中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页 机构 成果 学者
  
  1. CAS IR Grid
  2. 数学与系统科学研究院
  3. 中国科学院数学与系统科学研究院
  4. 应用数学研究所
Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function

文献类型：期刊论文

作者Tong, Xingwei2; He, Xin1; Sun, Liuquan3; Sun, Jianguo4
刊名SCANDINAVIAN JOURNAL OF STATISTICS
出版日期2009-12-01
卷号36期号:4页码:620-635
关键词estimating function non-concave penalized procedure oracle procedure panel count data variable selection
ISSN号0303-6898
DOI10.1111/j.1467-9469.2009.00658.x
英文摘要Variable selection is an important issue in all regression analyses, and in this paper we discuss this in the context of regression analysis of panel count data. Panel count data often occur in long-term studies that concern occurrence rate of a recurrent event, and their analysis has recently attracted a great deal of attention. However, there does not seem to exist any established approach for variable selection with respect to panel count data. For the problem, we adopt the idea behind the non-concave penalized likelihood approach and develop a non-concave penalized estimating function approach. The proposed methodology selects variables and estimates regression coefficients simultaneously, and an algorithm is presented for this process. We show that the proposed procedure performs as well as the oracle procedure in that it yields the estimates as if the correct submodel were known. Simulation studies are conducted for assessing the performance of the proposed approach and suggest that it works well for practical situations. An illustrative example from a cancer study is provided.
资助项目National Natural Science Foundation of China[10971015] ; National Natural Science Foundation of China[10731010] ; Scientific Research Foundation for Returned Scholars, Ministry of Education of China ; National Institutes of Health[R01 OH008649] ; National Basic Research Program of China[2007CB814902]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000271066200003
出版者WILEY-BLACKWELL PUBLISHING, INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/7193]  
专题应用数学研究所
通讯作者He, Xin
作者单位1.Univ Maryland, Dept Epidemiol & Biostat, Sch Publ Hlth, College Pk, MD 20742 USA
2.Beijing Normal Univ, Dept Stat & Financial Math, Beijing 100875, Peoples R China
3.Chinese Acad Sci, Inst Appl Math, Beijing 100864, Peoples R China
4.Univ Missouri, Dept Stat, Columbia, MO 65211 USA
推荐引用方式
GB/T 7714		 Tong, Xingwei,He, Xin,Sun, Liuquan,et al. Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function[J]. SCANDINAVIAN JOURNAL OF STATISTICS,2009,36(4):620-635.
APA Tong, Xingwei,He, Xin,Sun, Liuquan,&Sun, Jianguo.(2009).Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function.SCANDINAVIAN JOURNAL OF STATISTICS,36(4),620-635.
MLA Tong, Xingwei,et al."Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function".SCANDINAVIAN JOURNAL OF STATISTICS 36.4(2009):620-635.

入库方式： OAI收割

来源：数学与系统科学研究院

浏览0
下载0
收藏0
其他版本

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。