301
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Variable selection for semiparametric errors-in-variables regression model with longitudinal data

&
Pages 1654-1669 | Received 04 Jun 2012, Accepted 09 Dec 2012, Published online: 07 Jan 2013

References

  • Cui HJ, Chen XS. Empirical likelihoods confidence region for parameter in the error-in-variables. J. Multivariate Anal. 2003;84:101–115. doi: 10.1016/S0047-259X(02)00017-9
  • Liang H, Hardle W, Carroll RJ. Estimation in a semiparametric partially linear errors-in-variables model. Ann. Statist. 1999;27:1519–1535. doi: 10.1214/aos/1017939140
  • Liang H, Wang SJ, Carroll RJ. Partially linear models with missing responses variables and error-prone covariates. Brometika. 2007;94:185–198. doi: 10.1093/biomet/asm010
  • Liu Q. Estimation of the linear EV model with censored data. J. Statist. Plann. Inference. 2011;141:2463–2471. doi: 10.1016/j.jspi.2011.02.008
  • Liu Q, Xue LG. Empirical likelihood confidence regions for the parameter of a linear EV model with missing data. Math. Practice Theory. 2008;38:147–151 (in Chinese).
  • Wang QH, Yu KM. Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data. J. Multivariate Anal. 2007;98:455–480. doi: 10.1016/j.jmva.2005.05.011
  • Tibshirani R. Regression shrinkage and selection via the LASSO. J. Roy. Statist. Soc. Ser. B. 1996;58:267–288.
  • Fan JQ, Li R. Variable selection via nonconcave penalized likelihood and its oracle properties. J. Amer. Statist. Assoc. 2001;96:1348–1360. doi: 10.1198/016214501753382273
  • Zou H. The adaptive lasso and its oracle properties. J. Amer. Statist. Assoc. 2006;101:1418–1429. doi: 10.1198/016214506000000735
  • Xie HL, Huang J. SCAD-penalized regression in high-dimensional partially linear models. Ann. Statist. 2009;37: 673–696. doi: 10.1214/07-AOS580
  • Liang H, Li RZ. Variable selection for partially linear models with measurement errors. J. Amer. Statist. Assoc. 2009;104:234–248. doi: 10.1198/jasa.2009.0127
  • Yang YP, Xue LG, Cheng WH. Variable selection for partially linear models with randomly censored data. Comm. Statist. Simulation Comput. 2010;39:1577–1589. doi: 10.1080/03610918.2010.507899
  • Liang KL, Zeger SL. Longitudinal data analysis using generalised estimating equations. Biometrika. 1986;73:13–22. doi: 10.1093/biomet/73.1.13
  • Crowder M. On the use of a working correlaton matrix in using generalised linear models for repeated measures. Biometrika. 1995;82:407–410. doi: 10.1093/biomet/82.2.407
  • Qu A, Lindsay BG, Li B. Improving generalized estimating equations using quadratic inference functions. Biometrika. 2000;87:823–836. doi: 10.1093/biomet/87.4.823
  • Carroll RJ, Ruppert D, Seefanski L, Crainiceanu CM. Measurement error in nolinear models: a modern perspective. 2nd ed. New York: Chapman Hall/CRC Press; 2006.
  • Xue L, Qu A, Zhou J. Consistent model selection for marginal generalized additive model for correlated data. J. Amer. Statist. Assoc. 2010;105:1518–1530. doi: 10.1198/jasa.2010.tm10128
  • Shao J, Xiao Z, Xu R. Estimation with unbalanced panel data having covariate measurement error. J. Statist. Plann. Inference. 2011;141:800–808. doi: 10.1016/j.jspi.2010.08.003
  • Wang H, Li R, Tsai C. Tuning parameter selectors for the smoothly clipped absolute deviation method. Biometrika. 2007;94:553–568. doi: 10.1093/biomet/asm053
  • Wu LC, Zhang ZZ, Xu DK. Variable selection in joint location and scale models of the skew-normal distribution. J. Stat. Comput. Simul. DOI: 10.1080/00949655.2012.657198.
  • Kaslow RA, Ostrow DG, Detels, Phair JP, Polk BF, Rinaldo CR. The multicenter AIDS cohort study: rationale, organization and selected characteristics of the participants. Am. J. Epidemiol. 1987;126:310–318. doi: 10.1093/aje/126.2.310
  • Xue LG, Zhu LX. Empirical likelihood for a varying coefficient model with longitudinal data. J. Amer. Statist. Assoc. 2007;102:642–654. doi: 10.1198/016214507000000293
  • Wang L, Li H, Huang JZ. Variable selection in nonparametric varying coefficient models for analysis of repeated measurements. J. Amer. Statist. Assoc. 2008:103:1556–1569. doi: 10.1198/016214508000000788
  • Lin XH, Carroll RJ. Nonparametric function estimation for clustered data when the predictor is measured without/with error. J. Amer. Statist. Assoc. 2000;95:520–534. doi: 10.1080/01621459.2000.10474229
  • Zhao PX, Xue LG. Variable selection for semiparametric varying coefficient partially linear errors-in-variables models. J. Multivariate Anal. 2010;101:1872–1883. doi: 10.1016/j.jmva.2010.03.005
  • Xue LG, Zhu LX. Empirical likelihood semiparametric regression analysis for longitudinal data. Biometrika. 2007;94:921–937. doi: 10.1093/biomet/asm066

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.