Variable Selection and Estimation for Partially Linear Single-index Models with Longitudinal Data
Methodology
2014-02-10 v1
Abstract
In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting in the bias-corrected generalized estimating equation (GEE) and the bias-corrected quadratic inference function (QIF), which can take into account the correlations. Asymptotic properties of these methods are demonstrated. We also evaluate the finite sample performance of the proposed methods via Monte Carlo simulation studies and a real data analysis.
Cite
@article{arxiv.1402.1649,
title = {Variable Selection and Estimation for Partially Linear Single-index Models with Longitudinal Data},
author = {Gaorong Li and Peng Lai and Heng Lian},
journal= {arXiv preprint arXiv:1402.1649},
year = {2014}
}
Comments
to appear in Statistics and Computing