In this paper, we present an estimation approach based on generalized estimating equations and a variable selection procedure for single-index models when the observed data are clustered. Unlike the case of independent observations, bias-correction is necessary when general working correlation...

An efficient estimating equations procedure is developed for performing variable selection and defining semiparametric efficient estimates simultaneously for the heteroscedastic partially linear single-index model. The estimating equations are proposed based on the smooth threshold estimating...

For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little justification that the effects of the covariates are actually...