Time-dynamic varying coefficient models for longitudinal data
DOI10.1016/J.CSDA.2018.01.016zbMATH Open1469.62093OpenAlexW2790915911MaRDI QIDQ1662818FDOQ1662818
Publication date: 20 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2018.01.016
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Cited In (10)
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Empirical dynamics for longitudinal data
- Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates
- Time-varying coefficient models for joint modeling binary and continuous outcomes in longitudinal data
- Dynamic path analysis -- a new approach to analyzing time-dependent covariates
- Interpreting the coefficients in dynamic two-way fixed effects regressions with time-varying covariates
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Efficient estimation for time-varying coefficient longitudinal models
- Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data
- Network Functional Varying Coefficient Model
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