Smooth-threshold GEE variable selection in high-dimensional partially linear models with longitudinal data
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Recommendations
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Cites work
- A note on automatic variable selection using smooth-threshold estimating equations
- Akaike's information criterion in generalized estimating equations
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
- Consistent model selection and data-driven smooth tests for longitudinal data in the estimating equations approach
- Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data
- GEE analysis of clustered binary data with diverging number of covariates
- Least angle regression. (With discussion)
- Longitudinal data analysis using generalized linear models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonconcave penalized likelihood with a diverging number of parameters.
- On eliminating the asymptotic bias in the quasi-least squares estimate of the correlation parameter.
- Penalized high-dimensional empirical likelihood
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection for Partially Linear Models with Randomly Censored Data
- Variable selection in semiparametric regression analysis for longitudinal data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Variable selection for high-dimensional longitudinal linear regression models with monotone missing patterns
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Variable selection for high-dimensional partially linear regression models with longitudinal missing data
- Instrumental variable based variable selection for generalized linear models with endogenous covariates
- Ultra high‐dimensional semiparametric longitudinal data analysis
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
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