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A kernel regression model for panel count data with time-varying coefficients
Statistica Sinica ( IF 1.5 ) Pub Date : 2021-01-01 , DOI: 10.5705/ss.202019.0220
Yang Wang , Zhangsheng Yu

For the conditional mean function of panel count model with time-varying coefficients, we propose to use local kernel regression method for estimation. Partial log-likelihood with local polynomial is formed for estimation. Under some regularity conditions, strong uniform consistency rates are obtained for the local estimator. At target time point, we show that the local estimator converges in distribution to normal distribution. The baseline mean function estimator is also shown to be consistent. Simulation studies show that the time-varying coefficient estimator is close to the true value, the empirical coverage probabilities of the confidence interval is close to the nominal level. We also applied the proposed method to analyze a clinical study on childhood wheezing.

中文翻译:

具有时变系数的面板计数数据的核回归模型

对于具有时变系数的面板计数模型的条件均值函数,我们建议使用局部核回归方法进行估计。形成具有局部多项式的部分对数似然用于估计。在某些规律性条件下,局部估计量获得了很强的一致一致性率。在目标时间点,我们表明局部估计量在分布上收敛于正态分布。基线平均函数估计量也被证明是一致的。仿真研究表明,时变系数估计量接近真实值,置信区间的经验覆盖概率接近名义水平。我们还应用所提出的方法来分析儿童喘息的临床研究。
更新日期:2021-01-01
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