Influence diagnostics in the varying coefficient model with longitudinal data
type: Item
instance of: scholarly article
title: Influence diagnostics in the varying coefficient model with longitudinal data
zbMATH Open document ID: 1223.62113
author: Whasoo Bae
author: Soonyoung Hwang
author: Choongrak Kim
published in: Computational Statistics
publication date: 2011-02-22T00:00:00Z
review text: A linear regression model with time-varying coefficients is considered for longitudinal data. A local constant estimate is used for the coefficients as functions of time. The authors propose a version of Cook's distance as an influence measure of a set of observations. In this distance a jackknife estimate for the covariance of the estimates is used. A bootstrap technique is proposed to derive reference values for these distributions. An application to AIDS clinical data is presented.
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62J20
Mathematics Subject Classification ID: 62G08
zbMATH DE Number: 5855580
zbMATH Keywords: linear regression with time varying coefficients
zbMATH Keywords: Cook's distance
zbMATH Keywords: jackknife
zbMATH Keywords: bootstrap
MaRDI profile type: Publication
full work available at URL: s00180-007-0025-4
OpenAlex ID: W2038984004
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DOI: 10.1007/S00180-007-0025-4
description: scientific article; zbMATH DE number 5855580