Variable selection for semiparametric varying-coefficient partially linear models with missing response at random |
| |
Authors: | Pei Xin Zhao Liu Gen Xue |
| |
Institution: | 1. Department of Mathematics, Hechi University, Yizhou, 546300, P. R. China 2. College of Applied Sciences, Beijing University of Technology, Beijing, 100124, P. R. China
|
| |
Abstract: | In this paper, we present a variable selection procedure by combining basis function approximations with penalized estimating equations for semiparametric varying-coefficient partially linear models with missing response at random. The proposed procedure simultaneously selects significant variables in parametric components and nonparametric components. With appropriate selection of the tuning parameters, we establish the consistency of the variable selection procedure and the convergence rate of the regularized estimators. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure. |
| |
Keywords: | Semiparametric varying-coefficient partially linear model variable selection SCAD missing data |
本文献已被 维普 SpringerLink 等数据库收录! |
|