Quadratic inference functions for varying-coefficient models with longitudinal data

Annie Qu, Runze Li

Research output: Contribution to journalArticle

118 Scopus citations

Abstract

Nonparametric smoothing methods are used to model longitudinal data, but the challenge remains to incorporate correlation into nonparametric estimation procedures. In this article, we propose an efficient estimation procedure for varying-coefficient models for longitudinal data. The proposed procedure can easily take into account correlation within subjects and deal directly with both continuous and discrete response longitudinal data under the framework of generalized linear models. The proposed approach yields a more efficient estimator than the generalized estimation equation approach when the working correlation is misspecified. For varying-coefficient models, it is often of interest to test whether coefficient functions are time varying or time invariant. We propose a unified and efficient nonparametric hypothesis testing procedure, and further demonstrate that the resulting test statistics have an asymptotic chi-squared distribution. In addition, the goodness-of-fit test is applied to test whether the model assumption is satisfied. The corresponding test is also useful for choosing basis functions and the number of knots for regression spline models in conjunction with the model selection criterion. We evaluate the finite sample performance of the proposed procedures with Monte Carlo simulation studies. The proposed methodology is illustrated by the analysis of an acquired immune deficiency syndrome (AIDS) data set.

Original languageEnglish (US)
Pages (from-to)379-391
Number of pages13
JournalBiometrics
Volume62
Issue number2
DOIs
StatePublished - Jun 2006

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Biochemistry, Genetics and Molecular Biology(all)
  • Immunology and Microbiology(all)
  • Agricultural and Biological Sciences(all)
  • Applied Mathematics

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