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Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index

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Listed:
  • Jiti Gao

    ()

  • Bin Peng

    ()

  • Zhao Ren

    ()

  • Xiaohui Zhang

    ()

Abstract

In this paper, we propose a variable selection procedure based on the shrinkage estimation technique for a categorical varying-coefficient model. We apply the method to identify the relevant determinants for body mass index (BMI) from a large amount of potential factors proposed in the multidisciplinary literature, using data from the 2013 National Health Interview Survey in the United States. We quantify the varying impacts of the relevant determinants of BMI across demographic groups.

Suggested Citation

  • Jiti Gao & Bin Peng & Zhao Ren & Xiaohui Zhang, 2015. "Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index," Monash Econometrics and Business Statistics Working Papers 21/15, Monash University, Department of Econometrics and Business Statistics.
  • Handle: RePEc:msh:ebswps:2015-21
    as

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    File URL: https://www.monash.edu/__data/assets/pdf_file/0010/925948/wp21-15-1.pdf
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    References listed on IDEAS

    as
    1. Cawley, J. & Von Hinke Kessler Scholder, S., 2013. "The Demand for Cigarettes as Derived from the Demand for Weight Control," Health, Econometrics and Data Group (HEDG) Working Papers 13/06, HEDG, c/o Department of Economics, University of York.
    2. Brendan Kline & Justin L. Tobias, 2008. "The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 767-793.
    3. Chen, Jia & Gao, Jiti & Li, Degui, 2012. "Semiparametric trending panel data models with cross-sectional dependence," Journal of Econometrics, Elsevier, vol. 171(1), pages 71-85.
    4. Heather Antecol & Kelly Bedard, 2006. "Unhealthy assimilation: Why do immigrants converge to American health status levels?," Demography, Springer;Population Association of America (PAA), vol. 43(2), pages 337-360, May.
    5. Michael Delgado, 2013. "A smooth coefficient model of carbon emissions," Empirical Economics, Springer, vol. 45(3), pages 1049-1071, December.
    6. Cawley, John (ed.), 2011. "The Oxford Handbook of the Social Science of Obesity," OUP Catalogue, Oxford University Press, number 9780199736362.
    7. QI Li & Desheng Ouyang & Jeffrey S. Racine, 2013. "Categorical semiparametric varying‐coefficient models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 551-579, June.
    8. Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011. "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, vol. 162(2), pages 362-368, June.
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    10. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
    11. Li, Qi & Racine, Jeffrey S., 2010. "Smooth Varying-Coefficient Estimation And Inference For Qualitative And Quantitative Data," Econometric Theory, Cambridge University Press, vol. 26(06), pages 1607-1637, December.
    12. Ming Yuan & Yi Lin, 2006. "Model selection and estimation in regression with grouped variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(1), pages 49-67, February.
    13. Joshua C. C. Chan & Justin L. Tobias, 2015. "Priors and Posterior Computation in Linear Endogenous Variable Models with Imperfect Instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 650-674, June.
    14. Nathan P. Hendricks & Aaron Smith, 2015. "Grouped coefficients to reduce bias in heterogeneous dynamic panel models with small T," Applied Economics, Taylor & Francis Journals, vol. 47(40), pages 4335-4348, August.
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    More about this item

    Keywords

    ody Mass Index; Obesity; Varying-Coefficient; Variable Selection;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • I15 - Health, Education, and Welfare - - Health - - - Health and Economic Development

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