CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2014, 30(2) 181-194 DOI:      ISSN: 1001-4268 CN: 31-1256

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Correlation Structure Selection for Longitudinal Data Based on Varying-Coefficient Model

Chen Yuping, Bai Yang

School of Statistics and Management, Shanghai University of Finance and Economics

Abstract��

In this article, we propose an efficient
method to identify an informative correlation structure for
longitudinal data based on varying-coefficient models and the
proposed approach yields a more efficient estimator for the
coefficient curves. Simulation and real data example show that the
proposed method has efficiency in selecting and estimating the true
correlation structure in finite samples and the estimation
efficiency of the coefficient curves is improved by using the
selected correlation structure in the estimation procedure.

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