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Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models

We propose a general strategy for variable selection in semiparametric regression models by penalizing appropriate estimating functions. Important applications include semiparametric linear regression with censored responses and semiparametric regression with missing predictors. Unlike the existing...

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Detalles Bibliográficos
Main Authors: Johnson, Brent A., Lin, D. Y., Zeng, Donglin
Formato: Artigo
Idioma:Inglês
Publicado: 2008
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC2850080/
https://ncbi.nlm.nih.gov/pubmed/20376193
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1198/016214508000000184
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