Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data

• Main Authors: Lai, Peng, Wang, Qihua, Lian, Heng
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Science::Mathematics::Analysis
• Online Access: https://hdl.handle.net/10356/98050; http://hdl.handle.net/10220/17499
• Institution: Nanyang Technological University

In this paper, we present an estimation approach based on generalized estimating equations and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation matri...