Abstract
We investigate a longitudinal data model with non-parametric regression functions that may vary across the observed individuals. In a variety of applications, it is natural to impose a group structure on the regression curves. Specifically, we may suppose that the observed individuals can be grouped into a number of classes whose members all share the same regression function. We develop a statistical procedure to estimate the unknown group structure from the data. Moreover, we derive the asymptotic properties of the procedure and investigate its finite sample performance by means of a simulation study and a real data example.
Original language | English |
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Pages (from-to) | 5-27 |
Number of pages | 23 |
Journal | Journal of the Royal Statistical Society. Series B: Statistical Methodology |
Volume | 79 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2017 |
Externally published | Yes |
Keywords
- Classification of regression curves
- Kernel estimation
- Longitudinal or panel data
- Non-parametric regression