Polynomial Spline Estimation and Inference for Varying Coefficient Models with Longitudinal Data

By Jianhua Z. Huang, Colin O. Wu, Lei Zhou. 2003

319 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/691acca48daeaee11593ac5df0d0391f2a2cd868

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Citations in the corpus

• Shrinkage Estimation of the Varying Coefficient Model (2009, background): “…about the model focuses on either parameter estimation (Chen and Tsay 1993; Fan and Zhang 1999; Cai et al. 2000; Fan and Zhang 2000a; Huang, Wu, and Zhou 2002; Huang, Wu, and Zhou 2004; Fan and Huang 2005) or hypotheses testing (Fan and Zhang 2000b; Fan, Zhang, and Zhang 2001; Li and Liang 2008).”
• Simultaneous inference of linear models with time varying coefficients (2010, methodology): “Earlier researchers obtained conservative simultaneous confidence bands since the Bonferroni correction procedure is used (Wu et al., 1998; Huang et al., 2004).”
• Variable selection for high-dimensional generalized varying-coefficient models (2012, methodology): “Unlike Li and Liang (2008) and Lam and Fan (2008), which are based on local polynomial regression, we use polynomial splines to approximate the nonparametric coefficients.”
• Varying Coefficient Regression Models: A Review and New Developments (2015, background): “Some asymptotic properties of sieve estimators in varying coefficient models were studied by Huang et al. (2002) and Huang et al. (2004).”
• Quantile regression with varying coefficients (2007, methodology): “However, the one in [21] requires its knots to be equispaced and selects the numbers of knots for the coefficients via cross-validation.”
• ADAPTIVE SEMI-VARYING COEFFICIENT MODEL SELECTION (2012, background): “A series of papers (Fan and Zhang (1999); Cai, Fan, and Li (2000); Fan and Zhang (2000a,b); Huang, Wu, and Zhou (2002, 2004); Fan and Huang (2005); Fan and Zhang (2008); Wang, Li, and Huang (2008); Wang and Xia (2009); Wang, Zhu, and Zhou (2009) and references therein) have considered the…”
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (2014, methodology): “This approach is also adopted in [ 16, 33] and [32].”
• Inference of time-varying regression models (2012, background): “Varying coefficient models have been extensively studied in the literature, and they are useful for characterizing nonconstancy relationship between predictors and responses in regression models; see, for example, [19, 20, 28, 29, 33, 44, 52, 55].”
• Statistical Methods with Varying Coefficient Models. (2008, methodology): “The construction of confidence bands based on polynomial spline method can be found in Huang et al. (2002, 2004).”
• Functional Varying Coefficient Models for Longitudinal Data (2010, background): “KEY WORDS: Functional data analysis; History index; Local least squares; Repeated measurements; Smoothing; Sparse design.”
• Functional Data Analysis (2016, methodology): “…procedure, one-step smoothing methods have been also studied (Hoover et al. 1998; Wu & Chiang 2000; Eggermont, Eubank & LaRiccia 2010; Huang, Wu & Zhou 2002), as well as hypothesis testing and confidence bands (Wu, Chiang & Hoover 1998; Huang, Wu & Zhou 2004), with review in Fan & Zhang (2008).”