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Penalized Quasi-likelihood for High-dimensional Longitudinal Data via Within-cluster Resampling
Yue Ma, Haofeng Wang, Xuejun Jiang
The generalized estimating equation (GEE) method is a popular tool for longitudinal data analysis. However, GEE produces biased estimates when the outcome of interest is associated…
Penalized weighted GEEs for high-dimensional longitudinal data with informative cluter size
Yue Ma, Haofeng Wang, Xuejun Jiang
High-dimensional longitudinal data have become increasingly prevalent in recent studies, and penalized generalized estimating equations (GEEs) are often used to model such data. Ho…
Decorrelated forward regression for high dimensional data analysis
Xuejun Jiang, Yue Ma, Haofeng Wang
Forward regression is a crucial methodology for automatically identifying important predictors from a large pool of potential covariates. In contexts with moderate predictor correl…
Nonnested model selection based on empirical likelihood
Jiancheng Jiang, Jiang Xuejun, Wang Haofeng
We propose an empirical likelihood ratio test for nonparametric model selection, where the competing models may be nested, nonnested, overlapping, misspecified, or correctly specif…