Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148448 | Journal of Statistical Planning and Inference | 2008 | 14 Pages |
Abstract
Generalized varying-coefficient models are useful extensions of generalized linear models. They arise naturally when investigating how regression coefficients change over different groups characterized by certain covariates such as age. In this paper, we extend these models to generalized partially linear varying-coefficient models, in which some coefficients are constants and the others are functions of certain covariates. Procedures for estimating the linear and non-parametric parts are developed and their associated statistical properties are studied. The methods proposed are illustrated using some simulations and real data analysis.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yiqiang Lu,