Speaker: Qin Guoyou, Professor, Doctoral supervisor, Fudan University

Date: December 8, 2022

Time: 9:30

Location: Tencent Meeting

Sponsor: Shandong University Institute for Financial Studies

Abstract:

Partial linear varying coefficient model is often considered for analyzing longitudinal data to achieve a good balance between flexibility and parsimony. In this paper, we study a partial linear varying coefficient model where the covariate effects may be different on two sides of a hyperplane. The hyperplane is formed by linear combination of grouping variables, which naturally divides the population into two subgroups. The varying coefficients are estimated by basis function approximation and the indicator function is smoothed by kernel function, which are included in the generalized estimating equation for estimation. Asymptotic properties of the estimators are established for the varying coefficients, the constant coefficients and the change plane coefficients. We assess the finite sample performance of the proposed method via simulations, and demonstrate its value by analyzing a primary billiary cirrhosis data.

For more information, please visit:

http://mathfinance.sdu.edu.cn/info/1273/6882.htm