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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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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2008
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| Assuntos: | |
| Acesso em linha: | 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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