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Variable selection and estimation for partially linear single-index models with longitudinal data

机译:具有纵向数据的部分线性单指标模型的变量选择和估计

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摘要

In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting in the bias-corrected generalized estimating equation and the bias-corrected quadratic inference function, which can take into account the correlations. Asymptotic properties of these methods are demonstrated. We also evaluate the finite sample performance of the proposed methods via Monte Carlo simulation studies and a real data analysis.
机译:在本文中,我们考虑具有纵向数据的部分线性单指标模型。为了解决这种情况下的变量选择问题,我们提出了一种结合两种偏差校正方法的惩罚程序,得到了偏差校正的广义估计方程和偏差校正的二次推断函数,可以考虑相关性。证明了这些方法的渐近性质。我们还通过蒙特卡洛模拟研究和真实数据分析来评估所提出方法的有限样本性能。

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