Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models

DOI10.1111/ANZS.12139MaRDI QIDQ5361189zbMATH OpenOpenAlexFDO

Authors Rui Li, Xian Zhou, Xiaoli Li

Publication date 27 September 2017

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/anzs.12139

zbMATH Keywords

asymptotic normalityinformative correlationlocally lineartwo-stage estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(13)

• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
• Efficient estimation of longitudinal data additive varying coefficient regression models
• Varying-coefficient mean-covariance regression analysis for longitudinal data
• Estimation and model identification of longitudinal data time-varying nonparametric models
• Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
• Efficient estimation in semivarying coefficient models for longitudinal/clustered data
• Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
• Efficient estimation for longitudinal data by combining large-dimensional moment conditions
• Informative estimation and selection of correlation structure for longitudinal data
• Efficient estimation for time-varying coefficient longitudinal models
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
• Correlation structure selection for longitudinal data based on a varying-coefficient model
• WiSER: Robust and scalable estimation and inference of within‐subject variances from intensive longitudinal data

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