Efficient Estimation for Generalized Varying-Coefficient Models

Abstract

Recently, there are quite a few literatures addressing varying coefficient models. Varying coefficient models are very useful in analysing the dynamic patterns in many scientific areas which include social science, medical study, ecology, finance, economics and so on. In this talk, I am going to extend the existing varying coefficent models to generalized varying coefficent models to accommodate more complex case. I will present an efficient estimation procedure for the proposed generalized varying coefficient models. Simulation study will be presented to show how much the improvement is.