Nonparametric Modelling of Longitudinal Data: A Varying Coefficients Model

摘要

We propose a very flexible and general semiparametric model that allows for time-varying coefficients and/or covariate-varying (including groups-varying or subjects-varying) coefficients in a longitudinal data setting. Tests for model specification are proposed and, thus, this proposal allows to discriminate between the different sources of variation for the regression coefficients. The model is applied to several longitudinal data examples and, in addition, its performance is studied when compared to other more restricted proposals.