A0408
Title: A class of variable selection methods for (partial linear) varying coefficient EV models with longitudinal data
Authors: Mingtao Zhao - Anhui University of Fianance and Economics (China) [presenting]
Abstract: A class of variable selection methods are proposed for (partial linear) varying coefficient EV models with longitudinal data based on bias-corrected method and quadratic inference functions. The proposed method is called the bias-corrected penalized quadratic inference functions method. Under some regularity conditions, some asymptotic properties of the proposed method can be established. Numerical results show that it is superior to other methods of the same type.
