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

Table 3

Variable selection for the parametric components under different methods.

	Method
		GMSE		IC	GMSE		IC	GMSE		IC
	SCAD	0.0048	6.76	0	0.0036	6.846	0	0.0030	6.864	0
	LASSO	0.0039	4.694	0	0.0033	4.766	0	0.0028	5.074	0
	SCAD	0.0047	6.76	0	0.0035	6.718	0	0.0028	6.846	0
	LASSO	0.0038	4.814	0	0.0035	4.98	0	0.0029	5.048	0