Automatic Variable Selection for Single-Index Random Effects Models with Longitudinal Data

• 作者: Liugen Xue Suigen Yang
• 来源期刊: 统计学期刊(英文)
• 学科: 医学
• 关键词: VARIABLE SELECTION Single-Index MODEL RANDOM Effects Longitudinal DATA
• 年，卷（期）: 2014,（3）
• 页码范围: 230-237
• 页数: 8页
• 分类号: R73

摘要

We consider the problem of variable selection for the single-index random effects models with longitudinal data. An automatic variable selection procedure is developed using smooth-threshold. The proposed method shares some of the desired features of existing variable selection methods: the resulting estimator enjoys the oracle property;the proposed procedure avoids the convex optimization problem and is flexible and easy to implement. Moreover, we use the penalized weighted deviance criterion for a data-driven choice of the tuning parameters. Simulation studies are carried out to assess the performance of our method, and a real dataset is analyzed for further illustration.