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Smooth-Threshold GEE Variable Selection in High-Dimensional Partially Linear Models with Longitudinal Data.
- Source :
-
Communications in Statistics: Simulation & Computation . 2015, Vol. 44 Issue 7, p1720-1734. 15p. - Publication Year :
- 2015
-
Abstract
- We consider the problem of variable selection in high-dimensional partially linear models with longitudinal data. A variable selection procedure is proposed based on the smooth-threshold generalized estimating equation (SGEE). The proposed procedure automatically eliminates inactive predictors by setting the corresponding parameters to be zero, and simultaneously estimates the nonzero regression coefficients by solving the SGEE. We establish the asymptotic properties in a high-dimensional framework where the number of covariatespnincreases as the number of clustersnincreases. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed variable selection procedure. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 03610918
- Volume :
- 44
- Issue :
- 7
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Simulation & Computation
- Publication Type :
- Academic Journal
- Accession number :
- 102014419
- Full Text :
- https://doi.org/10.1080/03610918.2013.824589