Variable Selection in the Partially Linear Errors-in-Variables Models for Longitudinal Data-中国期刊网

摘要 Thispaperproposesanewapproachforvariableselectioninpartiallylinearerrors-in-variables(EV)modelsforlongitudinaldatabypenalizingappropriateestimatingfunctions.WeapplytheSCADpenaltytosimultaneouslyselectsignificantvariablesandestimateunknownparameters.Therateofconvergenceandtheasymptoticnormalityoftheresultingestimatorsareestablished.Furthermore,withproperchoiceofregularizationparameters,weshowthattheproposedestimatorsperformaswellastheoracleprocedure.Anewalgorithmisproposedforsolvingpenalizedestimatingequation.Theasymptoticresultsareaugmentedbyasimulationstudy.

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Variable Selection in the Partially Linear Errors-in-Variables Models for Longitudinal Data

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Variable Selection in the Partially Linear Errors-in-Variables Models for Longitudinal Data

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