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 …
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
Penalized regression is an attractive framework for variable selection problems. Often,
variables possess a grou** structure, and the relevant selection problem is that of …
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 …
allows us to examine how the effects of covariates vary with exposure variables. When the …
Gene–environment interaction: A variable selection perspective
Gene–environment interactions have important implications for elucidating the genetic basis
of complex diseases beyond the joint function of multiple genetic factors and their …
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 …
models with ultrahigh-dimensional covariates. We propose a new feature screening …
Penalized generalized estimating equations for high-dimensional longitudinal data analysis
We consider the penalized generalized estimating equations (GEEs) for analyzing
longitudinal data with high-dimensional covariates, which often arise in microarray …
longitudinal data with high-dimensional covariates, which often arise in microarray …
Linear or nonlinear? Automatic structure discovery for partially linear models
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 …
incorporating a combination of linear and nonlinear effects within one framework. One key …
[HTML][HTML] Multivariate varying coefficient model for functional responses
Motivated by recent work studying massive imaging data in the neuroimaging literature, we
propose multivariate varying coefficient models (MVCM) for modeling the relation between …
propose multivariate varying coefficient models (MVCM) for modeling the relation between …
[HTML][HTML] Variable selection and estimation in high-dimensional varying-coefficient models
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 …
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
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 …
regression coefficients. It is important to identify significant covariates associated with …