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.
svReg: Structural varying‐coefficient regression to differentiate how regional brain atrophy affects motor impairment for Huntington disease severity groups
