Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data.
Guozhi HuWeihu ChengJie ZengPublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- linear models
- information criterion
- variable selection
- cross validation
- model selection
- probability model
- leave one out cross validation
- selection criterion
- marginal likelihood
- bayesian information criterion
- gaussian processes
- linear regression
- factor analysis
- sample size
- free energy
- upper bound
- causal relationships
- machine learning
- support vector