Indexed by:
Abstract:
We study model selection and model averaging in varying-coefficient partially linear model with longitudinal data. The model is estimated by combining spline approximations and the generalized estimating equations. The corresponding linear coefficient estimators are shown to be asymptotically normal. Then we propose a focused information criterion and a frequentist model average estimator, and establish the asymptotic properties of the proposed estimators. Simulation studies show the proposed methods are superior to the existing ones even if the covariance structure is misspecified. The procedures are further applied to a real data case.
Keyword:
Reprint Author's Address:
Email:
Source :
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN: 0361-0918
Year: 2019
Issue: 8
Volume: 50
Page: 2399-2417
0 . 9 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
ESI HC Threshold:54
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: 0
Affiliated Colleges: