Marginal Regression Model with Time-Varying Coefficients for Panel Data |
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Authors: | Liuquan Sun Shaojun Guo Min Chen |
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Institution: | 1. Institute of Applied Mathematics, Academy of Mathematics and Systems Science , Chinese Academy of Sciences , Beijing, P.R. China slq@amt.ac.cn;3. Institute of Applied Mathematics, Academy of Mathematics and Systems Science , Chinese Academy of Sciences , Beijing, P.R. China |
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Abstract: | In this article, we formulate a class of semiparametric marginal means models with a mixture of time-varying and time-independent parameters for analyzing panel data. For inference about the regression parameters, an estimation procedure is developed and asymptotic properties of the proposed estimators are established. In addition, some tests are presented for investigating whether or not covariate effects vary with time. The finite-sample behavior of the proposed methods is examined in simulation studies, and the data from an AIDS clinical trial study are used to illustrate the methodology. |
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Keywords: | Cumulative regression function Generalized estimating equation Marginal models Model checking Repeated measurements Time-varying coefficients |
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