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    Two-stage nonparametric regression for longitudinal data

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    Ferreira, E.; Núñez, ... (268.4Kb)
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    URI: http://hdl.handle.net/10902/4639
    ISSN: 1134-8984
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    Author
    Ferreira García, Eva; Núñez Antón, Vicente; Rodríguez Poo, Juan Manuel
    Date
    1999
    Derechos
    © Eva Ferreira García © Vicente Núñez Antón © Juan Manuel Rodríguez Poo
    Publicado en
    Documentos de Trabajo BILTOKI, ISSN-e 1134-8984, Nº. 1, 1999
    Publisher
    Universidad del País Vasco
    Palabras clave
    Kernel estimation
    Bandwidth selection
    Nonstationary errors
    Group effects
    Randomization test
    Abstract:
    In the analysis of longitudinal data it is of main interest to investigate the existence of group and individual effects under correlated observations across time. In this paper, we develop a nonparametric two-step procedure that enables us to estimate group effects under a very general form of correlation across time. Moreover, we propose several methods to estimate the bandwidth and show their asymptotyc optimality. Since the asymptotic distribution is untractable, we develop a randomization test that is suitable for testing the group effects. Finally, we apply the estimation procedure, the bandwidth selection criteria and the randomization test to the data from the Iowa Cochlear Implant Project.
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    UNIVERSIDAD DE CANTABRIA

    Repositorio realizado por la Biblioteca Universitaria utilizando DSpace software
    Contact Us | Send Feedback
    Metadatos sujetos a:licencia de Creative Commons Reconocimiento 3.0 España