Journal of Guangxi Normal University(Natural Science Edition) ›› 2019, Vol. 37 ›› Issue (2): 126-130.doi: 10.16088/j.issn.1001-6600.2019.02.015

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Asymptotic Properties of Estimation of Penalized Generalized Estimating Equations for Two Stage Logit Models

LIN Song, YIN Changming*   

  1. School of Mathematics and Information Science, Guangxi University, Nanning Guangxi 530004, China
  • Received:2018-06-22 Online:2019-04-25 Published:2019-04-28

Abstract: Under the weaker conditions,the asymptotic properties of the estimation of the classical Logit model for the penalized generalized estimation equation are proved by Wang et al in 2012. The two-stage Logit model is a generalization of the classical Logit model,which can deal with more complex categorical data,and its link function (link) is no longer a natural relation function. In this paper,the asymptotic properties of the estimation of the penalty generalized estimation equation for two-stage Logit model under weaker conditions are proved,and the corresponding results in the literature are generalized.

Key words: two-stage Logit regression, penalized generalized estimation equation, high-dimensional covariable, longitudinal data, general link function

CLC Number: 

  • O212.1
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