Varying Coefficient Regression Models: A Review and New Developments

DOI10.1111/insr.12029OpenAlexW1835490675MaRDI QIDQ6064064

No author found.

Publication date: 8 November 2023

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/insr.12029

zbMATH Keywords

integral equationlongitudinal datavarying coefficient modelskernel smoothingprojectionshrinkage estimationrobust estimationquasi-likelihoodpartially linear modelssieve estimationpenalised likelihood methods

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (34)

Conditional distance correlation screening for sparse ultrahigh-dimensional models ⋮ Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels ⋮ Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models ⋮ Hypothesis testing of varying coefficients for regional quantiles ⋮ Support vector quantile regression with varying coefficients ⋮ Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable ⋮ Generalized Spatially Varying Coefficient Models ⋮ A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution ⋮ Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Variance estimation for sparse ultra-high dimensional varying coefficient models ⋮ Extreme value inference for quantile regression with varying coefficients ⋮ Time-dynamic varying coefficient models for longitudinal data ⋮ Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ Varying random coefficient models ⋮ Unified variable selection for varying coefficient models with longitudinal data ⋮ Fast robust feature screening for ultrahigh-dimensional varying coefficient models ⋮ Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data ⋮ Individualized risk assessment of preoperative opioid use by interpretable neural network regression ⋮ Model estimation and selection for partial linear varying coefficient EV models with longitudinal data ⋮ Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients ⋮ Heterogeneity in general multinomial choice models ⋮ Dynamic survival models with varying coefficients for credit risks. ⋮ Unnamed Item ⋮ A varying coefficient approach to estimating hedonic housing price functions and their quantiles ⋮ Modelling heterogeneity: on the problem of group comparisons with logistic regression and the potential of the heterogeneous choice model ⋮ Estimation of the error distribution in a varying coefficient regression model ⋮ Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements ⋮ Estimation of a rank-reduced functional-coefficient panel data model with serial correlation ⋮ A robust varying coefficient approach to fuzzy multiple regression model ⋮ Smooth backfitting for errors-in-variables varying coefficient regression models ⋮ A new approach to varying-coefficient additive models with longitudinal covariates ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Modeling heterogeneous treatment effects in the presence of endogeneity ⋮ Nonparametric homogeneity pursuit in functional-coefficient models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
• Flexible generalized varying coefficient regression models
• The Adaptive Lasso and Its Oracle Properties
• Projection-type estimation for varying coefficient regression models
• Semi-varying coefficient models with a diverging number of components
• Backfitting and smooth backfitting for additive quantile models
• Statistical methods with varying coefficient models
• Two-step likelihood estimation procedure for varying-coefficient models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Averaged estimation of functional-coefficient regression models with different smoothing varia\-bles
• Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models
• Profile-kernel likelihood inference with diverging number of parameters
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
• Quantile regression with varying coefficients
• Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
• Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
• Quantile regression in partially linear varying coefficient models
• Penalized quasi-likelihood estimation in partial linear models
• Quantile regression in varying coefficient models.
• Local asymptotics for polynomial spline regression
• Statistical estimation in varying coefficient models
• Variable bandwidth selection in varying-coefficient models
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Local asymptotics for regression splines and confidence regions
• Smoothing \(\ell_1\)-penalized estimators for high-dimensional time-course data
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Smooth backfitting in generalized additive models
• Variable selection in semiparametric regression modeling
• Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
• Estimation of semi-parametric additive coefficient model
• Bandwidth selection for smooth backfitting in additive models
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Adaptive semi-varying coefficient model selection
• Estimation on Varying-Coefficient Partially Linear Model With Different Smoothing Variables
• Testing in nonparametric varying coefficient additive models
• Local Rank Inference for Varying Coefficient Models
• Polynomial Spline Estimation for a Generalized Additive Coefficient Model
• Corrected local polynomial estimation in varying-coefficient models with measurement errors
• Estimating Optimal Transformations for Multiple Regression and Correlation
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Estimation of additive regression models with known links
• Multivariate binary discrimination by the kernel method
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• On model diagnostics using varying coefficient models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Local likelihood estimation in varying-coefficient models including additive bias correction
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Sparsity and Smoothness Via the Fused Lasso
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• Nonparametric Varying-Coefficient Models for the Analysis of Longitudinal Data
• Local Polynomial Kernel Regression for Generalized Linear Models and Quasi-Likelihood Functions
• Backfitting and smooth backfitting in varying coefficient quantile regression
• Shrinkage Estimation of the Varying Coefficient Model
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Model Selection and Estimation in Regression with Grouped Variables
• L₁-estimation for varying coefficient models
• Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration

This page was built for publication: Varying Coefficient Regression Models: A Review and New Developments