Nonparametric regression analysis of longitudinal data
bandwidth choicebandwidthsbiomedical datachoice of kernelscurve estimation proceduresestimation of derivativesfinite sample studiesfixed design regression modelFORTRAN computer programskernel estimateslocal convergence in probabilitylongitudinal datalongitudinal parametersmulti-variate predictor variablenonparametric regressionorthogonal series estimatespeakssmoothing splinesuniform convergence in probabilityweighted local least squares estimateszeroes
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric estimation (62G05) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10)
In order to analyze longitudinal data the statistician is interested in the underlying curve, which produces the observed measurements. The classical method is parametric regression where a class of linear or nonlinear regression functions depending on a finite number of parameters is specified. Such a model is then fitted to the data by estimating the parameters, usually by the least squares method or the method of maximum likelihood. The main problem with parametric modelling is to search for a suitable model with not too many parameters, which gives a good fit to the data. Especially in biomedical applications this is often a very difficult task, so we have to look for an alternative to parametric regression. Such an alternative are nonparametric curve estimation procedures, e.g. kernel smoothing or kernel estimation. In contrast to parametric modelling, the assumptions on the function to be estimated are much weaker, namely only smoothness and differentiability requirements. In this monograph the author investigates several nonparametric curve estimation procedures, the emphasis being on kernel estimates as one of the most attractive methods of nonparametric regression, due to its simplicity, its computational advantages and its good statistical properties. He discusses the application of this method to longitudinal growth data and other longitudinal biomedical data. Questions of the choice of kernels and bandwidths or the estimation of derivatives are addressed. The basic approach is the estimation of each individual curve separately. Samples of curves can then be compared by means of ``longitudinal parameters. In Chapter 2, the relation between longitudinal data, the fixed design regression model and other regression models is discussed. In Chapter 3, kernel estimates, weighted local least squares estimates, smoothing splines and orthogonal series estimates are reviewed. In Chapter 4, kernel and weighted local least squares estimators are studied more closely and the equivalence between these two methods is discussed. The kernel approach to the estimation of derivatives is described and some statistical properties are derived. Chapter 5 deals with the optimization of kernel and weighted local least squares methods w.r.t. various aspects of the choice of kernels. The order of the kernel determines the rate of convergence of the estimate and this is also reflected in finite sample studies. In Chapter 6, the kernel method is extended to the case of a multi- variate predictor variable, including the estimation of partial derivatives. Chapter 7 contains an overview over available methods for bandwidth choice. The choice of bandwidth is of special interest for derivatives and the question of local or global bandwidths. In Chapter 8, nonparametric estimates for peaks and zeroes and the joint asymptotic distribution of estimated location and size of peaks are discussed. Chapter 9 presents an application to the data of the Zürich longitudinal growth study of 45 boys and 45 girls. The superiority of nonparametric over parametric curve estimation can be demonstrated in this example. In Chapter 10, further techniques for the analysis of longitudinal medical data are summarized. In Chapter 11, sufficient conditions for local convergence in probability of linear curve estimators and for uniform convergence in probability and a.s. are compiled. In Chapter 12, FORTRAN computer programs are listed that carry out some of the procedures discussed in the text.
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- Bias correction and higher order kernel functions
- Asymptotic effectiveness of some higher order kernels
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- Integrated square error of nonparametric estimators of regression function: The fixed design case
- How sensitive are average derivatives?
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- Nonparametric estimation of a regression function with dependent observations
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- Comparison of bandwidth selectors in nonparametric regression under dependence
- Erdös-Rényi-Shepp laws and weighted sums of independent identically distributed random variables
- Kernel regression estimators for signal recovery
- Nonparametric estimation of density derivatives of dependent data
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- Bivariate density estimation with randomly truncated data.
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- Kernel estimation of discontinuous regression functions
- A parallel solver for generalised additive models
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- Universal weighted kernel-type estimators for some class of regression models
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- On variance function estimation with quadratic forms
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- Semiparametric modeling of labeled-cell kinetics, with application to isotope labeling of erythrocytes
- Constructing initial estimators in one-step estimation procedures of nonlinear regression
- Exact rates of almost sure convergence of a recursive kernel estimate of a probability densiy function: Application to regression and hazard rate estimation
- Modification for boundary effects and jump points in nonparametric regression
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- For numerical differentiation, dimensionality can be a blessing!
- Nonparametric estimation of nonlinear dynamic systems using semirecursive regression estimates
- Density estimation using spline projection kernels
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- Kernel density estimators from quantized data
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- A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER
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- Adaptive bandwidth choice
- On study of kernel regression function polygons
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
- DOUBLE SMOOTHING ESTIMATION OF THE MULTIVARIATE REGRESSION FUNCTION IN NONPARAMETRIC REGRESSION
- Nonparametric Regression Analysis of Longitudinal Data
- Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
- Surface and function approximation with nonparametric regression
- Flexible methods for analysing longitudinal data using piecewise cubic polynomials
- Second order approximation in a linear regression with heteroskedasticity of unknown form
- Implementation of recursive nonparametric kernel estimation and a monte carlo study on its finite sample properties
- Testing lack of fit of regression models under heteroscedasticity
- Localpiecewise linear regression∗
- Constructing explicit estimators in nonlinear regression problems
- Nonparametric relative recursive regression estimators for censored data
- Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
- Asymptotic properties of one-step \(M\)-estimators
- Kernel estimation of regression function gradient
- New Local Estimation procedure for a Non-Parametric Regression Function for Longitudinal Data
- Insensitivity of Nadaraya–Watson estimators to design correlation
- Data-driven local polynomial for the trend and its derivatives in economic time series
- Modifying the double smoothing bandwidth selector in nonparametric regression
- Robust estimation of derivatives using locally weighted least absolute deviation regression
- On a Wavelet-Based Method of Estimating a Regression Function
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method
- On the asymptotic variance in nonparametric regression with fractional time-series errors
- Wavelets for Nonparametric Stochastic Regression with Mixing Stochastic Process
- scientific article; zbMATH DE number 2222291 (Why is no real title available?)
- Robust nonparametric derivative estimator
- A study of local linear ridge regression estimators
- Weighted Nadaraya-Watson regression estimation
- Triple smoothing estimation of the regression function and its derivatives in nonparametric regression
- Parametric modelling of growth curve data: An overview. (With comments)
- Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds
- Multivariate wavelet estimators for weakly dependent processes: strong consistency rate
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