Penalized Quadratic Inference Function-Based Variable Selection for Generalized Partially Linear Varying Coefficient Models with Longitudinal Data

Table 1

Variable selection for the parametric components under different methods.

	Method
		GMSE		IC	GMSE		IC	GMSE		IC
	SCAD	0.0011	15.83	0	0.0006	16.246	0	0.0005	16.746	0
	LASSO	0.0006	14.81	0	0.0005	15.346	0	0.0004	15.574	0
	SCAD	0.0011	15.75	0	0.0006	16.70	0	0.0004	16.846	0
	LASSO	0.0007	14.82	0	0.0006	14.96	0	0.0005	15.35	0