作者
Hongyuan Cao, Donglin Zeng, Jason P Fine
发表日期
2015/9
期刊
Journal of the Royal Statistical Society Series B: Statistical Methodology
卷号
77
期号
4
页码范围
755-776
出版商
Oxford University Press
简介
We consider estimation of regression models for sparse asynchronous longitudinal observations, where time-dependent responses and covariates are observed intermittently within subjects. Unlike with synchronous data, where the response and covariates are observed at the same time point, with asynchronous data, the observation times are mismatched. Simple kernel-weighted estimating equations are proposed for generalized linear models with either time invariant or time-dependent coefficients under smoothness assumptions for the covariate processes which are similar to those for synchronous data. For models with either time invariant or time-dependent coefficients, the estimators are consistent and asymptotically normal but converge at slower rates than those achieved with synchronous data. Simulation studies evidence that the methods perform well with realistic sample sizes and may be superior …
引用总数
2015201620172018201920202021202220232024222135462
学术搜索中的文章
H Cao, D Zeng, JP Fine - Journal of the Royal Statistical Society Series B …, 2015