A nonparametric time-varying coefficient model for panel count data

Huadong Zhao, Wanzhu Tu, Zhangsheng Yu

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

In this research, we describe a nonparametric time-varying coefficient model for the analysis of panel count data. We extend the traditional panel count data models by incorporating B-splines estimates of time-varying coefficients. We show that the proposed model can be implemented using a nonparametric maximum pseudo-likelihood method. We further examine the theoretical properties of the estimators of model parameters. The operational characteristics of the proposed method are evaluated through a simulation study. For illustration, we analyse data from a study of childhood wheezing, and describe the time-varying effect of an inflammatory marker on the risk of wheezing.

Original languageEnglish (US)
Pages (from-to)640-661
Number of pages22
JournalJournal of Nonparametric Statistics
Volume30
Issue number3
DOIs
StatePublished - Jul 3 2018

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Keywords

  • B-splines
  • panel count data
  • time-varying coefficients

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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