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Author:

Li, Y. (Li, Y..) | Li, G. (Li, G..) (Scholars:李港)

Indexed by:

Scopus PKU CSCD

Abstract:

In this paper, the partially linear varying coefficient models were established when the predictors of the linear part were ultra-high dimensional, where the dimensionality grew exponentially with the sample size. A greedy profile forward regression (GPFR) method was proposed to finish the variable screening for the ultra-high dimensional linear predictors. Under some regularity conditions, the proposed GPFR method has a screening consistency property was proven. As for the GPFR procedure obtaining a list of the nested models, to determine whether or not to include the candidate predictor in the model of selected ones, an extended Bayesian information criterion (EBIC) was adopted to select the "best" candidate model. The finite-sample performance of the proposed GPFR method was assessed by using simulation studies and real data analysis. The result shows that the proposed GPFR method has advantage in the cases existing high correlation between the predictors and low signal noise ratio. © 2018, Editorial Department of Journal of Beijing University of Technology. All right reserved.

Keyword:

Forward regression; Partially linear varying coefficient model; Screening consistency property; Ultra-high dimensional; Variable screening

Author Community:

  • [ 1 ] [Li, Y.]College of Applied Sciences, Beijing University of Technology, Beijing, 100124, China
  • [ 2 ] [Li, G.]Beijing Institute for Scientific and Engineering Computing, Beijing University of Technology, Beijing, 100124, China

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Source :

Journal of Beijing University of Technology

ISSN: 0254-0037

Year: 2018

Issue: 9

Volume: 44

Page: 1247-1256

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 8

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