Robust Inference for Time-Varying Coefficient Models with Longitudinal Data
نویسندگان
چکیده
منابع مشابه
Robust Inference for Time-Varying Coefficient Models with Longitudinal Data
Time-varying coefficient models are useful in longitudinal data analysis. Various efforts have been invested for the estimation of the coefficient functions, based on the least squares principle. Related work includes smoothing spline and kernel methods among others, but these methods suffer from the shortcoming of non-robustness. In this paper, we introduce a local M-estimation method for esti...
متن کاملQuadratic inference functions for varying-coefficient models with longitudinal data.
Nonparametric smoothing methods are used to model longitudinal data, but the challenge remains to incorporate correlation into nonparametric estimation procedures. In this article, we propose an efficient estimation procedure for varying-coefficient models for longitudinal data. The proposed procedure can easily take into account correlation within subjects and deal directly with both continuou...
متن کاملFunctional varying coefficient models for longitudinal data
tion (DMS-08-06199). We are grateful to two referees and an Associate Editor for their constructive comments and careful reading. Summary The proposed functional varying coefficient model provides a versatile and flexible analysis tool for relating longitudinal responses to longitudinal predictors. Specifically , this approach provides a novel representation of varying coefficient functions thr...
متن کاملGeneralized varying coefficient models for longitudinal data
We propose a generalization of the varying coefficient model for longitudinal data to cases where not only current but also recent past values of the predictor process affect current response. More precisely, the targeted regression coefficient functions of the proposed model have sliding window supports around current time t. A variant of a recently proposed two-step estimation method for vary...
متن کاملInference on stochastic time-varying coefficient models
Recently there has been considerable work on stochastic time-varying coefficient models as vehicles for modelling structural change in the macroeconomy with a focus on the estimation of the unobserved sample path of time series of coefficient processes. The dominant estimation methods, in this context, are various filters, such as the Kalman filter, that are applicable when the models are cast ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Open Journal of Statistics
سال: 2015
ISSN: 2161-718X,2161-7198
DOI: 10.4236/ojs.2015.57070