EconPapers    
Economics at your fingertips  
 

A nonparametric time-varying coefficient model for panel count data

Huadong Zhao, Wanzhu Tu and Zhangsheng Yu

Journal of Nonparametric Statistics, 2018, vol. 30, issue 3, 640-661

Abstract: In this research, we describe a nonparametric time-varying coefficient model for the analysis of panel count data. We extend the traditional panel count data models by incorporating B-splines estimates of time-varying coefficients. We show that the proposed model can be implemented using a nonparametric maximum pseudo-likelihood method. We further examine the theoretical properties of the estimators of model parameters. The operational characteristics of the proposed method are evaluated through a simulation study. For illustration, we analyse data from a study of childhood wheezing, and describe the time-varying effect of an inflammatory marker on the risk of wheezing.

Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://hdl.handle.net/10.1080/10485252.2018.1458982 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:gnstxx:v:30:y:2018:i:3:p:640-661

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/GNST20

DOI: 10.1080/10485252.2018.1458982

Access Statistics for this article

Journal of Nonparametric Statistics is currently edited by Jun Shao

More articles in Journal of Nonparametric Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:gnstxx:v:30:y:2018:i:3:p:640-661