A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis
DOI10.1080/03610926.2017.1402047OpenAlexW2791447943WikidataQ130176438 ScholiaQ130176438MaRDI QIDQ5075491
Publication date: 16 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1402047
adaptive Lassorobust variable selectioncorrelation structure selectionweighted Gaussian pseudo-likelihood
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Generalized linear models (logistic models) (62J12)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- Robust estimation in joint mean-covariance regression model for longitudinal data
- Variable selection in robust regression models for longitudinal data
- Composite quantile regression and the oracle model selection theory
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- An efficient and robust variable selection method for longitudinal generalized linear models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Robust estimation in generalized semiparametric mixed models for longitudinal data
- Variable selection using MM algorithms
- Correlated data analysis: modeling, analytics, and applications
- Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
- Akaike's Information Criterion in Generalized Estimating Equations
- Penalized Estimating Equations
- Some Covariance Models for Longitudinal Count Data with Overdispersion
- Asymptotic Statistics
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Information Ratio Test for Model Misspecification in Quasi-Likelihood Inference
- Robust Variable Selection With Exponential Squared Loss
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
This page was built for publication: A model selection method based on the adaptive LASSO-penalized GEE and weighted Gaussian pseudo-likelihood BIC in longitudinal robust analysis