Varying coefficient regression models: a review and new developments

BU Park, E Mammen, YK Lee… - International Statistical …, 2015 - Wiley Online Library
Varying coefficient regression models are known to be very useful tools for analysing the
relation between a response and a group of covariates. Their structure and interpretability …

Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors

P Breheny, J Huang - Statistics and computing, 2015 - Springer
Penalized regression is an attractive framework for variable selection problems. Often,
variables possess a grou** structure, and the relevant selection problem is that of …

Nonparametric independence screening in sparse ultra-high-dimensional varying coefficient models

J Fan, Y Ma, W Dai - Journal of the American Statistical Association, 2014 - Taylor & Francis
The varying coefficient model is an important class of nonparametric statistical model, which
allows us to examine how the effects of covariates vary with exposure variables. When the …

Gene–environment interaction: A variable selection perspective

F Zhou, J Ren, X Lu, S Ma, C Wu - Epistasis: Methods and Protocols, 2021 - Springer
Gene–environment interactions have important implications for elucidating the genetic basis
of complex diseases beyond the joint function of multiple genetic factors and their …

Feature selection for varying coefficient models with ultrahigh-dimensional covariates

J Liu, R Li, R Wu - Journal of the American Statistical Association, 2014 - Taylor & Francis
This article is concerned with feature screening and variable selection for varying coefficient
models with ultrahigh-dimensional covariates. We propose a new feature screening …

Penalized generalized estimating equations for high-dimensional longitudinal data analysis

L Wang, J Zhou, A Qu - Biometrics, 2012 - academic.oup.com
We consider the penalized generalized estimating equations (GEEs) for analyzing
longitudinal data with high-dimensional covariates, which often arise in microarray …

Linear or nonlinear? Automatic structure discovery for partially linear models

HH Zhang, G Cheng, Y Liu - Journal of the American Statistical …, 2011 - Taylor & Francis
Partially linear models provide a useful class of tools for modeling complex data by naturally
incorporating a combination of linear and nonlinear effects within one framework. One key …

[HTML][HTML] Multivariate varying coefficient model for functional responses

H Zhu, R Li, L Kong - Annals of statistics, 2012 - ncbi.nlm.nih.gov
Motivated by recent work studying massive imaging data in the neuroimaging literature, we
propose multivariate varying coefficient models (MVCM) for modeling the relation between …

[HTML][HTML] Variable selection and estimation in high-dimensional varying-coefficient models

F Wei, J Huang, H Li - Statistica Sinica, 2011 - ncbi.nlm.nih.gov
Nonparametric varying coefficient models are useful for studying the time-dependent effects
of variables. Many procedures have been developed for estimation and variable selection in …

[PDF][PDF] Variable selection in high-dimensional varying-coefficient models with global optimality

L Xue, A Qu - 2012 - jmlr.org
The varying-coefficient model is flexible and powerful for modeling the dynamic changes of
regression coefficients. It is important to identify significant covariates associated with …