Variable selection for fixed effects varying coefficient models
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Cites work
- A Statistical View of Some Chemometrics Regression Tools
- Comments on: ``Wavelets in statistics: a review by A. Antoniadis
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood inference for partially linear panel data models with fixed effects
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Local asymptotics for polynomial spline regression
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Non-parametric time-varying coefficient panel data models with fixed effects
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonconcave penalized M-estimation with a diverging number of parameters
- Nonparametric estimation and testing of fixed effects panel data models
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Profile likelihood estimation of partially linear panel data models with fixed effects
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- Semiparametric estimation of fixed-effects panel data varying coefficient models
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence band for nonparametric fixed effects panel data models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Sparse additive models
- Sparse varying coefficient models for longitudinal data
- Trending time-varying coefficient time series models with serially correlated errors
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection for varying coefficient models with measurement errors
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(24)- An empirical likelihood check with varying coefficient fixed effect model with panel data
- Testing for covariance matrices in time-varying coefficient panel data models with fixed effects
- Model detection and variable selection for mode varying coefficient model
- Modified SEE variable selection for varying coefficient instrumental variable models
- Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index
- A new variable selection approach for varying coefficient models
- A unified variable selection approach for varying coefficient models
- Coefficients of determinations for variable selection in the msae regression
- Oracle efficient variable selection in random and fixed effects panel data models
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Empirical likelihood based inference for varying coefficient panel data models with fixed effect
- scientific article; zbMATH DE number 5226505 (Why is no real title available?)
- Variable Selection in Regression-Based Estimation of Dynamic Treatment Regimes
- Variable selection of the spatial autoregressive quantile model with fixed effects
- Variable selection in high-dimensional varying coefficient panel data models with fixed effects
- Composite quantile regression estimation for varying coefficient panel data models with fixed effects based on auxiliary regression
- Orthogonality-projection-based penalized variable selection for high-dimensional partially linear models
- Estimation of varying coefficient fixed effects models in panel data based on auxiliary regression
- Variable selection via non-convex group penalization for high-dimensional nonparametric additive panel data models with fixed effects
- Non-convex group penalized variable selection for high-dimensional varying coefficient panel data models with fixed effects using auxiliary regression
- Adaptive group Lasso penalized variable selection for high-dimensional varying-coefficient panel data models with fixed effects
- Robust exponential squared loss-based estimation for partially linear additive panel data model with fixed effects
- Model detection and estimation for varying coefficient panel data models with fixed effects
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