Variable selection in rank regression for analyzing longitudinal data

作者：Fu, Liya^*; Wang, You-Gan

来源：Statistical Methods in Medical Research, 2018, 27(8): 2447-2458.

DOI：10.1177/0962280216681347

• Adaptive lasso
• longitudinal data
• robust
• SCAD
• variable selection

In this paper, we consider variable selection in rank regression models for longitudinal data. To obtain both robustness and effective selection of important covariates, we propose incorporating shrinkage by adaptive lasso or SCAD in the Wilcoxon dispersion function and establishing the oracle properties of the new method. The new method can be conveniently implemented with the statistical software R. The performance of the proposed method is demonstrated via simulation studies. Finally, two datasets are analyzed for illustration. Some interesting findings are reported and discussed.

• 出版日期2018-8
• 单位西安交通大学