Blommaert, A.; Hens, N.; Beutels, Ph. - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 667-680
Penalized generalized estimating equations with Elastic Net or L2-Smoothly Clipped Absolute Deviation penalization are proposed to simultaneously select the most important variables and estimate their effects for longitudinal Gaussian data when multicollinearity is present. The method is able to...