Work

Estimation for Longitudinal Varying Coefficient Partially Nonlinear Models Based on QR Decomposition

Year: 2025

Type: article

Abstract: Aiming at the estimation efficiency problem of multicollinearity and longitudinal data correlation in the varying coefficient partially nonlinear models, a method based on QR decomposition and quadratic inference function (QIF) is proposed to obtain the orthogonality estimation of parameter components and varying coefficient functions. QR decomposition eliminates the pathology of the design matrix, and combines the adaptive weighting of the relevant structures within the group by QIF to effectively capture the complex correlation structure of longitudinal data. The theoretical analysis proves the asymptotic nature of the estimator, and the efficiency of the estimation method proposed in this paper is verified by simulation experiments.

Source: Axioms

DOI: 10.3390/axioms14120875

Authors: Jiangcui Ge, Xiaoshuang Zhou, Cuiping Wang

Institutions: North University of China, Dezhou University, Shandong University of Technology

Language: English

Topic: Statistical Methods and Bayesian Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $2,896

Funder: Natural Science Foundation of Shandong Province