Inferences for a semiparametric Model With Panel Data

Abstract

In a longitudinal study, suppose that for each subject repeated measurements of the response variable and covariates are collected at a set of distinct, irregularly spaced time points. We consider a semiparametric model which relates the mean of the response variable at each time point proportionally to a function of a time-dependent covariate vector to analyse such panel data. Inference procedures for regression parameters are proposed without involving any nonparametric function estimation for the nuisance mean function. A data set from an AIDS clinical trial is used to illustrate the new proposal.