Semiparametric variable selection for partially varying coefficient models with endogenous variables

DOI10.1007/S00180-015-0601-YMaRDI QIDQ736653zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 4 August 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-015-0601-y

zbMATH Keywords

variable selectionendogenous variablepartially varying coefficient model

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Statistical View of Some Chemometrics Regression Tools
• Empirical likelihood inferences for semiparametric instrumental variable models
• Modified SEE variable selection for varying coefficient instrumental variable models
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for generalized varying coefficient partially linear models with diverging number of parameters
• Variable selection for high-dimensional generalized varying-coefficient models
• Variable selection for semiparametric varying coefficient partially linear models
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements

Cited in

(10)

• Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
• Modified SEE variable selection for varying coefficient instrumental variable models
• Instrumental variable based estimation for generalized varying coefficient models with endogenous covariates
• Instrumental variable based variable selection for generalized linear models with endogenous covariates
• Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables
• Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
• Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates
• A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data
• Variable selection for structural equation with endogeneity
• Regularization statistical inferences for partially linear models with high dimensional endogenous covariates

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