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

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.