Efficient estimation of longitudinal data additive varying coefficient regression models

2017 ◽  
Vol 33 (2) ◽  
pp. 529-550
Author(s):  
Shu Liu
Keyword(s):  
Longitudinal Data ◽  
Regression Models ◽  
Efficient Estimation ◽  
Varying Coefficient ◽  
Varying Coefficient Regression

scholarly journals Projection-type estimation for varying coefficient regression models

Bernoulli ◽  
2012 ◽  
Vol 18 (1) ◽  
pp. 177-205 ◽  
Author(s):  
Young K. Lee ◽  
Enno Mammen ◽  
Byeong U. Park
Keyword(s):  
Regression Models ◽  
Varying Coefficient ◽  
Varying Coefficient Regression

Varying Coefficient Regression Models: A Review and New Developments

2013 ◽  
Vol 83 (1) ◽  
pp. 36-64 ◽  
Author(s):  
Byeong U. Park ◽  
Enno Mammen ◽  
Young K. Lee ◽  
Eun Ryung Lee
Keyword(s):  
Regression Models ◽  
New Developments ◽  
Varying Coefficient ◽  
Varying Coefficient Regression

scholarly journals Averaged and Integrated Estimations of Varying-Coefficient Regression Models with Dependent Observations

2019 ◽  
Vol 2019 ◽  
pp. 1-10
Author(s):  
Guo-Liang Fan ◽  
Hong-Xia Xu
Keyword(s):  
Regression Models ◽  
Economic Data ◽  
Practical Applications ◽  
Varying Coefficient ◽  
Dependent Observations ◽  
Data Form ◽  
Varying Coefficient Regression ◽  
Mixing Sequence

In practical applications, lots of data such as sequentially collected economic data often exhibit some evident dependence. This paper studies the varying-coefficient regression models with different smoothing variables when the data form a stationary α-mixing sequence. Both the averaged and integrated estimators of coefficient functions are proposed. The asymptotic normalities of the proposed averaged and integrated estimators are also established.

Testing the constancy in varying-coefficient regression models

Metrika ◽  
2010 ◽  
Vol 74 (3) ◽  
pp. 409-438 ◽  
Author(s):  
Na Li ◽  
Xingzhong Xu ◽  
Xuhua Liu
Keyword(s):  
Regression Models ◽  
Varying Coefficient ◽  
Varying Coefficient Regression
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