Variable Selection in Semiparametric Regression Modeling.

@article{Li2008VariableSI,
  title={Variable Selection in Semiparametric Regression Modeling.},
  author={Runze Li and Hua Liang},
  journal={Annals of statistics},
  year={2008},
  volume={36 1},
  pages={
          261-286
        }
}
In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and select significant variables for parametric portion. Thus, it is much more challenging than that for parametric models such as linear models and generalized linear models because traditional variable selection procedures including stepwise regression and the best… Expand
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  • Hua Liang, Runze Li
  • Mathematics, Medicine
  • Journal of the American Statistical Association
  • 2009
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