Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data

From MaRDI portal
Publication:764510


DOI10.1016/j.jmva.2011.08.009zbMath1274.62245arXiv1108.1260MaRDI QIDQ764510

Peng Lai, Heng Lian, Qi Hua Wang

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.1260


62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation


Related Items

Feature screening of quadratic inference functions for ultrahigh dimensional longitudinal data, Gaussian copula based composite quantile regression in semivarying models with longitudinal data, Instrumental variable based variable selection for generalized linear models with endogenous covariates, Efficient estimation for time-dynamic longitudinal single-index model, Variable selection and estimation for partially linear single-index models with longitudinal data, Some design considerations for cluster randomized trials with binary responses, Modified see variable selection for linear instrumental variable regression models, Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method, Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data, Automatic variable selection for varying coefficient models with longitudinal data, Joint estimation for single index mean-covariance models with longitudinal data, Quadratic inference functions for partially linear single-index models with longitudinal data, A robust and efficient estimation method for single index models, Automatic variable selection for partially linear functional additive model and its application to the Tecator data set, Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection, Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach, Two step estimations for a single-index varying-coefficient model with longitudinal data, Copula and composite quantile regression-based estimating equations for longitudinal data, Robust and efficient estimating equations for longitudinal data partial linear models and its applications, Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates, Quantile estimations via modified Cholesky decomposition for longitudinal single-index models, Modified SEE variable selection for varying coefficient instrumental variable models, Simultaneous confidence band for single-index random effects models with longitudinal data, Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data, Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data



Cites Work