Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/91588
Authors: 
Gu, Lijie
Wang, Li
Härdle, Wolfgang Karl
Yang, Lijian
Year of Publication: 
2014
Series/Report no.: 
SFB 649 Discussion Paper 2014-002
Abstract: 
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.
Subjects: 
B spline
confidence corridor
Karhunen-Loève L2 representation
knots
functional data
varying coefficient
JEL: 
C14
C23
Document Type: 
Working Paper

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