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Author:

Yang, Yiping (Yang, Yiping.) | Li, Gaorong (Li, Gaorong.) (Scholars:李高荣) | Lian, Heng (Lian, Heng.)

Indexed by:

Scopus SCIE

Abstract:

A nonconcave penalized estimation method is proposed for partially linear models with longitudinal data when the number of parameters diverges with the sample size. The proposed procedure can simultaneously estimate the parameters and select the important variables. Under some regularity conditions, the rate of convergence and asymptotic normality of the resulting estimators are established. In addition, an iterative algorithm is proposed to implement the proposed estimators. To improve efficiency for regression coefficients, the estimation of the covariance function is integrated in the iterative algorithm. Simulation studies are carried out to demonstrate that the proposed method performs well, and a real data example is analysed to illustrate the proposed procedure.

Keyword:

partially linear model longitudinal data smoothing clipped absolute deviation variable selection

Author Community:

  • [ 1 ] [Yang, Yiping]Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing 400067, Peoples R China
  • [ 2 ] [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 3 ] [Lian, Heng]Nanyang Technol Univ, SPMS, Div Math Sci, Singapore 639798, Singapore

Reprint Author's Address:

  • 李高荣

    [Li, Gaorong]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China

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Source :

STATISTICS

ISSN: 0233-1888

Year: 2016

Issue: 1

Volume: 50

Page: 43-59

1 . 9 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:71

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 12

SCOPUS Cited Count: 12

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 10

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