Two-Stage Nonparametric Regression for Longitudinal Data
- Ferreira García, Eva
- Núñez Antón, Vicente A.
- Rodríguez-Poo, Juan M.
ISSN: 1134-8984
Argitalpen urtea: 1999
Zenbakia: 1
Mota: Laneko dokumentua
Beste argitalpen batzuk: Documentos de Trabajo BILTOKI
Laburpena
In the analysis of longitudinal data it is of main interest to investigate the existence of group and individual effects under correlated observations across time. In this paper, we develop a nonparametric two-step procedure that enables us to estimate group effects under a very general form of correlation across time. Moreover, we propose several methods to estimate the bandwidth and show their asymptotyc optimality. Since the asymptotic distribution is untractable, we develop a randomization test that is suitable for testing the group effects. Finally, we apply the estimation procedure, the bandwidth selection criteria and the randomization test to the data from the Iowa Cochlear Implant Project.