In this article, we consider variable selection in robust regression models for longitudinal data. We propose a penalized robust estimating equation to estimate the regression parameters and to select the important covariate variables simultaneously. Under some regularity conditions, we show the...

In this paper, we develop robust estimation for the mean and covariance jointly for the regression model of longitudinal data within the framework of generalized estimating equations (GEE). The proposed approach integrates the robust method and joint mean–covariance regression modeling. Robust...

In this paper, we develop a new variable selection procedure for quantile varying coefficient models with longitudinal data. The proposed method is based on basis function approximation and a class of group versions of the adaptive LASSO penalty, which penalizes the Lγ norm of the within-group...