Instrumental variable based variable selection for generalized linear models with endogenous covariates

DOI10.1080/03610918.2018.1425445OpenAlexW2791148629MaRDI QIDQ5085981

Jiting Huang, Pei Xin Zhao

Publication date: 30 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1425445

zbMATH Keywords

instrumental variablevariable selectiongeneralized linear modelendogenous covariate

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Unnamed Item
• Sure independence screening in generalized linear models with NP-dimensionality
• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
• Functional coefficient instrumental variables models
• Automatic variable selection for longitudinal generalized linear models
• Semiparametric variable selection for partially varying coefficient models with endogenous variables
• Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data
• Shrinkage estimation analysis of correlated binary data with a diverging number of parameters
• Automatic grouping using smooth-threshold estimating equations
• Modified SEE variable selection for varying coefficient instrumental variable models
• Endogeneity in high dimensions
• Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis
• Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data
• Akaike's Information Criterion in Generalized Estimating Equations
• Penalized Estimating Equations
• Consistent Model Selection and Data-Driven Smooth Tests for Longitudinal Data in the Estimating Equations Approach
• A note on automatic variable selection using smooth-threshold estimating equations
• Variable Selection for Marginal Longitudinal Generalized Linear Models

This page was built for publication: Instrumental variable based variable selection for generalized linear models with endogenous covariates