Semiparametric variable selection for partially varying coefficient models with endogenous variables

DOI10.1007/S00180-015-0601-YzbMath1342.65075OpenAlexW2172523399MaRDI QIDQ736653

D. Kharzeev

Publication date: 4 August 2016

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-015-0601-y

zbMATH Keywords

variable selectionendogenous variablepartially varying coefficient model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (6)

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 ⋮ Instrumental variable based variable selection for generalized linear models with endogenous covariates ⋮ Double penalized regularization estimation for partially linear instrumental variable models with ultrahigh dimensional instrumental variables ⋮ Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models

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• Empirical likelihood inferences for semiparametric instrumental variable models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements

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