کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149335 957874 2013 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Adaptive LASSO for varying-coefficient partially linear measurement error models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Adaptive LASSO for varying-coefficient partially linear measurement error models
چکیده انگلیسی

This paper extends the adaptive LASSO (ALASSO) for simultaneous parameter estimation and variable selection to a varying-coefficient partially linear model where some of the covariates are subject to measurement errors of an additive form. We draw comparisons with the SCAD, and prove that both the ALASSO and the SCAD attain the oracle property under this setup. We further develop an algorithm in the spirit of LARS for finding the solution path of the ALASSO in practical applications. Finite sample properties of the proposed methods are examined in a simulation study, and a real data example based on the U.S. Department of Agriculture's Continuing Survey of Food Intakes by Individuals (CSFII) is considered.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 1, January 2013, Pages 40–54
نویسندگان
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