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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/23406

Title: Testing for Constancy in Varying Coefficient Models
Authors: Ahkim, Mohamed
Verhasselt, Anneleen
Issue Date: 2018
Citation: Communications in statistics. Theory and methods, 47(4), p. 890-911.
Abstract: We consider varying coefficient models, which are an extension of the classical linear regression models in the sense that the regression coefficients are replaced by functions in certain variables (for example time), the covariates are also allowed to depend on other variables. Varying coefficient models are popular in longitudinal data and panel data studies, and have been applied in fields such as finance and health sciences. We consider longitudinal data and estimate the coefficient functions by the flexible B-spline technique. An important question in a varying coefficient model is whether an estimated coefficient function is statistically different from a constant (or zero). We develop testing procedures based on the estimated B-spline coefficients by making use of nice properties of a B-spline basis. Our method allows longitudinal data where repeated measurements for an individual can be correlated. We obtain the asymptotic null distribution of the test statistic. The power of the proposed testing procedures are illustrated on simulated data where we highlight the importance of including the correlation structure of the response variable and on real data.
Notes: Verhasselt, A (reprint author), Univ Hasselt, Interuniv Inst Biostat & Stat Bioinformat, Censtat, Hasselt, Belgium. anneleen.verhasselt@uhasselt.be
URI: http://hdl.handle.net/1942/23406
DOI: 10.1080/03610926.2017.1300271
ISI #: 000423383400009
ISSN: 0361-0926
Category: A1
Type: Journal Contribution
Appears in Collections: Research publications

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