Marginal Regression Model with Time-Varying Coefficients for Panel Data

doi:10.1080/03610920802395686

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	Marginal Regression Model with Time-Varying Coefficients for Panel Data
	Sun, Liuquan; Guo, Shaojun; Chen, Min
	2009
发表期刊	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN	0361-0926
卷号	38 期号:8 页码:1241-1261
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.
关键词	Cumulative regression function Generalized estimating equation Marginal models Model checking Repeated measurements Time-varying coefficients
DOI	10.1080/03610920802395686
语种	英语
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
WOS类目	Statistics & Probability
WOS记录号	WOS:000264794500008
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/8532
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.