Robust penalized empirical likelihood in high dimensional longitudinal data analysis
From MaRDI portal
Abstract: As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse high-dimensional model, we consider a penalized EL method based on robust estimating functions by applying two penalty functions for regularizing the regression parameters and the associated Lagrange multipliers simultaneously, which allows the dimensionalities of both regression parameters and estimating equations to grow exponentially with the sample size. A first inspection on the robustness of estimating equations contributing to the estimating equations selection and variable selection is discussed from both theoretical perspective and intuitive simulation results in this paper. The proposed method can improve the robustness and effectiveness when the data have underlying outliers or heavy tails in the response variables and/or covariates. The robustness of the estimator is measured via the bounded influence function, and the oracle properties are also established under some regularity conditions. Extensive simulation studies and a yeast cell data are used to evaluate the performance of the proposed method. The numerical results reveal that the robustness of sparse estimating equations selection fundamentally enhances variable selection accuracy when the data have heavy tails and/or include underlying outliers.
Cites work
- A General Qualitative Definition of Robustness
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- A unified approach to model selection and sparse recovery using regularized least squares
- Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
- An efficient and robust inference method based on empirical likelihood in longitudinal data analysis
- Empirical likelihood and quantile regression in longitudinal data analysis
- Empirical likelihood for generalized linear models with longitudinal data
- Empirical likelihood ratio confidence intervals for a single functional
- Generalized empirical likelihood inference in generalized linear models for longitudinal data
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Improving generalised estimating equations using quadratic inference functions
- Least Median of Squares Regression
- Longitudinal data analysis using generalized linear models
- Nearly unbiased variable selection under minimax concave penalty
- Nested coordinate descent algorithms for empirical likelihood
- On generating multivariate Poisson data in management science applications
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized empirical likelihood for generalized linear models with longitudinal data
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Robust Estimation of a Location Parameter
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- The use and interpretation of rank-based residuals
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(1)
This page was built for publication: Robust penalized empirical likelihood in high dimensional longitudinal data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6049408)
