Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/91588 
Erscheinungsjahr: 
2014
Schriftenreihe/Nr.: 
SFB 649 Discussion Paper No. 2014-002
Verlag: 
Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, Berlin
Zusammenfassung: 
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.
Schlagwörter: 
B spline
confidence corridor
Karhunen-Loève L2 representation
knots
functional data
varying coefficient
JEL: 
C14
C23
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe





Publikationen in EconStor sind urheberrechtlich geschützt.