Robust estimation and model identification for longitudinal data varying-coefficient model

2017 ◽  
Vol 47 (11) ◽  
pp. 2701-2719
Author(s):  
Shu Liu ◽  
Heng Lian
Keyword(s):  
Longitudinal Data ◽  
Robust Estimation ◽  
Model Identification ◽  
Varying Coefficient Model ◽  
Varying Coefficient

scholarly journals Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

2013 ◽  
Vol 2013 ◽  
pp. 1-10
Author(s):  
Yunquan Song ◽  
Ling Jian ◽  
Lu Lin
Keyword(s):  
Longitudinal Data ◽  
Empirical Likelihood ◽  
Coverage Probability ◽  
Confidence Region ◽  
Asymptotic Covariance Matrix ◽  
Varying Coefficient Model ◽  
Varying Coefficient ◽  
Single Index ◽  
Asymptotic Covariance ◽  
Normal Approximations

In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.

scholarly journals Functional random effect time-varying coefficient model for longitudinal data

Stat ◽  
2012 ◽  
Vol 1 (1) ◽  
pp. 75-89 ◽  
Author(s):  
Jeng-Min Chiou ◽  
Yanyuan Ma ◽  
Chih-Ling Tsai
Keyword(s):  
Longitudinal Data ◽  
Random Effect ◽  
Time Varying ◽  
Varying Coefficient Model ◽  
Varying Coefficient ◽  
Effect Time

scholarly journals Varying coefficient model of longitudinal data of dengue fever in Bandung city

2021 ◽  
Vol 1776 (1) ◽  
pp. 012043
Author(s):  
Bertho Tantular ◽  
Yudhie Andriyana ◽  
Budi Nurani Ruchjana
Keyword(s):  
Longitudinal Data ◽  
Dengue Fever ◽  
Varying Coefficient Model ◽  
Varying Coefficient
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