Arbeitspapier
A simultaneous confidence corridor for varying coefficient regression with sparse functional data
We consider a varying coefficient regression model for sparse functional data, with time varying response variable depending linearly on some time independent covariates with coefficients as functions of time dependent covariates. Based on spline smoothing, we propose data driven simultaneous confidence corridors for the coefficient functions with asymptotically correct confidence level. Such confidence corridors are useful benchmarks for statistical inference on the global shapes of coefficient functions under any hypotheses. Simulation experiments corroborate with the theoretical results. An example in CD4/HIV study is used to illustrate how inference is made with computable p-values on the effects of smoking, preinfection CD4 cell percentage and age on the CD4 cell percentage of HIV infected patients under treatment.
- Sprache
-
Englisch
- Erschienen in
-
Series: SFB 649 Discussion Paper ; No. 2014-002
- Klassifikation
-
Wirtschaft
Semiparametric and Nonparametric Methods: General
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Thema
-
B spline
confidence corridor
Karhunen-Loève L2 representation
knots
functional data
varying coefficient
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Gu, Lijie
Wang, Li
Härdle, Wolfgang Karl
Yang, Lijian
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
- (wo)
-
Berlin
- (wann)
-
2014
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Gu, Lijie
- Wang, Li
- Härdle, Wolfgang Karl
- Yang, Lijian
- Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk
Entstanden
- 2014
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