کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146025 1489691 2012 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Variable selection in robust regression models for longitudinal data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Variable selection in robust regression models for longitudinal data
چکیده انگلیسی

In this article, we consider variable selection in robust regression models for longitudinal data. We propose a penalized robust estimating equation to estimate the regression parameters and to select the important covariate variables simultaneously. Under some regularity conditions, we show the oracle properties of the proposed robust variable selection methods. A simulation study shows the robustness of the proposed methods against outliers. Moreover, it is found by the simulation study that incorporating the correlation structure into the procedure of variable selection will lead to better performance than ignoring the correlation structure for longitudinal data. In the end, the proposed methods are illustrated in the analysis of a real data set.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 109, August 2012, Pages 156–167
نویسندگان
, , ,