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| Keywords | |
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AIC |
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variable selection |
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joint GLMs |
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extended quasi-likelihood |
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Kullback-Leibler information. |
| Authors | |
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Wang Darong |
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Zhang Zhongzhan |
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Variable Selection in Joint Generalized Linear Models
Wang Darong,Zhang Zhongzhan
Department of Applied Mathematics,Beijing University of Technology
We focus on variable selection in this paper, and propose a variable selection criterion based on the extended quasi-likelihood which is for joint generalized linear models with structured dispersions. The new criterion is an extension of Akaike's information criterion. Its performance is investigated through simulation studies and a real data application.