Generalized varying coefficient models for longitudinal data
We propose a generalization of the varying coefficient model for longitudinal data to cases where not only current but also recent past values of the predictor process affect current response. More precisely, the targeted regression coefficient functions of the proposed model have sliding window supports around current time t. A variant of a recently proposed two-step estimation method for varying coefficient models is proposed for estimation in the context of these generalized varying coefficient models, and is found to lead to improvements, especially for the case of additive measurement errors in both response and predictors. The proposed methodology for estimation and inference is also applicable for the case of additive measurement error in the common versions of varying coefficient models that relate only current observations of predictor and response processes to each other. Asymptotic distributions of the proposed estimators are derived, and the model is applied to the problem of predicting protein concentrations in a longitudinal study. Simulation studies demonstrate the efficacy of the proposed estimation procedure. Copyright 2008, Oxford University Press.
Volume (Year): 95 (2008)
Issue (Month): 3 ()
|Contact details of provider:|| Postal: Oxford University Press, Great Clarendon Street, Oxford OX2 6DP, UK|
Fax: 01865 267 985
Web page: http://biomet.oxfordjournals.org/
|Order Information:||Web: http://www.oup.co.uk/journals|
When requesting a correction, please mention this item's handle: RePEc:oup:biomet:v:95:y:2008:i:3:p:653-666. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Oxford University Press)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.