Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
131 tokens/sec
GPT-4o
10 tokens/sec
Gemini 2.5 Pro Pro
47 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Robust approach for variable selection with high dimensional Logitudinal data analysis (2011.06241v2)

Published 12 Nov 2020 in stat.ME

Abstract: This paper proposes a new robust smooth-threshold estimating equation to select important variables and automatically estimate parameters for high dimensional longitudinal data. A novel working correlation matrix is proposed to capture correlations within the same subject. The proposed procedure works well when the number of covariates p increases as the number of subjects n increases. The proposed estimates are competitive with the estimates obtained with the true correlation structure, especially when the data are contaminated. Moreover, the proposed method is robust against outliers in the response variables and/or covariates. Furthermore, the oracle properties for robust smooth-threshold estimating equations under "large n, diverging p" are established under some regularity conditions. Extensive simulation studies and a yeast cell cycle data are used to evaluate the performance of the proposed method, and results show that our proposed method is competitive with existing robust variable selection procedures.

Summary

We haven't generated a summary for this paper yet.