Semiparametric Time-Varying Coefficients Regression Model for Longitudinal Data

DOI10.1111/j.1467-9469.2005.00413.xzbMath1091.62088OpenAlexW2081258559MaRDI QIDQ5467681

Hulin Wu, Yanqing Sun

Publication date: 24 May 2006

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00413.x

zbMATH Keywords

kernel smoothingasymptotic efficiencyweighted least squares estimationoptimal bandwidth selectionproportional mean rate model

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) Nonparametric estimation (62G05)

Related Items (26)

Composite quantile regression estimation for left censored response longitudinal data ⋮ Random weighting approximation for Tobit regression models with longitudinal data ⋮ Goodness-of-fit test of the stratified mark-specific proportional hazards model with continuous mark ⋮ Time-dynamic varying coefficient models for longitudinal data ⋮ Identification of local sparsity and variable selection for varying coefficient additive hazards models ⋮ Marginal Regression Model with Time-Varying Coefficients for Panel Data ⋮ Bayesian hierarchical joint modeling using skew-normal/independent distributions ⋮ Semiparametric Additive Time-Varying Coefficients Model for Longitudinal Data with Censored Time Origin ⋮ Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines ⋮ Quantile regression of longitudinal data with informative observation times ⋮ Variable selection in semiparametric regression analysis for longitudinal data ⋮ Functional clustering methods for binary longitudinal data with temporal heterogeneity ⋮ Analysis of the time-varying Cox model for the cause-specific hazard functions with missing causes ⋮ Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout ⋮ A double varying-coefficient modeling approach for analyzing longitudinal observations ⋮ Augmented Beta rectangular regression models: A Bayesian perspective ⋮ Proportional hazards models with continuous marks ⋮ Regression Diagnostics of the Semiparametric Proportional Rate Model for Irregularly Spaced Repeated Measurements ⋮ Semiparametric proportional means model for marker data contingent on recurrent event ⋮ Estimation of semiparametric regression model with longitudinal data ⋮ Profile local linear estimation of generalized semiparametric regression model for longitudinal data ⋮ Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data ⋮ Inference for censored quantile regression models in longitudinal studies ⋮ Comparison of two frameworks for analyzing longitudinal data ⋮ Quantile regression in partially linear varying coefficient models ⋮ Robust Tests in Semiparametric Partly Linear Models

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