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Marginal Regression Model with Time-Varying Coefficients for Panel Data

文献类型：期刊论文

作者Sun, Liuquan; Guo, Shaojun; Chen, Min
刊名COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
出版日期2009
卷号38期号:8页码:1241-1261
关键词Cumulative regression function Generalized estimating equation Marginal models Model checking Repeated measurements Time-varying coefficients
ISSN号0361-0926
DOI10.1080/03610920802395686
英文摘要In this article, we formulate a class of semiparametric marginal means models with a mixture of time-varying and time-independent parameters for analyzing panel data. For inference about the regression parameters, an estimation procedure is developed and asymptotic properties of the proposed estimators are established. In addition, some tests are presented for investigating whether or not covariate effects vary with time. The finite-sample behavior of the proposed methods is examined in simulation studies, and the data from an AIDS clinical trial study are used to illustrate the methodology.
资助项目National Natural Science Foundation of China[10571169] ; National Natural Science Foundation of China[10731010] ; National Basic Research Program of China[2007CB814902]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000264794500008
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/8531]  
专题应用数学研究所
通讯作者Sun, Liuquan
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714		 Sun, Liuquan,Guo, Shaojun,Chen, Min. Marginal Regression Model with Time-Varying Coefficients for Panel Data[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2009,38(8):1241-1261.
APA Sun, Liuquan,Guo, Shaojun,&Chen, Min.(2009).Marginal Regression Model with Time-Varying Coefficients for Panel Data.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,38(8),1241-1261.
MLA Sun, Liuquan,et al."Marginal Regression Model with Time-Varying Coefficients for Panel Data".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 38.8(2009):1241-1261.

入库方式： OAI收割

来源：数学与系统科学研究院

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