Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function

doi:10.1111/j.1467-9469.2009.00658.x

	Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function
	Tong, Xingwei 2; He, Xin 1; Sun, Liuquan 3; Sun, Jianguo 4
刊名	SCANDINAVIAN JOURNAL OF STATISTICS
	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
DOI	10.1111/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
出版者	WILEY-BLACKWELL PUBLISHING, INC
WOS记录号	WOS:000271066200003
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/7193]
专题	中国科学院数学与系统科学研究院
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.