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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)
Publication Information
Journal of the Korean Statistical Society / v.33, no.4, 2004 , pp. 367-379 More about this Journal
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
Local quasi-score function; Newton-Raphson iteration; product kernel; varying coefficients;
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