Two-stage nonparametric regression for longitudinal data
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1999Derechos
© Eva Ferreira García © Vicente Núñez Antón © Juan Manuel Rodríguez Poo
Publicado en
Documentos de Trabajo BILTOKI, 1999, 1
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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