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A nonparametric time-varying coefficient model for panel count data

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  • Huadong Zhao
  • Wanzhu Tu
  • Zhangsheng Yu

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.

Suggested Citation

  • Huadong Zhao & Wanzhu Tu & Zhangsheng Yu, 2018. "A nonparametric time-varying coefficient model for panel count data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(3), pages 640-661, July.
    • Handle: RePEc:taf:gnstxx:v:30:y:2018:i:3:p:640-661
    DOI: 10.1080/10485252.2018.1458982
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    Cited by:

    1. Yang Wang & Zhangsheng Yu, 2022. "A kernel regression model for panel count data with nonparametric covariate functions," Biometrics, The International Biometric Society, vol. 78(2), pages 586-597, June.
    2. Weiwei Wang & Yijun Wang & Xiaobing Zhao, 2022. "Semiparametric analysis of multivariate panel count data with nonlinear interactions," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 28(1), pages 89-115, January.
    3. Guo, Yuanyuan & Sun, Dayu & Sun, Jianguo, 2022. "Inference of a time-varying coefficient regression model for multivariate panel count data," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    4. Yijun Wang & Weiwei Wang, 2021. "Quantile estimation of semiparametric model with time-varying coefficients for panel count data," PLOS ONE, Public Library of Science, vol. 16(12), pages 1-18, December.
    5. Fei Qin & Zhangsheng Yu, 2021. "Penalized spline estimation for panel count data model with time-varying coefficients," Computational Statistics, Springer, vol. 36(4), pages 2413-2434, December.

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