This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 120
Type: Topic Contributed
Date/Time: Monday, August 2, 2010 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #307087
Title: Efficient Estimation and Model Selection for the Marginal Generalized Additive Model for Correlated Data
Author(s): Lan Xue*+ and Peiyong (Annie) Qu+ and Jianhui Zhou
Companies: Oregon State University and University of Illinois at Urbana-Champaign and University of Virginia
Address: Department of Statistics, Kidder 44, Corvallis, OR, 97330, U.S. , , ,
Keywords: Model selection ; Nonparametric function ; Polynomial spline ; Quadratic inference function ; SCAD
Abstract:

We consider the generalized additive model when responses from the same cluster are correlated. Incorporating correlation in the estimation of nonparametric components for the generalized additive model is important for improving estimation efficiency and increasing statistical power for model selection. We propose efficient estimation and model selection which incorporate the correlation structure and shrinks small function components to zero. An asymptotic property is established with optimal L_2-norm consistency for the nonparametric components. In addition, the proposed model selection strategy is able to select the correct generalized additive model consistently. Numerical studies with both continuous and binary responses will be illustrated. In addition, a real data application of binary periodontal data will be demonstrated.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2010 program




2010 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.