Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
重复测量分析中非参数变系数模型的变量选择
Nonparametric varying-coefficient models are commonly used for analysis of data measured repeatedly over time, including longitudinal and functional responses data. While many procedures have been developed for estimating the varying-coefficients, the problem of variable selection for such models has not been addressed. In this article, we present a regularized estimation procedure for variable selection that combines basis function approximations and the smoothly clipped…