Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
From MaRDI portal
Publication:4236509
DOI10.1093/BIOMET/85.4.809zbMath0921.62045OpenAlexW2060467039MaRDI QIDQ4236509
Wu, Colin O., John A. Rice, Donald R. Hoover, Li-Ping Yang
Publication date: 4 October 1999
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b69a138356febf11e207ac430eb0c81d54aa2110
Density estimation (62G07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09)
Related Items (only showing first 100 items - show all)
Model detection and variable selection for varying coefficient models with longitudinal data ⋮ Quantile regression in heteroscedastic varying coefficient models ⋮ Exploratory time varying lagged regression: modeling association of cognitive and functional trajectories with expected clinic visits in older adults ⋮ Regularization and model selection for quantile varying coefficient model with categorical effect modifiers ⋮ Domain selection for the varying coefficient model via local polynomial regression ⋮ Fast inference for semi-varying coefficient models via local averaging ⋮ Varying-coefficient models for dynamic networks ⋮ Functional linear regression that's interpretable ⋮ A semiparametric model for cluster data ⋮ Influence diagnostics and outlier tests for varying coefficient mixed models ⋮ Support vector quantile regression with varying coefficients ⋮ A varying coefficients model for estimating finite population totals: a hierarchical Bayesian approach ⋮ Analysis of longitudinal health-related quality of life data with terminal events ⋮ Profile likelihood inferences on semiparametric varying-coefficient partially linear models ⋮ Analysis of binary longitudinal data with time-varying effects ⋮ Mixture of functional linear models and its application to CO\(_2\)-GDP functional data ⋮ Time-dynamic varying coefficient models for longitudinal data ⋮ Identification of local sparsity and variable selection for varying coefficient additive hazards models ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors ⋮ Averaged estimation of functional-coefficient regression models with different smoothing varia\-bles ⋮ Statistical inference in partially-varying-coefficient single-index model ⋮ Estimation of semi-varying coefficient model with surrogate data and validation sampling ⋮ Componentwise B-spline estimation for varying coefficient models with longitudinal data ⋮ Efficient inferences on the varying-coefficient single-index model with empirical likelihood ⋮ Least absolute deviation estimate for functional coefficient partially linear regression models ⋮ Asymptotics of nonparametric L-1 regression models with dependent data ⋮ Testing for the parametric parts in a single-index varying-coefficient model ⋮ Dynamic relations for sparsely sampled Gaussian processes ⋮ Projection-type estimation for varying coefficient regression models ⋮ Recent history functional linear models for sparse longitudinal data ⋮ Testing the adequacy of varying coefficient models with missing responses at random ⋮ Influence diagnostics in the varying coefficient model with longitudinal data ⋮ Shape testing in varying coefficient models ⋮ A more flexible joint latent model for longitudinal and survival time data ⋮ Quantile regression of longitudinal data with informative observation times ⋮ A functional linear model for comparing two pharmacokinetics profiles ⋮ Functional linear regression via canonical analysis ⋮ Non-asymptotic approach to varying coefficient model ⋮ Simultaneous nonparametric regression analysis of sparse longitudinal data ⋮ Testing the constancy in varying-coefficient regression models ⋮ A space-time varying coefficient model: the equity of service accessibility ⋮ P-splines quantile regression estimation in varying coefficient models ⋮ Reducing component estimation for varying coefficient models with longitudinal data ⋮ Semiparametric empirical likelihood tests in varying coefficient partially linear models with repeated measurements ⋮ A quantile varying-coefficient regression approach to length-biased data modeling ⋮ Nonlinear varying-coefficient models with applications to a photosynthesis study ⋮ Semiparametric model building for regression models with time-varying parameters ⋮ Nonparametric estimation of conditional distribution functions with longitudinal data and time-varying parametric models ⋮ Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression ⋮ Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach ⋮ Functional response regression analysis ⋮ On fitting generalized non-linear models with varying coefficients ⋮ Estimation in covariate-adjusted regression ⋮ Local estimation for longitudinal semiparametric varying-coefficient partially linear model ⋮ Longitudinal data analysis using sufficient dimension reduction method ⋮ Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data ⋮ Inference of time-varying regression models ⋮ Wavelet-M-estimation for time-varying coefficient time series models ⋮ Local polynomial fitting in semivarying coefficient model ⋮ Two-step likelihood estimation procedure for varying-coefficient models ⋮ Estimation on semivarying coefficient models with different degrees of smoothness ⋮ Nonparametric estimation of varying coefficient error-in-variable models with validation sampling ⋮ Varying coefficient functional autoregressive model with application to the U.S. treasuries ⋮ Efficient estimation of longitudinal data additive varying coefficient regression models ⋮ Wavelet estimation in varying-coefficient partially linear regression models ⋮ Efficient estimation of a semiparametric partially linear varying coefficient model ⋮ Empirical likelihood for varying coefficient EV models under longitudinal data ⋮ Boosted multivariate trees for longitudinal data ⋮ Tree-structured modelling of varying coefficients ⋮ Local partial-likelihood estimation for lifetime data ⋮ Quantile regression with varying coefficients ⋮ Flexible generalized varying coefficient regression models ⋮ Quantile index coefficient model with variable selection ⋮ Rank test for heteroscedastic functional data ⋮ Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method ⋮ Variable selection for varying-coefficient models with the sparse regularization ⋮ Proportional functional coefficient time series models ⋮ New efficient spline estimation for varying-coefficient models with two-step knot number selection ⋮ Multivariate varying coefficient model for functional responses ⋮ Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes ⋮ Asymptotic optimality and efficient computation of the leave-subject-out cross-validation ⋮ Efficient estimation of adaptive varying-coefficient partially linear regression model ⋮ Penalized estimation in additive varying coefficient models using grouped regularization ⋮ Goodness-of-fit testing for varying-coefficient models ⋮ Estimation of semiparametric regression model with longitudinal data ⋮ Profile local linear estimation of generalized semiparametric regression model for longitudinal data ⋮ Proportional hazards model with varying coefficients for length-biased data ⋮ Quantile regression for dynamic partially linear varying coefficient time series models ⋮ A simple approach for varying-coefficient model selection ⋮ Generalized likelihood ratio test for varying-coefficient models with different smoothing variables ⋮ Varying-coefficient single-index model ⋮ Inference for high-dimensional varying-coefficient quantile regression ⋮ Statistical estimation in varying coefficient models with surrogate data and validation sampling ⋮ Optimal shrinkage estimations in partially linear single-index models for binary longitudinal data ⋮ Convergence rates for smoothing spline estimators in varying coefficient models ⋮ Statistical estimation in varying coefficient models ⋮ Statistical inference on parametric part for partially linear single-index model ⋮ A nonparametric dynamic additive regression model for longitudinal data. ⋮ Regression analysis for a semiparametric model with panel data.
This page was built for publication: Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data