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Computational and Mathematical Methods in Medicine
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Computational and Mathematical Methods in Medicine
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2020
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Article
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Tab 6
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Research Article
Penalized Quadratic Inference Function-Based Variable Selection for Generalized Partially Linear Varying Coefficient Models with Longitudinal Data
Table 6
Variable selection under high-dimensional setup.
Method
GMSE
IC
RASE
IC
SCAD
0.0036
16.664
0
0.1148
9.656
0
LASSO
0.0033
15.574
0
0.1239
9.546
0
SCAD
0.0034
16.846
0
0.1047
9.875
0
LASSO
0.0039
15.35
0
0.1138
9.802
0