Joint semiparametric mean-covariance model in longitudinal study |
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Authors: | MAO Jie & ZHU ZhongYi |
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Affiliation: | MAO Jie & ZHU ZhongYi Department of Statistics,Fudan University,Shanghai 200433,China |
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Abstract: | Semiparametric regression models and estimating covariance functions are very useful for longitudinal study. To heed the positive-definiteness constraint, we adopt the modified Cholesky decomposition approach to decompose the covariance structure. Then the covariance structure is fitted by a semiparametric model by imposing parametric within-subject correlation while allowing the nonparametric variation function. We estimate regression functions by using the local linear technique and propose generalized es... |
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Keywords: | generalized estimating equation kernel estimation local linear regression modified Cholesky decomposition semiparametric varying-coefficient partially linear model |
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