Properties of h‐Likelihood Estimators in Clustered Data
Author
Abstract
Suggested Citation
DOI: 10.1111/insr.12354
Download full text from publisher
References listed on IDEAS
- Yudi Pawitan & Youngjo Lee, 2017. "Wallet Game: Probability, Likelihood, and Extended Likelihood," The American Statistician, Taylor & Francis Journals, vol. 71(2), pages 120-122, April.
- Min-ge Xie & Kesar Singh, 2013. "Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review," International Statistical Review, International Statistical Institute, vol. 81(1), pages 3-39, April.
- Youngjo Lee & Jan F. Bjørnstad, 2013. "Extended likelihood approach to large-scale multiple testing," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(3), pages 553-575, June.
- Renjun Ma & Bent Jørgensen, 2007. "Nested generalized linear mixed models: an orthodox best linear unbiased predictor approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(4), pages 625-641, September.
- Patrick O. Perry, 2017. "Fast moment-based estimation for hierarchical models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 267-291, January.
- Lee, Youngjo & Oh, Hee-Seok, 2014. "A new sparse variable selection via random-effect model," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 89-99.
- Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Wang, Zhanfeng & Noh, Maengseok & Lee, Youngjo & Shi, Jian Qing, 2021. "A general robust t-process regression model," Computational Statistics & Data Analysis, Elsevier, vol. 154(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Youngjo Lee & Gwangsu Kim, 2016. "H-likelihood Predictive Intervals for Unobservables," International Statistical Review, International Statistical Institute, vol. 84(3), pages 487-505, December.
- Lee, Sangin & Lee, Youngjo & Pawitan, Yudi, 2018. "Sparse pathway-based prediction models for high-throughput molecular data," Computational Statistics & Data Analysis, Elsevier, vol. 126(C), pages 125-135.
- Lee, Sangin & Pawitan, Yudi & Lee, Youngjo, 2015. "A random-effect model approach for group variable selection," Computational Statistics & Data Analysis, Elsevier, vol. 89(C), pages 147-157.
- Olivier Collignon & Jeongseop Han & Hyungmi An & Seungyoung Oh & Youngjo Lee, 2018. "Comparison of the modified unbounded penalty and the LASSO to select predictive genes of response to chemotherapy in breast cancer," PLOS ONE, Public Library of Science, vol. 13(10), pages 1-15, October.
- Randy C. S. Lai & Jan Hannig & Thomas C. M. Lee, 2015. "Generalized Fiducial Inference for Ultrahigh-Dimensional Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(510), pages 760-772, June.
- Wei Wang & Shou‐En Lu & Jerry Q. Cheng & Minge Xie & John B. Kostis, 2022. "Multivariate survival analysis in big data: A divide‐and‐combine approach," Biometrics, The International Biometric Society, vol. 78(3), pages 852-866, September.
- Eunyoung Park & Sookhee Kwon & Jihoon Kwon & Richard Sylvester & Il Do Ha, 2020. "Penalized h‐likelihood approach for variable selection in AFT random‐effect models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(1), pages 52-71, February.
- Tang, Lu & Zhou, Ling & Song, Peter X.-K., 2020. "Distributed simultaneous inference in generalized linear models via confidence distribution," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
- Zhixuan Fu & Chirag R. Parikh & Bingqing Zhou, 2017. "Penalized variable selection in competing risks regression," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(3), pages 353-376, July.
- Tutz, Gerhard & Pößnecker, Wolfgang & Uhlmann, Lorenz, 2015. "Variable selection in general multinomial logit models," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 207-222.
- Guan, Wei & Gray, Alexander, 2013. "Sparse high-dimensional fractional-norm support vector machine via DC programming," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 136-148.
- Margherita Giuzio, 2017. "Genetic algorithm versus classical methods in sparse index tracking," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 243-256, November.
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015.
"High dimensional generalized empirical likelihood for moment restrictions with dependent data,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
- Xu, Yang & Zhao, Shishun & Hu, Tao & Sun, Jianguo, 2021. "Variable selection for generalized odds rate mixture cure models with interval-censored failure time data," Computational Statistics & Data Analysis, Elsevier, vol. 156(C).
- Delbianco Fernando & Tohmé Fernando, 2023.
"What is a relevant control?: An algorithmic proposal,"
Asociación Argentina de Economía Política: Working Papers
4643, Asociación Argentina de Economía Política.
- Fernando Delbianco & Fernando Tohmé, 2023. "What is a relevant control?: An algorithmic proposal," Working Papers 269, Red Nacional de Investigadores en Economía (RedNIE).
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018.
"High-dimensional econometrics and regularized GMM,"
CeMMAP working papers
CWP35/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Christian Hansen & Kengo Kato, 2018. "High-Dimensional Econometrics and Regularized GMM," Papers 1806.01888, arXiv.org, revised Jun 2018.
- Emmanouil Androulakis & Christos Koukouvinos & Kalliopi Mylona & Filia Vonta, 2010. "A real survival analysis application via variable selection methods for Cox's proportional hazards model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(8), pages 1399-1406.
- Meng An & Haixiang Zhang, 2023. "High-Dimensional Mediation Analysis for Time-to-Event Outcomes with Additive Hazards Model," Mathematics, MDPI, vol. 11(24), pages 1-11, December.
- Singh, Rakhi & Stufken, John, 2024. "Factor selection in screening experiments by aggregation over random models," Computational Statistics & Data Analysis, Elsevier, vol. 194(C).
- Hao Wang & Hao Zeng & Jiashan Wang, 2022. "An extrapolated iteratively reweighted $$\ell _1$$ ℓ 1 method with complexity analysis," Computational Optimization and Applications, Springer, vol. 83(3), pages 967-997, December.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:istatr:v:88:y:2020:i:2:p:380-395. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/isiiinl.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.