Automatic variable selection for varying coefficient models with longitudinal data

作者：Tian, Ruiqin^*; Xue, Liugen; Xu, Dengke

来源：Statistics & Probability Letters, 2016, 119: 84-90.

DOI：10.1016/j.spl.2016.07.012

• Varying coefficient models
• Variable selection
• Longitudinal data
• Generalized estimating equations
• Quadratic inference function

We propose a novel variable selection for varying coefficient models with longitudinal data. The theoretical properties of the resulting estimators are established. In addition, simulation studies and a real data set are conducted to evaluate the proposed method.

• 出版日期2016-12
• 单位浙江农林大学; 北京工业大学