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Author:

Rong, Yaohua (Rong, Yaohua.) | Tang, Manlai (Tang, Manlai.) | Tian, Maozai (Tian, Maozai.)

Indexed by:

EI Scopus SCIE

Abstract:

In this article, we consider a generalized linear partially varying-coefficient model for longitudinal data analysis. A local quasi-likelihood method is proposed to estimate the constant-coefficient and varying-coefficient functions simultaneously based on the local polynomial kernel regression. The corresponding standard error estimates are derived. Large sample properties are investigated. The proposed methodologies are demonstrated by extensive simulation studies and a real example.

Keyword:

working correlation matrix local polynomial kernel regression 62G09 varying-coefficient models Generalized estimating equations

Author Community:

  • [ 1 ] [Rong, Yaohua]Beijing Univ Technol, Sch Appl Sci, Beijing, Peoples R China
  • [ 2 ] [Tang, Manlai]Hang Seng Management Coll, Dept Math & Stat, Shatin, Peoples R China
  • [ 3 ] [Tian, Maozai]Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing, Peoples R China
  • [ 4 ] [Tian, Maozai]Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou, Gansu, Peoples R China
  • [ 5 ] [Tian, Maozai]Xinjing Univ Finance & Econ, Sch Stat & Informat, Xinjiang, Peoples R China

Reprint Author's Address:

  • [Tang, Manlai]Hang Seng Management Coll, Dept Math & Stat, Room D613,Block D, Siu Lek Yuen, Hong Kong, Peoples R China

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Source :

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

ISSN: 0361-0926

Year: 2017

Issue: 4

Volume: 46

Page: 1983-2001

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

ESI HC Threshold:66

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 1

SCOPUS Cited Count: 1

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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