Research Article

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

Table 6

Variable selection under high-dimensional setup.

Method
GMSEICRASEIC

SCAD0.003616.66400.11489.6560
LASSO0.003315.57400.12399.5460

SCAD0.003416.84600.10479.8750
LASSO0.003915.3500.11389.8020