Consistent covariate selection and post model selection inference in semiparametric regression

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Consistent Covariate Selection and Post Model Selection Inference in Semiparametric Regression

This paper presents a model selection technique of estimation in semiparametric regression models of the type Yi = β ′Xi + f(Ti) + Wi, i= 1, . . . , n. The parametric and nonparametric components are estimated simultaneously by this procedure. Estimation is based on a collection of finite-dimensional models, using a penalized least squares criterion for selection. We show that by tailoring the ...

متن کامل

Covariate selection for semiparametric hazard function regression models

We study a flexible class of non-proportional hazard function regression models in which the influence of the covariates splits into the sum of a parametric part and a time-dependent nonparametric part. We develop a method of covariate selection for the parametric part by adjusting for the implicit fitting of the nonparametric part. Our approach is based on the general model selection methodolo...

متن کامل

Model Selection and Semiparametric Inference for Bivariate Failure-Time Data

Taylor & Francis makes every effort to ensure the accuracy of all the information (the “Content”) contained in the publications on our platform. However, Taylor & Francis, our agents, and our licensors make no representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of the Content. Any opinions and views expressed in this publication are the opin...

متن کامل

Model and Variable Selection Procedures for Semiparametric Time Series Regression

Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and parametric inference and model selection that frequently arise from time series data analysis. In this paper, we propose penalized least squares est...

متن کامل

Variable Selection in Semiparametric Regression Modeling By

In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and selection of significant variables for the parametric portion. Thus, semiparametric variable selection is much more challenging than parametric variable selection ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2004

ISSN: 0090-5364

DOI: 10.1214/009053604000000247