Lai, Peng; Wang, Qihua; Lian, Heng - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 422-432
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...