Variable selection in semiparametric regression analysis for longitudinal data

被引：0

作者：

Peixin Zhao

Liugen Xue

机构：

[1] Hechi University,Department of Mathematics

[2] Beijing University of Technology,College of Applied Sciences

来源：

Annals of the Institute of Statistical Mathematics | 2012年 / 64卷

关键词：

Semiparametric regression model; Longitudinal data; Variable selection;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we present a variable selection procedure by using basis function approximations and a partial group SCAD penalty for semiparametric varying coefficient partially linear models with longitudinal data. With appropriate selection of the tuning parameters, we establish the oracle property of this procedure. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure.

引用

页码：213 / 231

页数：18

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