潜半参数回归模型的变量选择(英文)

Variable selection in latent semiparametric regression models

作者提出了潜半参数回归模型及其估计方法.该方法应用双重判罚,使得在估计非参数的同时可以对参数部分进行参数估计和变量选择.在分析过程中作者还得到了潜变量的估计值.

In this paper, a posed. The proposed meth same time. The estimates the algorithm works out. ent semiparametric regression model and its estimation method are prois based on double penalizing and allows to estimate their influence at the the latent variables are byproduct of the analysis. Simulations show that