A nonparametric time-varying coefficient model for panel count data

作者:Zhao, Huadong; Tu, Wanzhu; Yu, Zhangsheng*
来源:Journal of Nonparametric Statistics, 2018, 30(3): 640-661.
DOI:10.1080/10485252.2018.1458982

摘要

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.