EFFICIENT INFERENCE FOR LONGITUDINAL DATA VARYING-COEFFICIENT REGRESSION MODELS

doi:10.1111/anzs.12139

CORC > 上海财经大学 > 上海财经大学

	EFFICIENT INFERENCE FOR LONGITUDINAL DATA VARYING-COEFFICIENT REGRESSION MODELS
	Li, Rui 1,2; Li, Xiaoli 1; Zhou, Xian 3
刊名	AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS
	2015-12
卷号	57 期号:4 页码:545-570
关键词	asymptotic normality informative correlation locally linear two-stage estimator
ISSN号	1369-1473
DOI	10.1111/anzs.12139
英文摘要	Informative identification of the within-subject correlation is essential in longitudinal studies in order to forecast the trajectory of each subject and improve the validity of inferences. In this paper, we fit this correlation structure by employing a time adaptive autoregressive error process. Such a process can automatically accommodate irregular and possibly subject-specific observations. Based on the fitted correlation structure, we propose an efficient two-stage estimator of the unknown coefficient functions by using a local polynomial approximation. This procedure does not involve within-subject covariance matrices and hence circumvents the instability of calculating their inverses. The asymptotic normality of resulting estimators is established. Numerical experiments were conducted to check the finite sample performance of our method and an example of an application involving a set of medical data is also illustrated.
WOS研究方向	Mathematics
语种	英语
出版者	WILEY-BLACKWELL
WOS记录号	WOS:000368035500007
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/1414]
专题	上海财经大学
通讯作者	Li, Rui
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 2.Shanghai Univ Int Business & Econ, Sch Business Informat, Shanghai 201620, Peoples R China; 3.Macquarie Univ, Dept Appl Finance & Actuarial Studies, N Ryde, NSW 2109, Australia
推荐引用方式 GB/T 7714	Li, Rui,Li, Xiaoli,Zhou, Xian. EFFICIENT INFERENCE FOR LONGITUDINAL DATA VARYING-COEFFICIENT REGRESSION MODELS[J]. AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS,2015,57(4):545-570.
APA	Li, Rui,Li, Xiaoli,&Zhou, Xian.(2015).EFFICIENT INFERENCE FOR LONGITUDINAL DATA VARYING-COEFFICIENT REGRESSION MODELS.AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS,57(4),545-570.
MLA	Li, Rui,et al."EFFICIENT INFERENCE FOR LONGITUDINAL DATA VARYING-COEFFICIENT REGRESSION MODELS".AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS 57.4(2015):545-570.