In longitudinal data analysis, statistical inference for sparse data and dense data could be substantially different. For kernel smoothing, the estimate of the mean function, the convergence rates and the limiting variance functions are different in the two scenarios. This phenomenon poses challenges for statistical inference, as a subjective choice between the sparse and dense cases may lead to wrong conclusions. We develop methods based on self-normalization that can adapt to the sparse and dense cases in a unified framework. Simulations show that the proposed methods outperform some existing methods.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)
- Statistics, Probability and Uncertainty
- Applied Mathematics