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

Table 4

Variable selection for the nonparametric components under different methods.

	Method
		GMSE		IC	GMSE		IC	GMSE		IC
	SCAD	0.1696	4.35	0	0.1221	4.66	0	0.0812	4.83	0
	LASSO	0.1932	4.38	0	0.1540	4.36	0	0.1235	4.57	0
	SCAD	0.1636	4.42	0	0.1076	4.72	0	0.0344	4.85	0
	LASSO	0.1982	4.40	0	0.1160	4.68	0	0.0398	4.76	0