Variable selection for generalized partially linear models with longitudinal data
Sign Up to like & getrecommendations! Published in 2020 at "Evolutionary Intelligence"
DOI: 10.1007/s12065-020-00521-6
Abstract: Variables selection and parameter estimation are of great significance in all regression analysis. A variety of approaches have been proposed to tackle this problem. Among those, the penalty-based shrinkage approach has been most popular for… read more here.
Keywords: longitudinal data; selection; selection generalized; variable selection ... See more keywords
Variable selection in generalized random coefficient autoregressive models
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Inequalities and Applications"
DOI: 10.1186/s13660-018-1680-4
Abstract: In this paper, we consider the variable selection problem of the generalized random coefficient autoregressive model (GRCA). Instead of parametric likelihood, we use non-parametric empirical likelihood in the information theoretic approach. We propose an empirical… read more here.
Keywords: coefficient autoregressive; generalized random; selection generalized; random coefficient ... See more keywords