Variable selection for longitudinal data with high-dimensional covariates and dropouts
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Cites work
- A new look at the statistical model identification
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Demystifying double robustness: a comparison of alternative strategies for estimating a population mean from incomplete data
- Doubly Robust Estimation in Missing Data and Causal Inference Models
- Estimating the dimension of a model
- Heuristics of instability and stabilization in model selection
- High-dimensional variable selection
- Highly efficient aggregate unbiased estimating functions approach for correlated data with missing at random
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference and missing data
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Penalized generalized estimating equations for high-dimensional longitudinal data analysis
- Semiparametric Efficiency in Multivariate Regression Models with Missing Data
- Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error
- Smoothly clipped absolute deviation on high dimensions
- Some Comments on C P
- The Generalized Estimating Equation Approach When Data Are Not Missing Completely at Random
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for regression models with missing data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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