Please use this identifier to cite or link to this item:
http://hdl.handle.net/1942/23406
Title: | Testing for Constancy in Varying Coefficient Models | Authors: | AHKIM, Mohamed VERHASSELT, Anneleen |
Issue Date: | 2018 | Source: | Communications in statistics. Theory and methods, 47(4), p. 890-911. | Abstract: | We consider varying coefficient models, which are an extension of the classical linear regression models in the sense that the regression coefficients are replaced by functions in certain variables (for example time), the covariates are also allowed to depend on other variables. Varying coefficient models are popular in longitudinal data and panel data studies, and have been applied in fields such as finance and health sciences. We consider longitudinal data and estimate the coefficient functions by the flexible B-spline technique. An important question in a varying coefficient model is whether an estimated coefficient function is statistically different from a constant (or zero). We develop testing procedures based on the estimated B-spline coefficients by making use of nice properties of a B-spline basis. Our method allows longitudinal data where repeated measurements for an individual can be correlated. We obtain the asymptotic null distribution of the test statistic. The power of the proposed testing procedures are illustrated on simulated data where we highlight the importance of including the correlation structure of the response variable and on real data. | Notes: | Verhasselt, A (reprint author), Univ Hasselt, Interuniv Inst Biostat & Stat Bioinformat, Censtat, Hasselt, Belgium. anneleen.verhasselt@uhasselt.be | Keywords: | varying coefficient models; hypothesis testing; quadratic forms | Document URI: | http://hdl.handle.net/1942/23406 | ISSN: | 0361-0926 | e-ISSN: | 1532-415X | DOI: | 10.1080/03610926.2017.1300271 | ISI #: | 000423383400009 | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2019 |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
Ahkim Verhasselt v2CommStatVtilde2.pdf | Peer-reviewed author version | 379.81 kB | Adobe PDF | View/Open |
WEB OF SCIENCETM
Citations
1
checked on Apr 24, 2024
Page view(s)
76
checked on Sep 7, 2022
Download(s)
196
checked on Sep 7, 2022
Google ScholarTM
Check
Altmetric
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.