Automatic variable selection for longitudinal generalized linear models

• Main Authors: Li, Gaorong, Lian, Heng, Feng, Sanying, Zhu, Lixing
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2013
• Online Access: https://hdl.handle.net/10356/98724; http://hdl.handle.net/10220/17376
• Institution: Nanyang Technological University

We consider the problem of variable selection for the generalized linear models (GLMs) with longitudinal data. An automatic variable selection procedure is developed using smooth-threshold generalized estimating equations (SGEE). The proposed procedure automatically eliminates inactive predictors by...