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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