Model determination and estimation for the growth curve model via group SCAD penalty

DOI10.1016/j.jmva.2013.11.001zbMath1278.62078OpenAlexW2074143530MaRDI QIDQ392072

Xin Xin, Jin-hong You, Jian-Hua Hu

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.001

zbMATH Keywords

least squares estimationoracle propertydegree of polynomial profile formthree-level variable selection

Mathematics Subject Classification ID

Related Items (7)

Penalized variable selection in competing risks regression ⋮ On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters ⋮ Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors ⋮ High-dimensional sparse portfolio selection with nonnegative constraint ⋮ Dynamic tilted current correlation for high dimensional variable screening ⋮ \(\ell_{2,0}\)-norm based selection and estimation for multivariate generalized linear models ⋮ Growth curve mixture models with unknown covariance structures

Uses Software

• SAS

Cites Work

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• Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• A selective review of group selection in high-dimensional models

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