Semiparametric regression analysis of longitudinal skewed data
主 题: Semiparametric regression analysis of longitudinal skewed data
报告人: 林华珍 教授 (四川大学122cc太阳集成游戏)
时 间: 2008-03-07 下午 4:00 - 5:00
地 点: 理科一号楼 1418
In this paper we develop a new semi-parametric regression model for longitudinal data. In the new model, we allow the transformation function and the baseline function to be unknown. The proposed model can provide a much broader class of models than the existing additive and multiple models. Our estimators for the regression parameters, the transformation function and the baseline function are asymptotically normal, particularly, the estimators for regression parameters and the transformation function converge to their true values at the rate $n^{-1/2}$, the convergence rate that one could expect for a parametric model. In a simulation study, we demonstrate that the proposed semiparametric method is robust with little loss of efficiency. Finally, we apply the new method to a study on longitudinal health care costs.