Penalized Generalized Estimating Equations for High-Dimensional Longitudinal Data Analysis

Citations

Cited by:

1. Xiaorui Zhu & Yichen Qin & Peng Wang, 2023. "Sparsified Simultaneous Confidence Intervals for High-Dimensional Linear Models," Papers 2307.07574, arXiv.org.
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3. Heng Lian & Peng Lai & Hua Liang, 2013. "Partially Linear Structure Selection in Cox Models with Varying Coefficients," Biometrics, The International Biometric Society, vol. 69(2), pages 348-357, June.
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6. Rahul Ghosal & Arnab Maity & Timothy Clark & Stefano B. Longo, 2020. "Variable selection in functional linear concurrent regression," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(3), pages 565-587, June.
7. Kangning Wang & Wen Shan, 2021. "Copula and composite quantile regression-based estimating equations for longitudinal data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(3), pages 441-455, June.
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10. Lu Tang & Peter X.‐K. Song, 2021. "Poststratification fusion learning in longitudinal data analysis," Biometrics, The International Biometric Society, vol. 77(3), pages 914-928, September.
11. Wenning Feng & Abdhi Sarkar & Chae Young Lim & Tapabrata Maiti, 2016. "Variable selection for binary spatial regression: Penalized quasi-likelihood approach," Biometrics, The International Biometric Society, vol. 72(4), pages 1164-1172, December.
12. Hu, Yuao & Lian, Heng, 2013. "Variable selection in a partially linear proportional hazards model with a diverging dimensionality," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 61-69.
13. Brittany Green & Heng Lian & Yan Yu & Tianhai Zu, 2021. "Ultra high‐dimensional semiparametric longitudinal data analysis," Biometrics, The International Biometric Society, vol. 77(3), pages 903-913, September.
14. Jakub Stoklosa & Heloise Gibb & David I. Warton, 2014. "Fast forward selection for generalized estimating equations with a large number of predictor variables," Biometrics, The International Biometric Society, vol. 70(1), pages 110-120, March.
15. Zhang, Shen & Zhao, Peixin & Li, Gaorong & Xu, Wangli, 2019. "Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 171(C), pages 37-52.
16. Yang, Yuan & McMahan, Christopher S. & Wang, Yu-Bo & Ouyang, Yuyuan, 2024. "Estimation of l0 norm penalized models: A statistical treatment," Computational Statistics & Data Analysis, Elsevier, vol. 192(C).
17. Ke, Baofang & Zhao, Weihua & Wang, Lei, 2023. "Smoothed tensor quantile regression estimation for longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
18. Li, Gaorong & Lian, Heng & Feng, Sanying & Zhu, Lixing, 2013. "Automatic variable selection for longitudinal generalized linear models," Computational Statistics & Data Analysis, Elsevier, vol. 61(C), pages 174-186.
19. Lian, Heng & Li, Jianbo & Tang, Xingyu, 2014. "SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 50-64.
20. Geronimi, J. & Saporta, G., 2017. "Variable selection for multiply-imputed data with penalized generalized estimating equations," Computational Statistics & Data Analysis, Elsevier, vol. 110(C), pages 103-114.
21. Zhang, Yaohua & Zou, Jian & Ravishanker, Nalini & Thavaneswaran, Aerambamoorthy, 2019. "Modeling financial durations using penalized estimating functions," Computational Statistics & Data Analysis, Elsevier, vol. 131(C), pages 145-158.
22. Ouyang, Jiangrong & Bondell, Howard, 2023. "Bayesian analysis of longitudinal data via empirical likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
23. Gregory Vaughan & Robert Aseltine & Kun Chen & Jun Yan, 2017. "Stagewise generalized estimating equations with grouped variables," Biometrics, The International Biometric Society, vol. 73(4), pages 1332-1342, December.
24. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
25. Qin, Yichen & Wang, Linna & Li, Yang & Li, Rong, 2023. "Visualization and assessment of model selection uncertainty," Computational Statistics & Data Analysis, Elsevier, vol. 178(C).
26. Woncheol Jang, 2013. "Generalized Estimating Equations by HARDIN, J. W. and HILBE, J. M," Biometrics, The International Biometric Society, vol. 69(3), pages 799-799, September.
27. Lv, Jing & Guo, Chaohui & Yang, Hu & Li, Yalian, 2017. "A moving average Cholesky factor model in covariance modeling for composite quantile regression with longitudinal data," Computational Statistics & Data Analysis, Elsevier, vol. 112(C), pages 129-144.