Backfitting Random Varying‐Coefficient Models with Time‐Dependent Smoothing Covariates

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Functional Regression (2014, unknown): “…using weighted least squares (WLS) for which the within-function covariance assumptions determine the weights (Hart & Wehrly 1986; Lin et al. 2004; Wu & Liang 2004; Morris & Carroll 2006; Krafty et al. 2008; Reiss et al. 2010; Staicu 2010), as is typical for proper regression analyses of…”
Efficient Estimation in Marginal Partially Linear Models for Longitudinal/Clustered Data Using Splines (2007, unknown): “…Brumback & Rice (1998), Staniswalis & Lee (1998), Hoover et al. (1998), Wu et al. (1998), Fan & Zhang (2000), Lin & Carroll (2000), Chiang et al. (2001), Lin & Ying (2001), Martinussen & Scheike (2001), Wu & Zhang (2002), Wu & Liang (2004), Fan & Li (2004), Sun & Wu (2005), among many others.”
Estimation of the covariance matrix of random effects in longitudinal studies (2007, methodology): “The methodology for parametric-based longitudinal data analysis is quite mature; see, for example, Diggle, Heagerty, Liang and Zeger [5] and the references therein.”
Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data (2007, methodology): “This dataset has been used by many authors to illustrate varying coefficient models; see, for example, Fan and Zhang (2000), Huang et al. (2002, 2004), Wu and Chiang (2000), Wu et al. (1998), and Wu and Liang (2004).”