Variable selection for varying coefficient models with measurement errors

被引：0
作者：
Peixin Zhao
Liugen Xue
机构：
[1] Beijing University of Technology,College of Applied Sciences
[2] Hechi University,Department of Mathematics
来源：
Metrika | 2011年 / 74卷
关键词：
Varying coefficient models; Variable selection; Measurement errors;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper focuses on variable selections for varying coefficient models when some covariates are measured with errors. We present a bias-corrected variable selection procedure by combining basis function approximations with shrinkage estimations. With appropriate selection of the tuning parameters, we establish the consistency of the variable selection procedure, and derive the optimal convergence rate of the regularized estimators. A simulation study and a real data application are undertaken to assess the finite sample performance of the proposed variable selection procedure.
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页码：231 / 245
页数：14
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