Publication
Title
Testing for constancy in varying coefficient models
Author
Abstract
We consider varying coefficient models, which are an extension of the classical linear regression models in the sense that the regression coefficients are replaced by functions in certain variables (for example, time), the covariates are also allowed to depend on other variables. Varying coefficient models are popular in longitudinal data and panel data studies, and have been applied in fields such as finance and health sciences. We consider longitudinal data and estimate the coefficient functions by the flexible B-spline technique. An important question in a varying coefficient model is whether an estimated coefficient function is statistically different from a constant (or zero). We develop testing procedures based on the estimated B-spline coefficients by making use of nice properties of a B-spline basis. Our method allows longitudinal data where repeated measurements for an individual can be correlated. We obtain the asymptotic null distribution of the test statistic. The power of the proposed testing procedures are illustrated on simulated data where we highlight the importance of including the correlation structure of the response variable and on real data.
Language
English
Source (journal)
Communications in statistics : theory and methods. - New York, N.Y.
Publication
New York, N.Y. : 2018
ISSN
0361-0926
Volume/pages
47 :4 (2018) , p. 890-911
ISI
000423383400009
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Project info
Advanced screening techniques for ultrahigh dimensional data.
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 02.08.2018
Last edited 26.09.2021
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