Asymptotic bias of \(C_p\) type criterion for model selection in the GEE when the sample size and the cluster sizes are large

DOI10.32917/HMJ/1595901629zbMath1450.62052OpenAlexW3045724783MaRDI QIDQ2203648

Publication date: 7 October 2020

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.hmj/1595901629

zbMATH Keywords

longitudinal data prediction error model selection prediction mean squared error generalized estimating equation (GEE)

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical ranking and selection procedures (62F07)

Cites Work

A strongly consistent procedure for model selection in a regression problem

This page was built for publication: Asymptotic bias of \(C_p\) type criterion for model selection in the GEE when the sample size and the cluster sizes are large