Variable selection in joint mean and dispersion models via double penalized likelihood

DOI10.1007/s13571-014-0079-6zbMath1307.62186OpenAlexW2005665311MaRDI QIDQ2258178

Mark Tranmer, Christiana Charalambous, Jian-Xin Pan

Publication date: 2 March 2015

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-014-0079-6

zbMATH Keywords

generalized linear mixed modelshierarchical datasmoothly clipped absolute deviation penalty\(h\)-likelihoodmodelling of mean and covariance structures

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Related Items (2)

Joint estimation and variable selection for mean and dispersion in proper dispersion models ⋮ On variable selection in joint modeling of mean and dispersion

Uses Software

• GAMLSS

Cites Work

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