317 citations · 326 across the 7 of their papers we have counts for
7 papers
Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li, Heng Peng +1
In this paper, we propose a varying coefficient panel data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each c…
RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs
Yingying Fan, Emre Demirkaya, Gaorong Li +1
Power and reproducibility are key to enabling refined scientific discoveries in contemporary big data applications with general high-dimensional nonlinear models. In this paper, we…
Simultaneous Confidence Band for Partially Linear Panel Data Models with Fixed Effects
Xiujuan Yang, Suigen Yang, Gaorong Li
In this paper, we construct the simultaneous confidence band (SCB) for the nonparametric component in partially linear panel data models with fixed effects. We remove the fixed eff…
SIMEX estimation for single-index model with covariate measurement error
Yiping Yang, Tiejun Tong, Gaorong Li
In this paper, we consider the single-index measurement error model with mismeasured covariates in the nonparametric part. To solve the problem, we develop a simulation-extrapolati…
Greedy Forward Regression for Variable Screening
Ming-Yen Cheng, Sanying Feng, Gaorong Li +1
Two popular variable screening methods under the ultra-high dimensional setting with the desirable sure screening property are the sure independence screening (SIS) and the forward…
Variable Selection and Estimation for Partially Linear Single-index Models with Longitudinal Data
Gaorong Li, Peng Lai, Heng Lian
In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized proc…
Robust rank correlation based screening
Gaorong Li, Heng Peng, Jun Zhang +1
Independence screening is a variable selection method that uses a ranking criterion to select significant variables, particularly for statistical models with nonpolynomial dimensio…