Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models

DOI10.1080/03610926.2017.1373821OpenAlexW2752368500MaRDI QIDQ5154083

Jiting Huang, Pei Xin Zhao

Publication date: 1 October 2021

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2017.1373821

zbMATH Keywords

instrumental variableempirical likelihoodvariable selectionsemiparametric instrumental variable model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (4)

Regularization statistical inferences for partially linear models with high dimensional endogenous covariates ⋮ Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates ⋮ A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data ⋮ Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables

Cites Work

• Unnamed Item
• Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
• Variable selection in semiparametric regression analysis for longitudinal data
• Bayesian quantile regression based on the empirical likelihood with spike and slab priors
• Variable selection for semiparametric varying coefficient partially linear models
• Semiparametric variable selection for partially varying coefficient models with endogenous variables
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Modified SEE variable selection for varying coefficient instrumental variable models
• Empirical likelihood inferences for semiparametric instrumental variable models
• Penalized Empirical Likelihood via Bridge Estimator in Cox's Proportional Hazard Model
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models
• Empirical Likelihood Local Polynomial Regression Analysis of Clustered Data
• Empirical Likelihood Inferences for Semiparametric Varying-Coefficient Partially Linear Models with Longitudinal Data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data

This page was built for publication: Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models