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Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data

Authors :
Guozhi Hu
Weihu Cheng
Jie Zeng
Source :
Communications in Statistics - Simulation and Computation. 50:2399-2417
Publication Year :
2019
Publisher :
Informa UK Limited, 2019.

Abstract

We study model selection and model averaging in varying-coefficient partially linear model with longitudinal data. The model is estimated by combining spline approximations and the generalized esti...

Details

ISSN :
15324141 and 03610918
Volume :
50
Database :
OpenAIRE
Journal :
Communications in Statistics - Simulation and Computation
Accession number :
edsair.doi...........1d96c524ed00a6a3663fb28d2d806d0a
Full Text :
https://doi.org/10.1080/03610918.2019.1609029