Lifetime Data Anal - Profile local linear estimation of generalized semiparametric regression model for longitudinal data.

Tópicos

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Resumo

This paper studies the generalized semiparametric regression model for longitudinal data where the covariate effects are constant for some and time-varying for others. Different link functions can be used to allow more flexible modelling of longitudinal data. The nonparametric components of the model are estimated using a local linear estimating equation and the parametric components are estimated through a profile estimating function. The method automatically adjusts for heterogeneity of sampling times, allowing the sampling strategy to depend on the past sampling history as well as possibly time-dependent covariates without specifically model such dependence. A [Formula: see text]-fold cross-validation bandwidth selection is proposed as a working tool for locating an appropriate bandwidth. A criteria for selecting the link function is proposed to provide better fit of the data. Large sample properties of the proposed estimators are investigated. Large sample pointwise and simultaneous confidence intervals for the regression coefficients are constructed. Formal hypothesis testing procedures are proposed to check for the covariate effects and whether the effects are time-varying. A simulation study is conducted to examine the finite sample performances of the proposed estimation and hypothesis testing procedures. The methods are illustrated with a data example.

Resumo Limpo

paper studi general semiparametr regress model longitudin data covari effect constant timevari other differ link function can use allow flexibl model longitudin data nonparametr compon model estim use local linear estim equat parametr compon estim profil estim function method automat adjust heterogen sampl time allow sampl strategi depend past sampl histori well possibl timedepend covari without specif model depend formula see textfold crossvalid bandwidth select propos work tool locat appropri bandwidth criteria select link function propos provid better fit data larg sampl properti propos estim investig larg sampl pointwis simultan confid interv regress coeffici construct formal hypothesi test procedur propos check covari effect whether effect timevari simul studi conduct examin finit sampl perform propos estim hypothesi test procedur method illustr data exampl

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