Penalized Quadratic Inference Function-Based Variable Selection for Generalized Partially Linear Varying Coefficient Models with Longitudinal Data

Abstract EN

Semiparametric generalized varying coefficient partially linear models with longitudinal data arise in contemporary biology, medicine, and life science.

In this paper, we consider a variable selection procedure based on the combination of the basis function approximations and quadratic inference functions with SCAD penalty.

The proposed procedure simultaneously selects significant variables in the parametric components and the nonparametric components.

With appropriate selection of the tuning parameters, we establish the consistency, sparsity, and asymptotic normality of the resulting estimators.

The finite sample performance of the proposed methods is evaluated through extensive simulation studies and a real data analysis.