Improvement of Confidence Interval for Linear Varying Coefficient
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- Tonda Tetsuji
- Faculty of Management and Information Systems, Prefectural University of Hiroshima
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- Satoh Kenichi
- Research Institute for Radiation Biology and Medicine, Hiroshima University
Bibliographic Information
- Other Title
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- 線形な変化係数における信頼区間の精密化
- センケイ ナ ヘンカ ケイスウ ニ オケル シンライ クカン ノ セイミツカ
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Abstract
Varying coefficient, which might be varying on time, can be used for visualizations or interpretations of covariate effects. In general, varying coefficient is usually estimated by kernel smoothing method, which is essentially repetition of local multiple regression for data around the fixed time. Therefore, a pointwise confidence interval is constructed for varying coefficient. Recently, Satoh and Yanagihara (2010) developed statistical inference for linear varying coefficient. They proposed a simultaneous confidence interval for t ∈ R as a function of time. In this paper, we construct a simultaneous confidence interval for finite interval of time t ∈ [a, b] and improve an accuracy of confidence interval for varying coefficient. The proposed method can be applied for general regression model, and can be easily implemented by statistical software R. We compare the proposed confidence interval with that of Satoh and Yanagihara (2010) using longitudinal data in Potthoff and Roy (1964) and Watanabe et al. (1996).
Journal
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- Ouyou toukeigaku
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Ouyou toukeigaku 42 (1), 11-21, 2013
Japanese Society of Applied Statistics
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Keywords
Details 詳細情報について
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- CRID
- 1390282679417887872
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- NII Article ID
- 10031166393
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- NII Book ID
- AN00330942
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- ISSN
- 18838081
- 02850370
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- NDL BIB ID
- 024741378
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- Text Lang
- ja
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- Data Source
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- Abstract License Flag
- Disallowed