Inferences for a semiparametric model with panel data
Autor: | SC Cheng, Lee-Jen Wei |
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Rok vydání: | 2000 |
Předmět: |
Statistics and Probability
Counting process Estimation theory Applied Mathematics General Mathematics Nonparametric statistics Agricultural and Biological Sciences (miscellaneous) Semiparametric model Linear regression Statistics Covariate Econometrics Statistics::Methodology Semiparametric regression Statistics Probability and Uncertainty General Agricultural and Biological Sciences Mathematics Panel data |
Zdroj: | Biometrika. 87:89-97 |
ISSN: | 1464-3510 0006-3444 |
DOI: | 10.1093/biomet/87.1.89 |
Popis: | SUMMARY In a longitudinal study, suppose that, for each subject, repeated measurements of the response variable and covariates are collected at a set of distinct, irregularly spaced time points. We consider a semiparametric model which relates the mean of the response variable at each time point proportionally to a function of a time-dependent covariate vector to analyse such panel data. Inference procedures for regression parameters are proposed without involving any nonparametric function estimation for the nuisance mean function. A dataset from a recent AIDS clinical trial is used to illustate the new proposal. |
Databáze: | OpenAIRE |
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