Statistical methods with varying coefficient models
نویسندگان
چکیده
منابع مشابه
Statistical Methods with Varying Coefficient Models.
The varying coefficient models are very important tool to explore the dynamic pattern in many scientific areas, such as economics, finance, politics, epidemiology, medical science, ecology and so on. They are natural extensions of classical parametric models with good interpretability and are becoming more and more popular in data analysis. Thanks to their flexibility and interpretability, in t...
متن کاملStatistical Inference for Varying Coefficient Models
This dissertation contains two projects that are related to varying coefficient models. The traditional least squares based kernel estimates of the varying coefficient model will lose some efficiency when the error distribution is not normal. In the first project, we propose a novel adaptive estimation method that can adapt to different error distributions and provide an efficient EM algorithm ...
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This paper deals with statistical inferences based on the generalized varying-coeÆcient models proposed by Hastie and Tibshirani (1993). Local polynomial regression techniques are used to estimate coeÆcient functions and the asymptotic normality of the resulting estimators is established. The standard error formulas for estimated coeÆcients are derived and are empirically tested. A goodness-oft...
متن کاملVarying Index Coefficient Models
It has been a long history of using interactions in regression analysis to investigate alterations in covariate-effects on response variables. In this article, we aim to address two kinds of new challenges arising from the inclusion of such high-order effects in the regression model for complex data. The first kind concerns a situation where interaction effects of individual covariates are weak...
متن کاملCovariate-adjusted varying coefficient models.
Covariate-adjusted regression was recently proposed for situations where both predictors and response in a regression model are not directly observed, but are observed after being contaminated by unknown functions of a common observable covariate. The method has been appealing because of its flexibility in targeting the regression coefficients under different forms of distortion. We extend this...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2008
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2008.v1.n1.a15