Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data

In this paper, we focus on the variable selection for semiparametric varying coefficient partially linear models with longitudinal data. A new variable selection procedure is proposed based on the combination of the basis function approximations and quadratic inference functions. The proposed proced...

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Veröffentlicht in:	Journal of multivariate analysis 2014-11, Vol.132, p.94-110
Hauptverfasser:	Tian, Ruiqin, Xue, Liugen, Liu, Chunling
Format:	Artikel
Sprache:	eng
Schlagworte:	Approximation Asymptotic methods Decision making models Longitudinal data Mathematical functions Monte Carlo simulation Parameter estimation Quadratic inference functions Semiparametric varying coefficient partially linear models Studies Variable selection
Online-Zugang:	Volltext
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