Automatic variable selection for varying coefficient models with longitudinal data

Ruiqin Tian, Liugen Xue and Dengke Xu

Statistics & Probability Letters, 2016, vol. 119, issue C, 84-90

Abstract: 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.

Keywords: Varying coefficient models; Variable selection; Longitudinal data; Generalized estimating equations; Quadratic inference function (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:119:y:2016:i:c:p:84-90

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DOI: 10.1016/j.spl.2016.07.012

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