Efficient estimation in semivarying coefficient models for longitudinal/clustered data
From MaRDI portal
Abstract: In semivarying coefficient models for longitudinal/clustered data, usually of primary interest is usually the parametric component which involves unknown constant coefficients. First, we study semiparametric efficiency bound for estimation of the constant coefficients in a general setup. It can be achieved by spline regression provided that the within-cluster covariance matrices are all known, which is an unrealistic assumption in reality. Thus, we propose an adaptive estimator of the constant coefficients when the covariance matrices are unknown and depend only on the index random variable, such as time, and when the link function is the identity function. After preliminary estimation, based on working independence and both spline and local linear regression, we estimate the covariance matrices by applying local linear regression to the resulting residuals. Then we employ the covariance matrix estimates and spline regression to obtain our final estimators of the constant coefficients. The proposed estimator achieves the semiparametric efficiency bound under normality assumption, and it has the smallest covariance matrix among a class of estimators even when normality is violated. We also present results of numerical studies. The simulation results demonstrate that our estimator is superior to the one based on working independence. When applied to the CD4 count data, our method identifies an interesting structure that was not found by previous analyses.
Recommendations
- Efficient Semiparametric Marginal Estimation for Longitudinal/Clustered Data
- Estimated Estimating Equations: Semiparametric Inference for Clustered and Longitudinal Data
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data
- Efficient estimation for semivarying-coefficient models
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Estimation with improved efficiency in semi-parametric linear longitudinal models
- Efficient estimation for time-varying coefficient longitudinal models
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models
Cited in
(17)- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Estimation and model selection in a class of semiparametric models for cluster data
- A varying-coefficient approach to estimating multi-level clustered data models
- Empirical likelihood inference for longitudinal data with covariate measurement errors: an application to the LEAN study
- Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines
- On Confounding, Prediction and Efficiency in the Analysis of Longitudinal and Cross‐sectional Clustered Data
- Semiparametric model average prediction in panel data analysis
- Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
- A New Functional Estimation Procedure for Varying Coefficient Models
- Focused information criterion and model averaging for varying-coefficient partially linear models with longitudinal data
- Optimal model averaging estimation for correlation structure in generalized estimating equations
- Efficient estimation for time-varying coefficient longitudinal models
- Assisted graphical model for gene expression data analysis
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Robust model averaging prediction of longitudinal response with ultrahigh-dimensional covariates
- Bias correction estimation for partially linear varying coefficient spatial autoregressive panel model with fixed effects
- Sparse boosting for high-dimensional survival data with varying coefficients
This page was built for publication: Efficient estimation in semivarying coefficient models for longitudinal/clustered data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q342667)
