Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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QUASI-LIKELIHOOD REGRESSION FOR VARYING COEFFICIENT MODELS WITH LONGITUDINAL DATA

  • Kim, Choong-Rak (Department of Statistics, Pusan National University) ;
  • Jeong, Mee-Seon (Radiation Health Research Institute) ;
  • Kim, Woo-Chul (Department of Statistics, Seoul National University) ;
  • Park, Byeong-U. (Department of Statistics, Seoul National University)
  • Published : 2004.12.01
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Abstract

This article deals with the nonparametric analysis of longitudinal data when there exist possible correlations among repeated measurements for a given subject. We consider a quasi-likelihood regression model where a transformation of the regression function through a link function is linear in time-varying coefficients. We investigate the local polynomial approach to estimate the time-varying coefficients, and derive the asymptotic distribution of the estimators in this quasi-likelihood context. A real data set is analyzed as an illustrative example.

Keywords

References

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