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作者:

Li, Gao Rong (Li, Gao Rong.) (学者:李高荣) | Lian, Heng (Lian, Heng.) | Lai, Peng (Lai, Peng.) | Peng, Heng (Peng, Heng.)

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摘要:

We consider the problem of variable selection for the fixed effects varying coefficient models. A variable selection procedure is developed using basis function approximations and group nonconcave penalized functions, and the fixed effects are removed using the proper weight matrices. The proposed procedure simultaneously removes the fixed individual effects, selects the significant variables and estimates the nonzero coefficient functions. With appropriate selection of the tuning parameters, an asymptotic theory for the resulting estimates is established under suitable conditions. Simulation studies are carried out to assess the performance of our proposed method, and a real data set is analyzed for further illustration.

关键词:

Varying coefficient model variable selection fixed effect basis function

作者机构:

  • [ 1 ] [Li, Gao Rong]Beijing Univ Technol, Coll Appl Sci, Beijing Ctr Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 2 ] [Lian, Heng]Univ New S Wales, Sch Math & Stat, Sydney, NSW 2052, Australia
  • [ 3 ] [Lai, Peng]Nanjing Univ Informat Sci & Technol, Sch Math & Stat, Nanjing 210044, Jiangsu, Peoples R China
  • [ 4 ] [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

通讯作者信息:

  • [Peng, Heng]Hong Kong Baptist Univ, Dept Math, Hong Kong, Hong Kong, Peoples R China

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来源 :

ACTA MATHEMATICA SINICA-ENGLISH SERIES

ISSN: 1439-8516

年份: 2015

期: 1

卷: 31

页码: 91-110

0 . 7 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:82

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 8

SCOPUS被引频次: 14

ESI高被引论文在榜: 0 展开所有

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