elastic net with a diverging number of parameters
• Sparse varying coefficient models for longitudinal data
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
• Variable selection in high-dimensional varying-coefficient models with global optimality
• Variable selection and estimation in high-dimensional varying-coefficient models
• Smoothing Spline Estimation in Varying-Coefficient Models
• Longitudinal Data Analysis
• Functional varying coefficient models for longitudinal data
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions

Cited In (25)

• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
• Variable selection for varying coefficient models via kernel based regularized rank regression
• Variable selection for functional regression models via the \(L_1\) regularization
• Variable selection for generalized varying coefficient models with longitudinal data
• Variable selection in multivariate linear models for functional data via sparse regularization
• Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
• Tree-based varying coefficient regression for longitudinal ordinal responses
• Title not available (Why is that?)
• Model detection and variable selection for varying coefficient models with longitudinal data
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
• Sparse varying coefficient models for longitudinal data
• A new approach to varying-coefficient additive models with longitudinal covariates
• Model selection criteria for the varying-coefficient modelling via regularized basis expansions
• Robust spline-based variable selection in varying coefficient model
• Variable selection in sparse GLARMA models
• Identification of local sparsity and variable selection for varying coefficient additive hazards models
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
• Automatic variable selection for varying coefficient models with longitudinal data
• Variable selection in Cox regression models with varying coefficients
• Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
• Variable selection of varying-coefficient models and its application on stock data
• Sparsity considerations for dependent variables
• Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data
• Estimation of functional sparsity in nonparametric varying coefficient models for longitudinal data analysis
• Sparse reduced-rank regression for multivariate varying-coefficient models

Uses Software

• fda (R)

This page was built for publication: Variable selection for varying-coefficient models with the sparse regularization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q736986)