A semiparametric model for cluster data

DOI10.1214/08-AOS662zbMATH Open1173.62030arXiv0908.3382OpenAlexW3100656227WikidataQ33754352 ScholiaQ33754352MaRDI QIDQ834344FDOQ834344

Authors: Wenyang Zhang, Yan Sun, Jianqing Fan 

Publication date: 19 August 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: In the analysis of cluster data, the regression coefficients are frequently assumed to be the same across all clusters. This hampers the ability to study the varying impacts of factors on each cluster. In this paper, a semiparametric model is introduced to account for varying impacts of factors over clusters by using cluster-level covariates. It achieves the parsimony of parametrization and allows the explorations of nonlinear interactions. The random effect in the semiparametric model also accounts for within-cluster correlation. Local, linear-based estimation procedure is proposed for estimating functional coefficients, residual variance and within-cluster correlation matrix. The asymptotic properties of the proposed estimators are established, and the method for constructing simultaneous confidence bands are proposed and studied. In addition, relevant hypothesis testing problems are addressed. Simulation studies are carried out to demonstrate the methodological power of the proposed methods in the finite sample. The proposed model and methods are used to analyse the second birth interval in Bangladesh, leading to some interesting findings.

Full work available at URL: https://arxiv.org/abs/0908.3382

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zbMATH Keywords

varying-coefficient modelscluster effectcluster level variablelocal linear modeling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Mathematical geography and demography (91D20) Nonparametric tolerance and confidence regions (62G15) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)

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Cited In (20)

• Semiparametric GEE analysis in partially linear single-index models for longitudinal data
• Clustering via finite nonparametric ICA mixture models
• Let's get LADE: robust estimation of semiparametric multiplicative volatility models
• Varying coefficient functional autoregressive model with application to the U.S. treasuries
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• A semiparametric spatial dynamic model
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• A varying-coefficient approach to estimating multi-level clustered data models
• Simultaneous confidence band for single-index random effects models with longitudinal data
• The connection between cross-validation and Akaike information criterion in a semiparametric family
• Robust Inference for Nonstationary Time Series with Possibly Multiple Changing Periodic Structures
• Optimal model averaging estimation for correlation structure in generalized estimating equations
• Estimation and model selection in a class of semiparametric models for cluster data
• A semiparametric method for clustering mixed data
• Mahalanobis metric based clustering for fixed effects model
• Estimation in generalised varying-coefficient models with unspecified link functions
• Semi-parametric models for negative binomial panel data
• Analysis of marginally specified semi‐nonparametric models for clustered binary data
• Non-parametric time-varying coefficient panel data models with fixed effects
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