Statistical Inference of Semiparametric Varying Coefficients Using Mixed Effects Model
混合効果モデルを用いたセミパラメトリックな変化係数の推測について

Kenichi Satoh, Tetsuji Tonda
2013 Ouyou toukeigaku  
Varying coefficients can be used for visualizations or interpretations of the covariate effects which might be varying on time axis. Satoh and Yanagihara (2010) proposed linear varying coefficients and constructed a simultaneous confidence interval as a function of time. Linear curves are useful to summarize and interpret the scatter plot, but these might be not enough for approximating non-linear relationship especially when there are many observed time points. In this paper we consider
more » ... ametric varying coefficients with splines and estimate them using a framework of linear mixed effect model which was proposed by Brumback et al. (1999) , and then we construct a simultaneous confidence interval.
doi:10.5023/jappstat.42.1 fatcat:wk5le7sxtzbazcku5vm3jv2ara