Automatic model selection for partially linear models
From MaRDI portal
Publication:842929
DOI10.1016/j.jmva.2009.06.009zbMath1170.62034OpenAlexW1987204917WikidataQ37396958 ScholiaQ37396958MaRDI QIDQ842929
Hao Helen Zhang, Xiao Ni, Daowen Zhang
Publication date: 28 September 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2766091
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20)
Related Items
WLAD-LASSO method for robust estimation and variable selection in partially linear models, GMM estimation in partial linear models with endogenous covariates causing an over-identified problem, Identification of Partially Linear Structure in Additive Models with an Application to Gene Expression Prediction from Sequences, Variable selection in partial linear regression with functional covariate, Mixing partially linear regression models, Estimation of semiparametric regression model with right-censored high-dimensional data, Variable selection and parameter estimation for partially linear models via Dantzig selector, A robust model averaging approach for partially linear models with responses missing at random, Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates, Pretest and shrinkage estimators in generalized partially linear models with application to real data, Optimal model averaging for semiparametric partially linear models with measurement errors, Semiparametric regression models with additive nonparametric components and high dimensional parametric components, A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates, A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates, Double penalized variable selection procedure for partially linear models with longitudinal data, Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension, Unnamed Item, L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors, Sparse and efficient estimation for partial spline models with increasing dimension, Nonconcave penalized estimation for partially linear models with longitudinal data, Variable selection for the partial linear single-index model, Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models, Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters, Empirical likelihood inferences for semiparametric instrumental variable models, An RKHS-based approach to double-penalized regression in high-dimensional partially linear models, Partial linear modelling with multi-functional covariates, Robust group non-convex estimations for high-dimensional partially linear models, Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters, Variable selection in elliptical linear mixed model, Model selection and model averaging for semiparametric partially linear models with missing data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Estimation in partially linear models and numerical comparisons
- SCAD-penalized regression in high-dimensional partially linear models
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Estimating the dimension of a model
- That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Nonconcave penalized likelihood with a diverging number of parameters.
- Least angle regression. (With discussion)
- Better Subset Regression Using the Nonnegative Garrote
- An Effective Bandwidth Selector for Local Least Squares Regression
- Penalized Likelihood for General Semi-Parametric Regression Models
- Maximum likelihood identification of Gaussian autoregressive moving average models
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- Semiparametric Regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Two-stage model selection procedures in partially linear regression
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Adaptive Lasso for Cox's proportional hazards model
- Some Comments on C P
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Smoothing spline ANOVA models
