Journal of Applied Mathematics and Computing

, Volume 59, Issue 1–2, pp 163–178 | Cite as

Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates

  • Jiting Huang
  • Peixin ZhaoEmail author
  • Xingshou Huang
Original Research


In the case of containing endogenous covariates, we study the variable selection problem for Poisson regression models based on the instrumental variable adjustment technology. By using a modified smooth-threshold estimating equation technology, we propose an instrumental variable based variable selection procedure. The proposed method can attenuate the effect of endogenous covariates, and is easy for application in practice. We also prove that this variable selection procedure is consistent in theory. Some simulations and a real data analysis are given to evaluate the performance of the proposed method, and simulation results show that the proposed variable selection procedure is workable.


Poisson regression model Smooth-threshold estimating equation Endogenous covariate Variable selection Instrumental variable 

Mathematics Subject Classification

62G05 62G20 62G30 



This research is supported by the Chongqing Research Program of Basic Theory and Advanced Technology (cstc2016jcyjA0151), the Social Science Planning Project of Chongqing (2015PY24), the Fifth Batch of Excellent Talent Support Program for Chongqing Colleges and University (2017-35-16), and the Scientific Research Foundation of Chongqing Technology and Business University (2015-56-06).


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Copyright information

© Korean Society for Computational and Applied Mathematics 2018

Authors and Affiliations

  1. 1.College of Mathematics and StatisticsHechi UniversityYizhouChina
  2. 2.College of Mathematics and StatisticsChongqing Technology and Business UniversityChongqingChina

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