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ABSTRACT Varying-coefficient models are very useful for longitudinal data analysis. In this paper, we focus on varying-coefficient models for longitudinal data. We develop a new estimation procedure using Cholesky decomposition… Click to show full abstract
ABSTRACT Varying-coefficient models are very useful for longitudinal data analysis. In this paper, we focus on varying-coefficient models for longitudinal data. We develop a new estimation procedure using Cholesky decomposition and profile least squares techniques. Asymptotic normality for the proposed estimators of varying-coefficient functions has been established. Monte Carlo simulation studies show excellent finite-sample performance. We illustrate our methods with a real data example.
Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017
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