Random Time-Varying Coefficient Model Estimation through Radial Basis Functions Estimación de los coeficientes de un modelo de coeficientes dinámicos y aleatorios a través de funciones radiales kernel

Random Time-Varying Coefficient Model Estimation through Radial Basis Functions Estimación de los coeficientes de un modelo de coeficientes dinámicos y aleatorios a través de funciones radiales kernel

A methodology to estimate a time-varying coefficient model through a linear combination of radial kernel functions which are centered around all the measuring times, or their quantiles is developed. The linear combination is weighted by a bandwidth that may change or not among coefficients. The prop...

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Bibliographic Details
Main Authors: LUIS GUILLERMO DÍAZ, JUAN CAMILO SOSA
Format: Article
Language:English
Published: Universidad Nacional de Colombia 2012-01-01
Series:Revista Colombiana de Estadística
Subjects:
análisis de datos longitudinales
función kernel
modelo mixto
validación cruzada
Cross validation
Kernel function
Longitudinal data analysis
Mixed model
Online Access:http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512012000100010

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http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512012000100010

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