Testing for constancy in varying coefficient models

Testing in Nonparametric Varying Coefficient Additive Models

In this paper we consider the problem of testing for a general parametric form against a nonparametric alternative for a coefficient function in a varying coefficient multivariate regression model. We propose a test statistic and derive its asymptotic null and alternative distributions. We analyze the asymptotic power of the test in shrinking neighborhoods of the null hypothesis, and show that ...

Generalized Varying-Coefficient Models

This paper deals with statistical inferences based on the generalized varying-coeÆcient models proposed by Hastie and Tibshirani (1993). Local polynomial regression techniques are used to estimate coeÆcient functions and the asymptotic normality of the resulting estimators is established. The standard error formulas for estimated coeÆcients are derived and are empirically tested. A goodness-oft...

Varying Index Coefficient Models

It has been a long history of using interactions in regression analysis to investigate alterations in covariate-effects on response variables. In this article, we aim to address two kinds of new challenges arising from the inclusion of such high-order effects in the regression model for complex data. The first kind concerns a situation where interaction effects of individual covariates are weak...

Statistical Inference for Varying Coefficient Models

This dissertation contains two projects that are related to varying coefficient models. The traditional least squares based kernel estimates of the varying coefficient model will lose some efficiency when the error distribution is not normal. In the first project, we propose a novel adaptive estimation method that can adapt to different error distributions and provide an efficient EM algorithm ...

Space-Varying Coefficient Models for Brain Imaging