Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index

Jiti Gao, Bin Peng (), Zhao Ren () and Xiaohui Zhang ()

No 21/15, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: In this paper, we propose a variable selection procedure based on the shrinkage estimation technique for a categorical varying-coefficient model. We apply the method to identify the relevant determinants for body mass index (BMI) from a large amount of potential factors proposed in the multidisciplinary literature, using data from the 2013 National Health Interview Survey in the United States. We quantify the varying impacts of the relevant determinants of BMI across demographic groups.

Keywords: ody Mass Index; Obesity; Varying-Coefficient; Variable Selection (search for similar items in EconPapers)
JEL-codes: C13 C14 I15 (search for similar items in EconPapers)
Date: 2015
New Economics Papers: this item is included in nep-ecm and nep-hea
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Citations: View citations in EconPapers (1)

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