Variable selection in robust regression models for longitudinal data
From MaRDI portal
Publication:432312
DOI10.1016/j.jmva.2012.03.007zbMath1241.62104OpenAlexW2002651345MaRDI QIDQ432312
Yali Fan, Guoyou Qin, Zhong-yi Zhu
Publication date: 4 July 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.03.007
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (18)
Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis ⋮ An efficient and robust variable selection method for longitudinal generalized linear models ⋮ Robust statistical inference for longitudinal data with nonignorable dropouts ⋮ Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm ⋮ A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis ⋮ Adaptive efficient and double-robust regression based on generalized empirical likelihood ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ A general adaptive ridge regression method for generalized linear models: an iterative re-weighting approach ⋮ Robust variable selection for generalized linear models with a diverging number of parameters ⋮ Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection ⋮ Adaptive robust estimation in joint mean–covariance regression model for bivariate longitudinal data ⋮ Robust Variable Selection in Linear Mixed Models ⋮ Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data ⋮ Two step estimations for a single-index varying-coefficient model with longitudinal data ⋮ Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis ⋮ Copula and composite quantile regression-based estimating equations for longitudinal data ⋮ Robust fitting of hidden Markov regression models under a longitudinal setting ⋮ Robust and efficient estimating equations for longitudinal data partial linear models and its applications
Cites Work
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- The Adaptive Lasso and Its Oracle Properties
- Variable selection using MM algorithms
- Akaike's Information Criterion in Generalized Estimating Equations
- Penalized Estimating Equations
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Deletion diagnostics for generalised estimating equations
- Semiparametric Stochastic Mixed Models for Longitudinal Data
- Ideal spatial adaptation by wavelet shrinkage
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A robust approach to longitudinal data analysis
- Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models
- Regularization and Variable Selection Via the Elastic Net
- Robust inference in generalized linear models for longitudinal data
- Variable Selection for Marginal Longitudinal Generalized Linear Models
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
This page was built for publication: Variable selection in robust regression models for longitudinal data