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摘要:
In this study, a model selection procedure for varying-coefficient model based on longitudinal data is proposed to distinguish three types of variables: variables not in the model, variables in the model with time-independent coefficients and variables in the model with time-varying coefficients. To identify these three kinds of variables simultaneously, we extend the present variable selection method from cross-sectional data to longitudinal data. This method combines the B-spline function approximation and Adaptive-Lasso penalty to perform variable selection and do nonparametric estimation simultaneously. Validity is illustrated with a set of simulation experiments, and results indicate the proposed variable selection procedure performs well in distinguishing the real type of independent variables.
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来源 :
PROCEEDINGS OF THE 36TH CHINESE CONTROL CONFERENCE (CCC 2017)
ISSN: 2161-2927
年份: 2017
页码: 9651-9658
语种: 英文
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