We consider the problem of variable selection for the generalized linear models (GLMs) with longitudinal data. An automatic variable selection procedure is developed using smooth-threshold generalized estimating equations (SGEE). The proposed procedure automatically eliminates inactive...

In this short paper, we demonstrate that the popular penalized estimation method typically used for variable selection in parametric or semiparametric models can actually provide a way to identify linear components in additive models. Unlike most studies in the literature, we are NOT performing...

In this paper, we present an estimation approach based on generalized estimating equations and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation...