In this paper, we study the model selection and structure specification for the generalised semi-varying coefficient models (GSVCMs), where the number of potential covariates is allowed to be larger ...

The purpose of statistical model selection is to identify a parsimonious model, which is a model that is as simple as possible while maintaining good predictive ability over the outcome of interest.

In longitudinal data analysis, a correct specification of the within-subject covariance matrix cultivates an efficient estimation for mean regression coefficients. In this article, we consider robust ...