Variable selection in joint generalized linear models. (English) Zbl 1211.62121
Summary: We focus on variable selection and propose a variable selection criterion based on the extended quasi-likelihood for joint generalized linear models with structured dispersions. Its performance is investigated through simulation studies and a real data application.
MSC:
62J12 | Generalized linear models (logistic models) |
62F10 | Point estimation |
65C60 | Computational problems in statistics (MSC2010) |
62B10 | Statistical aspects of information-theoretic topics |