Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates

DOI10.1111/j.1467-9469.2004.00369.xzbMath1053.62052OpenAlexW2084651755MaRDI QIDQ4828223

Hua Liang, Hulin Wu

Publication date: 24 November 2004

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2004.00369.x

zbMATH Keywords

asymptotic expansionlongitudinal datavariancebiasbandwidth selectionmixed effects regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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Cites Work

• Unnamed Item
• Consistency of cross-validation when the data are curves
• Functional Mixed Effects Models
• A note on the use of Laplace's approximation for nonlinear mixed-effects models
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Local Polynomial Mixed-Effects Models for Longitudinal Data
• Mixed-Effects Models in S and S-PLUS
• Informative Drop-Out in Longitudinal Data Analysis
• The relationship between virologic and immunologic responses in AIDS clinical research using mixed-effects varying-coefficient models with measurement error

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