Asymptotic confidence regions for kernel smoothing of a varying-coefficient model with longitudinal data
Asymptotic confidence regions for kernel smoothing of a varying-coefficient model with longitudinal data
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DOI:
10.2307/2670054
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发表时间:
1998-12-01
影响因子:
3.7
通讯作者:
Hoover, DR
中科院分区:
文献类型:
--
作者:
Wu, CO;Chiang, CT;Hoover, DR
We consider the estimation of the k + 1-dimensional nonparametric component beta(t) of the varying-coefficient model Y(t) = X-T(t)beta(t) + epsilon(t) based on longitudinal observations (Y-ij, X-i(t(ij)), t(ij)), i = 1,..., n,j = i,..., n(i), where t(ij) is the jth observed design time point t of the ith subject and Y-ij and X-i(t(ij)) are the real-valued outcome and Rk+1 valued covariate vectors of the ith subject at t(ij). The subjects are independently selected, but the repeated measurements within subject are possibly correlated. Asymptotic distributions are established for a kernel estimate of beta(t) that minimizes a local least squares criterion. These asymptotic distributions are used to construct a class of approximate pointwise and simultaneous confidence regions for beta(t). Applying these methods to an epidemiological study, we show that our procedures are useful for predicting CD4 (T-helper lymphocytes) cell changes among HIV (human immunodeficiency virus)-infected persons. The finite-sample properties of our procedures are studied through Monte Carlo simulations.